Last update:
Wed Feb 19 07:13:18 MST 2025
G. M. Zum Geleit, Avant-propos, Editorial . . 1--7
Günter Menges Zum Begriff der internationalen
Statistik. (German) [The concept of
international statistics] . . . . . . . 8--21
Günter Menges Versuch einer Geschichte der
internationalen Statistik von ihren
Vorläufern im Altertum bis zur Entstehung
des Völkerbundes. (German) [Attempting a
history of international statistics from
its predecessors in antiquity to the
formation of the League of Nations] . . 22--64
Dietrich Bott Die Statistik in den internationalen
Organisationen der Völkerbundszeit.
(German) [] . . . . . . . . . . . . . . 65--103
Jens Goßmann Die Statistik in den internationalen
Organisationen seit dem Ende des zweiten
Weltkrieges. (German) [] . . . . . . . . 104--163
Anonymous Bericht von der Gründung des Instituts für
europäische Statistik an der Universität
des Saarlandes, Saarbrücken. (German) [] 164--171
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Klaus Brendow Der internationale Budgetvergleich.
(German) [] . . . . . . . . . . . . . . 1--15
Siegfried Gehrecke Internationaler Vergleich der Methoden
zur Berechnung der Wertschöpfung in den
Dienstleistungsbereichen. (German) [] 16--32
Norbert Sange Methoden und Probleme der
Sozialstatistik in internationaler
Sicht. (German) [] . . . . . . . . . . . 33--92
Wolfgang Schikowski Einige Probleme der international
vergleichenden Produktivitätsmessung.
(German) [] . . . . . . . . . . . . . . 93--116
Jacques Houssiaux La comparaison des structures de
production et d'échange dans les pays de
la Communauté économique européenne.
(French) [The comparison of production
and exchange structures in the countries
of the European Economic Community] . . 117--169
Martin Rutsch Multiregionale Input--Output-Modelle . . 171--184
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Dietrich Bott Allgemeine und historische Betrachtungen
zum Entscheidungsbegriff. (German) [] 1--38
Günter Menges and
Minaketan Behara Das Bayes'sche Risiko bei sequentiellen
Stichprobenentscheidungen. (German) [] 39--61
Hans Schneeweiß Einige Experimente mit
Entscheidungsspielen. (German) [] . . . 62--78
Dietrich Zschocke Das Entscheidungsproblem bei Abraham
Wald und Richard Bellman. (German) [] 79--98
Günter Menges Statistik und Operations Research.
(German) [] . . . . . . . . . . . . . . 99--106
Erwin Baumgarten Zuverlässigkeit und Instandhaltung.
(German) [] . . . . . . . . . . . . . . 107--123
David S. Stoller An application of the single-channel
queue . . . . . . . . . . . . . . . . . 124--130
Hans Schneeweiß Ein allgemeines Schema des
stochastischen Programmierens. (German)
[] . . . . . . . . . . . . . . . . . . . 131--157
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Günter Menges Three essays in econometrics . . . . . . 1--37
Reiner Zwer Die statistische Konjunkturforschung in
Vergangenheit und Gegenwart. (German)
[Statistical economic research in the
past and present] . . . . . . . . . . . 38--79
Horst Schulmann Von kleinen und großen Schwierigkeiten
des ökonometrischen Modellbauers.
(German) [] . . . . . . . . . . . . . . 80--114
R. Narayanan A statistical analysis of demand for
coal in India . . . . . . . . . . . . . 115--134
Hans Weis Beitragsmöglichkeiten der
Input--Output-Analyse zur international
vergleichenden Wirtschaftsforschung.
(German) [] . . . . . . . . . . . . . . 135--150
Günter Menges Kriterien optimaler Entscheidungen unter
Ungewißheit. (German) [] . . . . . . . . 151--171
B. K. Kale Decisions opposite Markov chains . . . . 172--177
Hans Schneeweiß Nutzenaxiomatik und Theorie des Messens.
(German) [] . . . . . . . . . . . . . . 178--220
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Günter Menges Integration and input-output work in the
European Economic Community . . . . . . 5--18
Ernst Helmstädter Ein Vergleich der Hierarchie der
Wirtschaftsgruppen in den EWG-Ländern.
(German) [] . . . . . . . . . . . . . . 19--37
Martin Rutsch Die Akkomodation technologischer
Matrizen mit Hilfe kurzer Zeitreihen.
(German) [] . . . . . . . . . . . . . . 39--49
Gerhard Tintner Lineare Programme und
Input--Output-Analyse. (German) [] . . . 50--55
Martin Rutsch Optimal cooperation in multiregional
input-output systems . . . . . . . . . . 56--70
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Hans Schneeweiß Das Aggregationsproblem. (German) [] . . 1--26
Günter Menges and
Helmut Diehl Das Stabilitätsproblem in der Ökonometrie.
(German) [] . . . . . . . . . . . . . . 27--52
Anonymous Die Eignung verschiedener Typen
industriestatistischer
Erhebungseinheiten für die
Input--Output-Analyse. (German) [] . . . 53--79
Günter Menges Über Wahrscheinlichkeitsinterpretationen.
(German) [On the interpretation of
probability] . . . . . . . . . . . . . . 81--96
David A. Sprott Statistical estimation --- Some
approaches and controversies . . . . . . 97--111
Helmut Diehl and
David A. Sprott Die Likelihoodfunktion und ihre
Verwendung beim statistischen Schluß.
(German) [] . . . . . . . . . . . . . . 112--134
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Menges and
R. Wagenführ Vorwort der Herausgeber zum 7. Jahrgang.
(German) [] . . . . . . . . . . . . . . 1--1
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 2--2
Camilo Dagum Wahrscheinlichkeit und Ausmaß der
Transvariation im $n$-dimensionalen
Raum. (German) [] . . . . . . . . . . . 3--29
G. Menges and
H. Diehl Über die operationelle Eignung von
Entscheidungsmodellen. (German) [] . . . 30--41
Alfred Sauvy Die Verantwortlichkeit des Statistikers
vor der öffentlichen Meinung und den
öffentlichen Gewalten. (German) [] . . . 42--50
Ein Erfahrungsbericht and
Rolf Wagenführ Die Statistik in der Integration der
Sechs. (German) [] . . . . . . . . . . . 51--73
Gottfried Frenzel Wertrechnung und Preisrechnung in der
sozialistischen Planung der UdSSR.
(German) [] . . . . . . . . . . . . . . 74--112
Rolf Wagenführ Zwei nationale Statistische
Jahrbücher-zwei verschiedenartige
statistische Systeme . . . . . . . . . . 113--116
Rolf Wagenführ Indexiffern der industriellen Brutto-
und Nettoproduktion für einige Länder des
Rates für gegenseitige Wirtschaftshilfe.
(German) [] . . . . . . . . . . . . . . 117--119
Rolf Wagenführ Internationaler Vergleich der
Wohnbaukosten. (German) [] . . . . . . . 120--122
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 123--124
Hans Schneeweiß Das Grundmodell der
Entscheidungstheorie. (German) [] . . . 125--137
Rudolf Henn Markoffsche Ketten bei der Lagerhaltung.
(German) [] . . . . . . . . . . . . . . 138--147
J. P. Zahlen Über die Grundlagen der Theorie der
parametrischen Hypothesentests. (German)
[] . . . . . . . . . . . . . . . . . . . 148--174
Rolf Wagenführ and
Siegfried Maaß Der Systemgedanke in der
Wirtschaftsstatistik --- Ein
Zwischenbericht. (German) [] . . . . . . 175--211
E. Kseckovska Über den Vergleich des Volkseinkommens
Polens und einiger westeuropäischer
Länder. (German) [] . . . . . . . . . . . 212--221
Jürgen Kuczynski Ein Index der Weltsachgüterproduktion,
1850 bis 1965. (German) [] . . . . . . . 222--237
Udo Schulz Die Koordination der amtlichen
Hochschulstatistik mit den
Geschäftsstatistiken der Hochschulen.
(German) [] . . . . . . . . . . . . . . 238--251
Rolf Wagenführ Die Auswirkungen von Gebietsveränderungen
auf die industriellen Produktionsindizes
von kapitalistischen und sozialistischen
Ländern. (German) [] . . . . . . . . . . 252--253
Rolf Wagenführ Die industrielle Weltproduktion im Jahre
1965. (German) [] . . . . . . . . . . . 253--254
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
F. Ferschl Über eine Optimierungsaufgabe in
Assemblage--Systemen. (German) [] . . . 2--17
G. Menges Ökonometrische Prognosen . . . . . . . . 18--31
C. C. von Weizsäcker and
H. L. Freytag Plan eines Projektes: ``Ein
quantitatives Modell des Bildungswesens
in der Bundesrepublik Deutschland''.
(German) [Plan of a project: ``A
quantitative model of education in the
Federal Republic of Germany''] . . . . . 32--49
G. Frenzel Referat über V. Simcer: Besonderheiten
der Berechnung des Niveaus der
industriellen Produktion in den
sozialistischen Ländern und
Klassifizierung und Kenngrößen der
Industriestruktur. (German) [] . . . . . 50--65
Anonymous Zur Methodik der statistischen
Aggregation. (German) [] . . . . . . . . 66--78
R. Wagenführ Arbeitsmittel und Arbeitsgegenstände.
(German) [] . . . . . . . . . . . . . . 79--81
B. Lauer Direkter und indirekter Stahlexport der
EWG-Länder. (German) [] . . . . . . . . . 82--84
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 85--86
G. Menges Ökonometrische Prognosen . . . . . . . . 87--98
J. G. Kalbfleisch and
D. A. Sprott Fiducial probability . . . . . . . . . . 99--109
R. Wagenführ and
W. Kunhardt Nomenklaturen, Systematiken,
statistische Einheiten --- Einige
Probleme der Systematisierung der
Wirtschaftsstatistik. (German) [] . . . 110--128
V. Ja. Rajcin and
E. M. Poberezskaja Berechnungsmethodik für
Lebensniveauunterschiede unter
Berücksichtigung von Geschlechts- und
Altersstruktur der Familien. (German) [] 129--138
A. Hampe Buchbesprechung . . . . . . . . . . . . 139--144
M. Tiede Zahlen der Arbeitskräfte Ein Vergleich
zwischen EWG, EFTA, RGW und USA.
(German) [] . . . . . . . . . . . . . . 145--150
W. Voß Die Staaten der Welt und ihre Einteilung
nach Intensitätsstufen. (German) [] . . . 151--162
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 163--164
B. K. Kale and
V. P. Godambe A test of goodness of fit . . . . . . . 165--172
G. Menges and
H. Diehl Entwicklung eines allgemeinen
dynamischen Entscheidungsmodells.
(German) [] . . . . . . . . . . . . . . 173--182
J. Tinbergen Gegenwärtige Probleme der Theorie des
volkswirtschaftlichen Wohlstands.
(German) [] . . . . . . . . . . . . . . 183--192
K. Brendow Gesamteuropäische Kohlenstatistik . . . . 193--209
R. Wagenführ Zur Struktur der Einzelhandelspreise in
den EWG-Ländern. (German) [] . . . . . . 210--215
E. Stalf Rechtsgrundlagen der amtlichen Statistik
in beiden Teilen Deutschlands. (German)
[] . . . . . . . . . . . . . . . . . . . 216--222
M. Tiede Das Verbrauchsniveau der Arbeiter in der
Europäischen Wirtschaftsgemeinschaft
1963/64. (German) [] . . . . . . . . . . 223--225
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 227--227
E. Weber Biometrische Bearbeitung multipler
Regressionen unter besonderer
Berücksichtigung der Auswahl, der
Transformation und der Linearkombination
von Variablen. (German) [] . . . . . . . 228--251
J. Kozák Drei Möglichkeiten der vereinfachten
Prognoserechnung unter der Voraussetzung
der Translationsinvarianz. (German) [] 252--262
R. Wagenführ Zur Entwicklung des Investitionsvolumens
in den sozialistischen Ländern Europas.
(German) [On the development of
investment volume in the socialist
countries of Europe] . . . . . . . . . . 263--278
B. Dieckmann and
D. Berstecher Logik und Technik des Vergleichs.
(German) [] . . . . . . . . . . . . . . 279--298
W. Koch Eine vereinfachte Methode zur indirekten
Messung der Investitionstätigkeit.
(German) [] . . . . . . . . . . . . . . 299--304
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--2
M. Safiul Haq Zur Prognose aus einer homoskedastischen
Normalverteilung mit Hilfe der
Strukturwahrscheinlichkeit. (German) [] 3--12
E. Weber Biometrische Bearbeitung multipler
Regressionen unter besonderer
Berücksichtigung der Auswahl, der
Transformation und der Linearkombination
von Variablen. (German) [] . . . . . . . 13--33
Lászlo Drechsler Der internationale Vergleich der
Industrieproduktion. (German) [] . . . . 34--50
Jürgen Kuczynski Weltbevölkerung und
Weltnahrungsmittelproduktion. (German)
[] . . . . . . . . . . . . . . . . . . . 51--57
Rolf Wagenführ Die landwirtschaftliche Produktion der
europäischen RGW-Länder. (German) [] . . . 58--59
W. Voß Personelle Einkommensverteilung und
Wohlfahrt. (German) [] . . . . . . . . . 60--65
Günter Menges Zum Ursprung von Operational Research.
(German) [] . . . . . . . . . . . . . . 66--66
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 69--70
Rolf Wagenführ and
Gottfried Frenzel Bestandsaufnahme und Perspektiven der
Wirtschaftsintegration im RGW--Raum.
(German) [] . . . . . . . . . . . . . . 71--81
Georges Bernard Optimale Strategien unter Ungewißheit.
(German) [] . . . . . . . . . . . . . . 82--100
Hermann Enzer The ordinalist fallacy . . . . . . . . . 101--107
Heinz Stöwe and
Rolf Rodiek Strukturwandlung in der Altersverteilung
der Lungenkrebssterbefälle. (German) [] 108--132
Rolf Wagenführ and
Gottfried Frenzel Die Statistik der RGW-Länder. (German) [] 133--162
Manfred Hüttner ``Statistik'' an Höheren
Wirtschaftsfachschulen bzw.
Wirtschaftsakademien. (German) [] . . . 163--165
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 167--168
Rolf Wagenführ Das produzierende Gewerbe im EWG--Raum 169--175
Helmut Diehl and
Stephanus L. Louwes Zur Optimierung von
Informationsprogrammen bei statistischen
Entscheidungen. (German) [] . . . . . . 176--188
Manfred Precht Über lineare stochastische
Differentialgleichungen. (German) [On
linear stochastic differential
equations] . . . . . . . . . . . . . . . 189--209
Siegfried Maaß Die statistische Behandlung des
Staatssektors in Input--Output-Tabellen.
(German) [] . . . . . . . . . . . . . . 210--234
V. Petrova Über Input--Output-Forschung in den
europäischen sozialistischen Ländern.
(German) [] . . . . . . . . . . . . . . 235--241
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 243--243
Rolf Wagenführ Zur Systematisierung der
Wirtschaftsstatistik --- Antwort an
Gerhard Fürst. (German) [] . . . . . . . 244--254
Gideon Rosenbluth Input-output analysis: A critique . . . 255--268
James R. Gebert A power study of Kimball's statistics 269--273
Rolf Wagenführ and
Erich Stalf Finanzierungsrechnung und
Volkswirtschaftliche Gesamtrechnung ---
gezeigt am Beispiel der Bundesrepublik
Deutschland. (German) [Financial
accounts and national accounts ---
demonstrated by the example of the
Federal Republic of Germany] . . . . . . 274--295
Ulrich Bender Zur Abgrenzung von Bundes-, Landes- und
Gemeindestatistiken. (German) [] . . . . 296--300
Manfred Tiede and
Werner Voß and
Gert Elstermann Buchbesprechung . . . . . . . . . . . . 301--306
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
Rolf Wagenführ Japans Stellung in der gewerblichen
Sachgütererzeugung in der Welt. (German)
[] . . . . . . . . . . . . . . . . . . . 2--4
Gustav Feichtinger Stochastische Automaten als Grundlage
linearer Lernmodelle. (German) [] . . . 5--21
Gerd Hansen Die Prognoseeignung von LISE- und
FIND-Maximum-Likelihood--Schätzwerten.
(German) [The prognosis suitability of
Lise and FIND-maximum likelihood
estimates] . . . . . . . . . . . . . . . 22--45
Rolf Hofmann Unternehmensanalyse im Maschinenbau.
(German) [] . . . . . . . . . . . . . . 46--65
Klaus Brendow Energieverbrauchsprognosen
internationaler Organisationen für
Westeuropa --- eine Exaktheitsanalyse.
(German) [] . . . . . . . . . . . . . . 66--85
O. Mordi Zum Problem der statistischen Messung
der finanziellen Hilfe für
Entwicklungsländer. (German) [] . . . . . 86--95
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 97--97
Werner Voß Die außenwirtschaftlichen Verflechtungen
der Volksrepublik China. (German) [] . . 98--103
Ji\vrí Like\vs, CSc. Minimum variance unbiased estimates of
the parameters of power-function and
Pareto's distribution . . . . . . . . . 104--110
M. Safiul Haq On prediction from a linear regression
model . . . . . . . . . . . . . . . . . 111--118
Jens Goßmann and
Günter Menges Die Prognose der Nachfrage nach
chemischen Produkten. (German) [] . . . 119--134
Hans-Peter Litz and
Manfred Tiede Die Saisonschwankungen in der
industriellen Güterproduktion der
Bundesrepublik Deutschland 1954--1966.
(German) [] . . . . . . . . . . . . . . 135--170
Peter Bartelmus Bereinigung industrieller
Bruttoproduktionswerte mit Hilfe von
Input--Output-Rechnungen. (German) [] 171--181
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 183--183
R. Wagenführ Probleme einer Statistik der Rüstungen.
(German) [] . . . . . . . . . . . . . . 184--191
J. R. Gebert and
B. K. Kale Goodness of fit tests based on
discriminatory information . . . . . . . 192--200
H. Lauenstein Parameter-Restriktionen in der
empirischen Nachfrageanalyse. (German)
[] . . . . . . . . . . . . . . . . . . . 201--211
M. Rutsch An input-output model for education and
manpower planning . . . . . . . . . . . 212--222
Hans-Peter Litz and
Manfred Tiede Die Saisonschwankungen in der
industriellen Güterproduktion der
Bundesrepublik Deutschland 1954--1966.
(German) [] . . . . . . . . . . . . . . 223--247
Peter W. Meisel Die Problematik der Modellannahmen und
der Methode bei der Schätzung
makroökonomischer Produktionsfunktionen
und die Ursachen möglicher Verzerrungen
der Ergebnisse. (German) [] . . . . . . 248--258
John E. Walsh Existence of every possible distribution
for any sample order statistic . . . . . 259--260
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 263--263
Rolf Wagenführ Die statistische Messung der
Vorratsänderungen. (German) [] . . . . . 264--270
Christian Fries Die Ausprägungen der Spektraltheorie in
Zeitreihenanalyse und Quantenmechanik.
(German) [] . . . . . . . . . . . . . . 271--276
Lai K. Chan Linear quantile estimates of the
location and scale parameters of the
logistic distribution . . . . . . . . . 277--282
L. Volodarskij and
M. Ejdel'man Die wichtigsten Ergebnisse der
ex-post-Input-Output-Tabelle der UdSSR
für 1966. (German) [] . . . . . . . . . . 283--294
Jürgen Kuczynski Die Arbeitsteilung in der Welt. (German)
[] . . . . . . . . . . . . . . . . . . . 295--298
Gabriele Beker Anmerkungen zum statistischen Teil des
Berichts der Bundesregierung über die
Situation der Frauen in Familie, Beruf
und Gesellschaft. (German) [] . . . . . 299--307
Rolf Wagenführ Streifzug durch das Statistische
Jahrbuch für die BRD 1969. (German) [] 308--313
Günter Menges and
Martin Rutsch Bemerkungen zum Substitutionsaxiom des
Bernoullinutzens. (German) [] . . . . . 314--315
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
Rolf Wagenführ Neuer Hochstand der gewerblichen
Sachgütererzeugung der Welt. (German) [] 2--5
Hans-Dieter Heike Ein Beitrag zur Verwendung von
Fremdinformationen im Rahmen einer
Strategie zur Festlegung ökonometrischer
Strukturen --- Einzelgleichungen.
(German) [A contribution to the use of
other information in the context of a
policy of designed econometric
structures --- Single equations] . . . . 6--21
M. Safiul Haq On a simple linear regression analogue
of the Behrens--Fisher problem . . . . . 22--29
Rolf Wagenführ Der internationale bildungsstatistische
Vergleich. (German) [] . . . . . . . . . 30--56
Hans-Hermann Steiger Definition und Messung von
Preisstrukturen. (German) [] . . . . . . 57--63
G. Elstermann and
H. Bühlmann Buchbesprechungen . . . . . . . . . . . 64--66
Anonymous Geschäftspolitik und Marktentscheidungen
der kapitalistischen Unternehmungen
(Auszug). (German) [] . . . . . . . . . 67--71
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 143--143
Rolf Wagenführ Einführung in die Wirtschafts- und
Sozialstatistik. (German) [] . . . . . . 144--152
F. E. Münnich Verallgemeinerung eines Tests von Chow.
(German) [] . . . . . . . . . . . . . . 153--159
Jochen Hülsmann and
Volker Steinmetz Das asymptotische Verhalten einer Klasse
nichtregulärer Schätzfunktionen für den
Erwartungswert. (German) [] . . . . . . 160--165
Ingeborg Esenwein-Rothe Ungenauigkeiten und Fehler in
wirtschaftsstatistischen Daten. (German)
[] . . . . . . . . . . . . . . . . . . . 166--193
Gerhard Rödter Zur Problematik des Aufbaus einer
laufenden Statistik der
Unternehmensgewinne. (German) [] . . . . 194--225
Hans-Joachim Schmidt Die Nettoproduktion im Bankensektor.
(German) [] . . . . . . . . . . . . . . 226--233
Szilvester Pethö and
Z. Szarka Eine Art der Bestimmung des
Stichprobenumfangs bei geschichteter
Stichprobe. (German) [] . . . . . . . . 234--236
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 73--73
Hans-Peter Litz Neue Ansätze in der Bildungsstatistik.
(German) [] . . . . . . . . . . . . . . 74--85
Klaus Winckler Multicollinearity and blockcollinearity
--- Their effects on the estimation of
structural parameters in linear economic
models . . . . . . . . . . . . . . . . . 86--112
Gottfried Frenzel and
Friedrich J. Hartmann Zum Vergleich der
wirtschaftsstatistischen Systeme
kapitalistischer und sozialistischer
Länder. (German) [] . . . . . . . . . . . 113--129
Werner Voß Die Möglichkeit der Schätzung der
Parameter theoretischer Funktionen bei
gegebenem Datenmaterial mit Hilfe eines
Computerprogramms iterativer
Approximation. (German) [] . . . . . . . 130--138
Günter Menges Zwei neue Lehrbücher am Rande der
Statistik. (German) [] . . . . . . . . . 139--140
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu Dieser Ausgabe . . . . . . . . . . . 237--237
Manfred Tiede Zur Frage konjunktureller Indikatoren.
(German) [On the question of economic
indicators] . . . . . . . . . . . . . . 238--241
Hans Schneeberger Optimierung in der Stichprobentheorie
durch Schichtung. (German) [] . . . . . 242--253
Narayan Giri Bayesian Estimation of Means of a
Two-Way Classification with Random
Effect Model . . . . . . . . . . . . . . 254--260
Georg Wintgen Zur Mengentheoretischen Definition und
Klassifizierung kybernetischer Systeme.
(German) [] . . . . . . . . . . . . . . 261--298
Walter Krug Multiple Regressionsanalyse oder
dichotomisches Aufbereiten von Daten?.
(German) [Multiple regression analysis
or dichotomous processing of data?] . . 299--313
Werner Voß Grundlagen einer Entwicklungsprognose für
die Volksrepublik China. (German) [] . . 314--323
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
Herbert Paschen and
Raphael Buyse Zur Messung der Betriebs- und
Unternehmenskonzentration. (German) [] 2--13
Gustav Feichtinger Zur Erlernung optimalen Verhaltens in
Entscheidungssituationen . . . . . . . . 14--21
Günter Menges Some decision- and
information-theoretical considerations
about the econometric problems of
specification and identification . . . . 22--31
Werner Meißner Informationstheoretische Analyse
ökonometrischer Modellbildung. (German)
[] . . . . . . . . . . . . . . . . . . . 32--36
Obi Mordi Zur Quantifizierung des
Terms-of-trade-Effekts. (German) [] . . 37--46
Ulrich Bender Die rechtlichen Grundlagen der
Bildungsstatistik. Darstellung der
Rechtsvorschriften und der Auswirkungen
auf bildungsstatistische Ergebnisse.
(German) [] . . . . . . . . . . . . . . 47--71
Peter von der Lippe Mathematische Modelle der sozialen
Differenzierung. (German) [] . . . . . . 72--83
Heinz J. Skala Bemerkungen zur Verallgemeinerung des
Shapleyschen Wertes. (German) [] . . . . 84--87
Rudolf Gunzert Book Review: Ulrich Bender,
\booktitleDie Rechtsgrundlagen der
Statistik in der BRD und ihre
Auswirkungen auf die statistischen
Ergebnisse . . . . . . . . . . . . . . . 87--88
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 91--92
Werner Voß Statistik in der Friedensforschung.
(German) [] . . . . . . . . . . . . . . 93--99
P. C. Consul and
G. C. Jain On the log-gamma distribution and its
properties . . . . . . . . . . . . . . . 100--106
Robert Cléroux On the recovery of interblock
information in intra and intergroup
balanced incomplete block designs . . . 107--113
Bernd Schips and
W. Stier Bestimmung der Auswirkung von
Multikollinearität zwischen den
erklärenden Variablen in linearen
Regressionsmodellen auf
Kleinst--Quadrate--Schätzwerte durch
Simulation. (German) [] . . . . . . . . 114--126
Raphael Buyse and
Herbert Paschen Die Konzentration in der
Automobilindustrie in den Ländern der
EWG. (German) [] . . . . . . . . . . . . 127--142
Manfred Tiede Optimale Verhaltensweisen bei Blackjack.
(German) [] . . . . . . . . . . . . . . 143--154
Jürgen Kuczynski Zur Problematik der Berechnung der
Arbeitsproduktivität in einzelnen
Industrien und Wirtschaftszweigen.
(German) [] . . . . . . . . . . . . . . 155--157
R. Srinivasan Tests for exponentiality . . . . . . . . 157--160
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 161--162
Rolf Wagenführ Der Aktuelle Beitrag . . . . . . . . . . 163--166
Heinz Werner Zum Problem der internationalen
Vergleichbarkeit von Arbeitslosenquoten.
(German) [] . . . . . . . . . . . . . . 167--176
K. V. Bury and
B. Bernholtz On structural inference applied to the
Weibull distribution . . . . . . . . . . 177--192
M. Safiul Haq On likelihood inference for the ratio of
scale parameters . . . . . . . . . . . . 193--203
Gerhart Bruckmann A generalized concept of concentration
and its measurement . . . . . . . . . . 204--223
Klaus Winckler Testing hypotheses and the construction
of confidence intervals for the
parameters of stochastic linear
difference equations in small samples 224--244
Raphael Buyse and
Herbert Paschen Die Konzentration in der
Automobilindustrie in den Ländern der EWG
Teil 2. (German) [] . . . . . . . . . . 245--269
Hans Ludwig Freytag Statistische Probleme des
internationalen
Lebensniveau--Vergleichs. (German) [] 270--284
István Gergely Plan und Markt- Lenkungsmethoden in
Ungarn. (German) [Plan and
market-steering methods in Hungary] . . 285--306
Randolf Gränzer Das Additionsproblem bei der
Saisonbereinigung von Zeitreihensätzen.
(German) [] . . . . . . . . . . . . . . 307--313
Werner Voß Minimierung und Optimierung. (German) [] 314--318
Hermann Garbers Eine Anmerkung zum Problem
konjunktureller Indikatoren. (German) [] 319--322
Hermann Garbers Zur Bewertung von
Saisonbereinigungsverfahren. (German) [] 323--324
John E. Walsh and
Grace J. Kelleher Exact tests of binomial p=1/2 when one
binomial event possibly has different
probability . . . . . . . . . . . . . . 325--328
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--2
Karl Zimmermann Der Jahresabschluß unter
wirtschaftswissenschaftlichen Aspekten.
(German) [] . . . . . . . . . . . . . . 3--14
K. Stange Zur Beurteilung einer Garantiekurve.
(German) [Assessing a guarantee curve] 15--40
Lai K. Chan and
Smiley Cheng Optimum spacing for the asymptotically
best linear estimate of the location
parameter of the logistic distribution
when samples are complete or censored 41--57
Eva Ehrlich Das Entwicklungsniveau verschiedener
Volkswirtschaften ---
Wachstumsvergleiche und
Prognosemethoden. (German) [The level of
development of different economies ---
comparisons of growth and forecasting
methods] . . . . . . . . . . . . . . . . 58--95
Raphael Buyse and
Herbert Paschen Die Konzentration in der
Automobilindustrie in den Ländern der EWG
(Teil 3). (German) [] . . . . . . . . . 96--101
Grace J. Kelleher and
John E. Walsh Exact intervals and tests for mean of
symmetrical population when one
``sample'' value possibly an outlier . . 102--105
Klaus-Dietrich Bedau Wilfried Schreiber: Ein
analytisch-numerisches Gesamt--Modell
der Volkswirtschaft als Hilfsmittel der
Wachstums-, Konjunktur- und Lohntheorie.
Erste Ausbaustufe: Erweitertes
Ein--Gut-Modell. (German) [] . . . . . . 106--108
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 109--110
Rolf Wagenführ Holt die Sowjetunion die Vereinigten
Staaten von Amerika ein?. (German) [] 111--115
Christoph Schneeweiß Optimale Prognosen und suffiziente
Statistiken in quadratischen dynamischen
Optimierungsproblemen. (German) [] . . . 116--129
Mohan L. Garg and
B. Raja Rao and
Sati Mazumdar On an estimation problem in multiple
regression . . . . . . . . . . . . . . . 130--144
Bernd Goldstein Über den Vergleich der superharmonischen
Funktionen zweier diskreter transienter
Markoff--Ketten. (German) [] . . . . . . 145--159
Christian Marfels The Gini ratio of concentration
reconsidered . . . . . . . . . . . . . . 160--179
Ulrich Bender Möglichkeiten und Grenzen empirischer
Modeforschung. (German) [] . . . . . . . 180--190
Klaus Gerber Die Belastung der Endnachfrage durch die
kumulative
Brutto--Allphasen-Umsatzsteuer. (German)
[] . . . . . . . . . . . . . . . . . . . 191--202
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 203--204
Rolf Wagenführ and
Mitarbeiter Einige Grunddaten der Volkswirtschaft
der BRD, berechnet nach dem Konzept der
materiellen Produktion. (German) [] . . 205--210
Jürgen Kriz Die PMP--Verteilung. (German) [The PMP
distribution] . . . . . . . . . . . . . 211--224
R. M. J. Heuts Parameter estimation in the exponential
distribution, confidence intervals and a
Monte Carlo study for a goodness of fit
test . . . . . . . . . . . . . . . . . . 225--246
Gottfried Frenzel and
Siegfried Vetter Bezugssysteme und Standardstrukturen
wirtschaftlicher Entwicklung. (German)
[] . . . . . . . . . . . . . . . . . . . 247--269
Klaus-Dietrich Bedau Informationstheoretisch begründete
Messung von Einkommensdisparitäten.
(German) [] . . . . . . . . . . . . . . 270--290
Ji\vrí Like\vs, CSc. Estimation of probabilities $ {\rm Pr}(a
< x < b) $ for a Pareto distribution . . . 291--297
Rolf Wagenführ Statistisches Taschenbuch Ungarns 1972.
Budapest 1972. (German) [] . . . . . . . 298--299
Obi Mordi Book Review: Péter Vas--Zoltán:
\booktitleUnited Nations Technical
Assistance Verlag der Ungarischen
Adademie der Wissenschaften, Budapest V 300--305
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 307--308
Karl Suppanz Von Aggregaten der Volkswirtschaftlichen
Gesamtrechnung. (German) [] . . . . . . 309--313
Horst Stenger Effizienzvergleiche zwischen
Stichprobenverfahren . . . . . . . . . . 314--334
Horst Stenger Lineare und nichtlineare Schätzfunktionen
in der Stichprobentheorie. (German) [] 335--353
György Szilágyi Analyses of price changes by means of
input-output tables . . . . . . . . . . 354--362
Siegfried Hauser and
Siegfried Lörcher Zur wirtschaftspolitischen Relevanz der
Amtlichen Statistik Ein Vergleich
BRD-Japan. (German) [] . . . . . . . . . 363--387
Peter M. Schulze Bemerkungen zu einem Aufsatz von
Wintgen: Einige Folgerungen für die
wirtschaftstheoretischen und
ökonometrischen Begriffe Modell und
Struktur. (German) [] . . . . . . . . . 388--390
Bernd Leiner Buchbesprechung . . . . . . . . . . . . 391--392
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--2
Rolf Wagenführ Niveau und Entwicklung der
Infrastrukturen im internationalen
statistischen Vergleich. (German) [] . . 3--5
Hilmar Drygas Median and linear loss-functions . . . . 6--12
R. M. J. Heuts A new test statistic for searching
hidden periodicities in time series and
the derivation and numerical calculation
of its power function . . . . . . . . . 13--38
Manfred Tiede Theorie und Praxis eines verbesserten
Suchverfahrens. (German) [] . . . . . . 39--58
Bernd Gerling Die Einführung der Mehrwertsteuer in der
BRD in ihren Auswirkungen auf die
wichtigsten Wirtschaftsstatistiken ---
insbesondere auf die Angaben der
Volkswirtschaftlichen Gesamtrechnungen.
(German) [] . . . . . . . . . . . . . . 59--83
R. P. Gupta A note on multicollinearity and
imprecise estimation . . . . . . . . . . 84--87
Horst Stumpf Demographische Inputs und
Graduiertenentwicklung. (German) [] . . 88--97
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 99--100
M. Safiul Haq Structural analysis for the bilinear
model with linearly related responses 101--110
K. V. Bury Structural inferences on the type I
extreme value distribution . . . . . . . 111--122
Peter Bartelmus Probleme der Entwicklung eines
umweltstatistischen Systems. (German) [] 123--148
Rolf Wagenführ and
Mitarbeiter Das ``gesellschaftliche Gesamtprodukt''
der BRD in seiner Gliederung nach
Produktions- und Konsumtionsmitteln.
(German) [] . . . . . . . . . . . . . . 149--161
Siegfried Vetter Internationaler Vergleich von
Wirtschaftsstrukturen auf der Basis
standardisierter Input--Output-Tabellen
für 8 europäische Länder. (German) [] . . . 162--180
Werner Voß Einige Beispiele zum Computereinsatz in
der beschreibenden Statistik. (German)
[] . . . . . . . . . . . . . . . . . . . 181--192
Hans Riedwyl Zum Rangsummentest von Wilcoxon.
(German) [] . . . . . . . . . . . . . . 193--202
Gert Elstermann Willi Albert und Christoph Oehler: Die
Kulturausgaben der Länder, des Bundes und
der Gemeinden 1950 bis 1967. (German) [] 203--204
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 205--205
Kurt Stange Über einen zweiseitigen Test für die
Korrelationszahl einer zweidimensionalen
Normalverteilung. (German) [] . . . . . 206--236
Ulrich Kockelkorn and
Bernhard Rüger Schätzung der Komponenten einer Zeitreihe
mit konstanter Saisonfigur nach der
Methode der gleitenden Durchschnitte.
(German) [] . . . . . . . . . . . . . . 237--270
Bernd Leiner Einige Bemerkungen zum
Durbin--Watson-Test. (German) [] . . . . 271--273
O. Moeschlin and
Jochen Schwarze Buchbesprechung . . . . . . . . . . . . 274--276
B. Raja Rao and
Sati Mazumdar and
C. C. Li A note on a conditional distribution
involving a Yule process . . . . . . . . 277--281
M. Samanta A note on comparing the means of a
multivariate normal population . . . . . 282--286
Jürgen Weißker Konzentrationsmessung --- absolut und
relativ. (German) [] . . . . . . . . . . 287--290
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 291--291
H. Stenger Symmetriebegriffe in der
Stichprobentheorie. (German) [] . . . . 292--309
G. Feichtinger Markovian models for some demographic
processes . . . . . . . . . . . . . . . 310--334
S. Zseby Bayessche Intervallschätzung bei
geschichteter Stichprobe. (German) [] 335--349
M. M. Ali Distribution of ``Student'' Ratio for
Correlated Observations . . . . . . . . 350--356
H. Riedwyl Zum Rangsummentest von Wilcoxon,
Statistische Hefte. (German) [] . . . . 357--357
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--2
Josef Stadlbauer Vergleich der Konsumentenkaufkraft in
Ungarn und der BRD. (German) [] . . . . 3--13
A. A. Cunningham The reduction of uncertainty by
structural inference . . . . . . . . . . 14--26
J. B. Whitney and
Ch. E. Minder Time censoring and the structural model 27--35
Rolf Wagenführ and
Mitarbeiter Die ``finanzielle Bilanz'' im Rahmen des
MPS--Systems und ihre Anwendbarkeit auf
die Gesamtrechnungsdaten der BRD.
(German) [] . . . . . . . . . . . . . . 36--64
K. M. Hassanein Linear estimation of the parameters of
the logistic distribution by selected
order statistics for very large samples 65--70
E. Kreyszig Schranken für die Normalverteilung.
(German) [] . . . . . . . . . . . . . . 71--74
Christian Marfels The Gini ratio of concentration
reconsidered: Reply . . . . . . . . . . 75--80
Dieter Köhle Einige Bemerkungen zur Messung von
Faktorenwerten im orthogonalen
Faktorenmodell. (German) [] . . . . . . 81--87
Arne Pfeilsticker and
Hans-Udo Schmidt Kritik und Vorschläge zur Konzeption und
Gestaltung von Lehrbüchern. (German) [] 88--102
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 103--103
P. D. Minton In memoriam Dr. John E. Walsh 1919--1972 104--105
J. E. Walsh and
G. J. Kelleher Nonparametric models and methods for
one-way ANOVA with fixed effects . . . . 106--115
J. E. Walsh and
G. J. Kelleher Nonparametric models and results for
two-way ANOVA with fixed effects and
interactions . . . . . . . . . . . . . . 116--129
J. E. Walsh and
G. J. Kelleher Nonparametric results for two-way ANOVA
with fixed effects, no interactions, and
unequal subclasses . . . . . . . . . . . 130--141
Z. W. Birnbaum and
H. J. Friedman Numerical tabulations for a statistic
similar to Student's $t$ . . . . . . . . 143--156
W. J. Dixon and
K. K. Yuen Trimming and Winsorization: A review . . 157--170
J. W. Drane and
R. Harrist Resolving hypotheses with successive
chisquares . . . . . . . . . . . . . . . 171--180
G. Menges and
B. Jacke The scientist's utility function and the
principle of maximum likelihood . . . . 181--201
V. K. Murthy and
G. B. Swartz Cumulative fatigue damage --- theory and
models . . . . . . . . . . . . . . . . . 202--231
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser. Ausgabe . . . . . . . . . . . 233--233
R. M. J. Heuts An efficient algorithm to calculate the
least squares estimates of the
parameters in the logistic growth
function and the application of Beale's
measures of non-linearity for this model 234--255
H. Rinne Kontrolle und Erneuerung von
Reservelagern. (German) [] . . . . . . . 256--275
Günter Menges and
Peter Beutel Triangulation der nach 11 Sektoren
gegliederten Input--Output-Tabellen der
Länder der alten EWG. (German) [] . . . . 276--302
Norbert Herbel Statistische Versuche der Messung der
Infrastruktur, gezeigt am Beispiel
ungarischer Untersuchungen unter
Einbeziehung der UdSSR. --- Darstellung
und kritische Stellungnahme. (German) [] 303--323
Gert Elstermann Über die Grundausstattung von Professoren
an Universitäten und Technischen
Hochschulen --- Ergebnisse einer
Erhebung. (German) [] . . . . . . . . . 324--328
M. S. Haq On inference about the mean in the
presence of correlation . . . . . . . . 329--334
P. Tan and
Aly Sherif Some remarks on structural inference
applied to Weibull distribution . . . . 335--341
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
M. Safiul Haq On marginal likelihood inference about
the parameters of linearly related
responses . . . . . . . . . . . . . . . 2--13
R. Hujer Prognosegüte ökonometrischer Modelle ---
Ein Beitrag zum ``Stabilitätsproblem der
ökonometrie''. (German) [] . . . . . . . 14--28
B. Leiner Vergleich einiger autoprojektiver
Verfahren. (German) [] . . . . . . . . . 29--38
Josef Laga and
Jiri Likes Sample sizes for distribution-free
tolerance intervals . . . . . . . . . . 39--56
Peter M. Schulze Einige Bemerkungen zu den
regionalstatistischen Einheiten der
Europäischen Gemeinschaften. (German) [] 57--60
Werner Voß Zur Messung der Streuung personeller
Einkommensverteilungen. (German) [] . . 61--68
Bernd Leiner Book Review: Dietrich Zschocke:
\booktitleBetriebsökonometrie Physica
Verlag. Würzburg-Wien 1974. 287 S. . . . 69--70
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 73--73
B. R. Rao and
S. Mazumdar A conditional distribution involving a
multi-dimensional Yule process with an
application . . . . . . . . . . . . . . 74--84
B. Reiser Structural inference for linear
regression with autocorrelated errors 85--104
K. V. Bury Distribution of smallest log-normal and
gamma extremes . . . . . . . . . . . . . 105--114
V. T. Farewell and
R. L. Prentice Interpreting the Structural Model . . . 115--122
K. Haagen and
W. Schweitzer Zur Approximation der hypergeometrischen
Verteilung durch die Normalverteilung.
(German) [] . . . . . . . . . . . . . . 123--127
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 129--129
F. Broeckx and
L. D'Hooge and
M. Goovaerts and
J. van den Broeck Numerical evaluation of bounded Bayesian
parameters in case of autocorrelated
errors and multicollinearity in data . . 130--143
G. Menges Weiche Modelle in Ökonometrie und
Statistik. (German) [] . . . . . . . . . 144--156
R. M. J. Heuts and
P. J. Rens Several forecast models applied to a
specific economic time series . . . . . 157--187
L. Davies and
G. Ronning Einige exakte und asymptotische
Ergebnisse für das Standardmodell der
Portefeuille--Auswahl innerhalb einer
Periode. (German) [] . . . . . . . . . . 188--212
A. E. Saleh and
G. H. Choudhry On fitting exponential regressions . . . 213--222
I. Esenwein-Rothe Zum Gedächtnis an Rolf Wagenführ
1905--1975. (German) [] . . . . . . . . 227--232
W. R. Bihn Einige Betrachtungen zur kohärenten
Messung von Disparitäts- und
Konzentrationsphänomenen. (German) [] . . 233--249
F. Ferschl Zum Begriff ``Statistische Masse''.
(German) [On the concept of
``statistical measure''] . . . . . . . . 250--255
H. Gollnick Konjunkturelle Auswirkungen einer
Konstanz der makroökonomischen
Konsumfunktion Mitte der siebziger
Jahre. (German) [] . . . . . . . . . . . 256--267
H. Gülicher Ein Lagetheorem für einen Teilmedian
eines $k$-Medians und damit eines von
$k$ optimalen Standorten einer diskreten
räumlichen Verteilung mit Engpaßbereichen.
(German) [] . . . . . . . . . . . . . . 268--285
A. Hampe Ausbildungsförderung und Studienleistung.
(German) [] . . . . . . . . . . . . . . 286--295
G. Menges and
R. Zwer Der internationale Vergleich aufgrund
von Input--Output-Tabellen. (German) [] 296--315
H. Schneeweiß Struktur-Inferenz an drei Beispielen.
(German) [] . . . . . . . . . . . . . . 316--326
J. P. Zahlen Über einige identische Beziehungen
zwischen verschiedenen
Verteilungsfunktionen und ihre
Verwendung in der mathematischen
Statistik. (German) [] . . . . . . . . . 327--341
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
E. Kofler Konfidenzintervalle in Entscheidungen
bei Ungewißheit. (German) [] . . . . . . 2--21
E. Schildkamp-Kündiger Probleme des Messens in empirisch
arbeitenden Sozialwissenschaften.
(German) [] . . . . . . . . . . . . . . 22--32
K.-H. Schriever Falsche Anwendung statistischer Methoden
bei der Auswertung medizinisch
wissenschaftlicher Versuche. (German) [] 33--42
E. Bomsdorf Invarianz und Additivität, ein
Widerspruch?. (German) [] . . . . . . . 43--49
C. Hild A note on some matrices used in linear
regression models . . . . . . . . . . . 50--56
B. Leiner Kritische Reflexionen zu einer
Simulationsstudie . . . . . . . . . . . 57--60
K. D. Bedau Book Review: Walter Piesch:
\booktitleStatistische Konzentrationsmaße 61--62
B. Reiser Structural inference for linear
regression with autocorrelated errors 64--64
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 65--65
R. Fahrion Verbesserung der Bandbreite für
Spektral--Fensterfunktionen. (German) [] 66--80
Erik Harsaae Some pitfalls in the use of Minimum Chi
Square . . . . . . . . . . . . . . . . . 81--104
E. Schaich Schätzfehler bei Markov--Ketten. (German)
[] . . . . . . . . . . . . . . . . . . . 105--130
Thomas Kuczynski Bemerkung zum Gesetz der großen Zahlen in
der Wirtschafts-und Sozialstatistik.
(German) [] . . . . . . . . . . . . . . 131--135
A. S. C. Ehrenberg Fit versus simplicity . . . . . . . . . 136--145
O. D. Anderson A note on the asymptotic generalised
variance for a moving average process 146--151
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 153--153
M. Samanta Efficient non-parametric estimation in
the analysis of variance . . . . . . . . 154--172
Siegfried Maaß and
Hugo Ch. Rieß Zur Fehlerfortpflanzung im statischen
offenen Leontief--Modell:
Schwankungsbereiche für die Größe
Gesamtproduktion. (German) [] . . . . . 173--193
Günter Menges and
Bernd Heilig and
Reiner Zwer Das Heidelberger Modell. (German) [The
Heidelberg model] . . . . . . . . . . . 194--204
M. Safiul Haq and
V. Ming Ng A note on strutural distribution of the
intra-class correlation coefficient . . 205--210
Bernd Leiner Transferfunktionen von
Differenzenfiltern und gleitenden
Durchschnitten. (German) [] . . . . . . 211--222
Wolfgang Birkenfeld Kritische Reflexionen zu einer
Simulationsstudie . . . . . . . . . . . 223--225
Bernd Leiner Replik zu Birkenfelds Stellungnahme
betreffend ``Kritische Reflexionen zu
einer Simulationsstudie''. (German) [] 226--227
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe. (German) [] . . . . . 229--229
Günter Menges and
Reiner Zwer and
Bernd Heilig Das Heidelberger Modell. (German) [The
Heidelberg model] . . . . . . . . . . . 230--266
Arthur Vogt Charakterisierung dreier Typen von
statistischen Verhältniszahlen. (German)
[] . . . . . . . . . . . . . . . . . . . 267--277
E. Harsaae Informative probability and its role in
the probabilistic arguments implied by
Rudolph Carnap's ``Inductive
probability'' and Bayes' formula . . . . 278--284
O. D. Anderson On the transformation of raw time series
data: A review . . . . . . . . . . . . . 285--289
Hans W. Gottinger On uniqueness of an optimal search rule 290--294
R. Ramanarayanan Reliability analysis of the
$2$-out-of-$k$: $F$. System with spares
considering exchange time . . . . . . . 295--298
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
B. Bernholtz Type I censoring and the structural
approach . . . . . . . . . . . . . . . . 2--12
Karl Ringwald Linear aggregation and errors in
variables . . . . . . . . . . . . . . . 13--25
Franz Pfuff Ein vereinfachtes Konstruktionsverfahren
für endlichstufige Tests. (German) [] . . 26--40
H. Büning Film oder Vorlesung? Zum
ZDF--Studienprogramm ``Statistik im
Medienverbund''. (German) [Film or
lecture? On the ZDF study program
``Statistics in the Media Network''] . . 41--45
Fernando L. Garagorry and
Mohammad Ahsanullah A characterization of stationary renewal
processes and of memoryless
distributions . . . . . . . . . . . . . 46--48
O. D. Anderson A further note on the stationarity and
invertibility restraints on the
parameters of mixed autoregressive
moving average processes . . . . . . . . 49--52
G. Sankaranarayanan and
R. Ramanarayanan On a power series whose co-efficients
are convolutions of a stable
distribution of a positive random
variable . . . . . . . . . . . . . . . . 53--57
S. A. Sherif Die Anwendung der ``Wroc\law-Taxonomy''
auf Input--Output-Tabellen. (German)
[The use of the ``Wroc\law-Taxonomy'' in
input--output tables] . . . . . . . . . 58--64
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 69--69
Edward Kofler Taking into account confidence measures
in the valuation of statistical
inferences . . . . . . . . . . . . . . . 70--82
Günter Menges and
Sherif A. Sherif International comparison of industrial
production structures: Application of a
taxonomic method to the input-output
tables of the Economic Commission for
Europe . . . . . . . . . . . . . . . . . 83--122
B. M. Bennett On multivariate coefficients of
variation . . . . . . . . . . . . . . . 123--128
P. Scobey and
D. G. Kabe On a criterion for extrapolation in
multivariate normal regression . . . . . 129--132
D. Köhle Einige Grundprobleme der
Faktorenanalyse. (German) [] . . . . . . 133--141
A. Hamerle and
H. Pape Über einen stochastischen Ansatz zur
Lösung von Klassifikationsproblemen.
(German) [] . . . . . . . . . . . . . . 142--146
A. Vogt Zur Anwendung des harmonischen Mittels.
(German) [] . . . . . . . . . . . . . . 147--151
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 153--153
Siegfried Heiler Some recent developments in the analysis
of component models for economic time
series . . . . . . . . . . . . . . . . . 154--180
B. Clement and
N. Giri Bayesian estimation of means in a three
component hierarchical design with
random effect model . . . . . . . . . . 181--192
H. Thöni Zur Anwendung statistischer Methoden bei
der Auswertung medizinischer Versuche:
Eine Kritik an der Kritik. (German) [] 193--197
K.-H Schriever Zur falschen Anwendung statistischer
Methoden bei der Auswertung
medizinisch-wissenschaftlicher Versuche:
Eine Zurückweisung der Thöni'schen Kritik.
(German) [] . . . . . . . . . . . . . . 198--202
Ralph Friedmann Trendbereinigung mit ersten Differenzen
--- Eine Klarstellung. (German) [] . . . 203--208
Heinrich Dickmann Ein einfacher Test auf Gleichverteilung.
(German) [] . . . . . . . . . . . . . . 209--214
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 217--217
H. Schneeweiß Kritische Bemerkungen zur Kritik am
Wahrscheinlichkeitssubjektivismus.
(German) [] . . . . . . . . . . . . . . 218--232
H. G. Seifert Multicollinearity and the prediction
error . . . . . . . . . . . . . . . . . 233--253
E. Bomsdorf The prize-competition-distribution a
particular $L$-distribution as a
supplement to the Pareto distribution 254--264
W. v. Natzmer Ein Diskussionsbeitrag zu ``G. Menges /
R. Zwer / B. Heilig: Das Heidelberger
Modell, Ein zweiter Bericht,
insbesondere über die
wirtschaftsstatistischen Grundlagen''
[1]. (German) [A discussion paper on
``G. Menges / R. Zwer / B. Heilig: The
Heidelberg model, a second report'', in
particular on economic statistical
basics] . . . . . . . . . . . . . . . . 265--277
B. Leiner Einige Bemerkungen zu den
Definitionsgleichungen des Heidelberger
Modells. (German) [Some remarks on the
defining equations of the Heidelberg
model] . . . . . . . . . . . . . . . . . 278--280
S. Heiler Wahrscheinlichkeitstheoretische
Grundlagen für Komponentenmodelle
beiökonomischen Zeitreihen. (German) [] 281--286
A. Vogt Eine Verallgemeinerung des Preis- und
Mengenindexproblems. (German) [] . . . . 287--297
E. Kofler and
G. Menges Die Strukturierung von Unbestimmtheiten
und eine Verallgemeinerung des
Axiomensystems von Kolmogoroff für
unbestimmte Wahrscheinlichkeiten.
(German) [] . . . . . . . . . . . . . . 298--302
B. L. Joiner 1976 Current index to statistics.
Applications, methods and theory . . . . 303--303
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
D. R. Bellhouse Marginal likelihood methods for
distributed lag models . . . . . . . . . 2--14
R. Schlittgen The optimality of some tests for medians 15--24
Christoph von Rothkirch Axiomatic definition and comparison of
three aggregation rules in cardinal
social choice theory . . . . . . . . . . 25--44
Friedrich Vogel Einige Anmerkungen zur Anwendung der
``Wroc\law Taxonomy'' auf
Input--Output-Tabellen. (German) [Some
remarks on the use of the
``Wroc\law-Taxonomy'' in input--output
tables] . . . . . . . . . . . . . . . . 45--52
S. A. Sherif Ein hierarchisch-agglomeratives
Klassifikationsverfahren zur Anwendung
auf Input--Output-Tabellen. (German) [] 53--62
Hilmar Drygas Über multidimensionale Skalierung . . . . 63--66
Edward R. Mansfield and
J. Wanzer Drane A note on exponential regression . . . . 67--70
B. M. Bennett On a test for equality of dependent
correlation coefficients . . . . . . . . 71--76
A. Karmann Zur topologischen Beschreibung
stochastischer Felder mit
verallgemeinerten Spezifikationen.
(German) [] . . . . . . . . . . . . . . 77--81
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 83--83
P. Hackl and
W. Katzenbeisser Residuals in tests for adequacy of
regression relationships . . . . . . . . 84--98
Walter Schweitzer Ein Likelihood--Quotienten-Test für den
Vergleich der Varianzen zweier
Normalverteilungen. (German) [] . . . . 99--113
J. G. de Gooijer On the inverse of the autocovariance
matrix for a general mixed
autoregressive moving average process 114--123
M. Behara and
E. Kofler and
G. Menges Entropy and informativity in decision
situations under partial information . . 124--130
Arthur Vogt Der Wertindextreue--Test und eine
Vereinfachung des Indexproblems.
(German) [] . . . . . . . . . . . . . . 131--139
Hartmut Sangmeister Book Review: Wolfgang Gerß:
\booktitleLohnstatistik in Deutschland.
Methodische, rechtliche und
organisatorische Grundlagen seit der
Mitte des 19. Jahrhunderts. (German) [] 140--143
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 145--145
Siegfried Maaß Neuere Methoden zur Berechnung von
Kaufkraftparitäten mit einem
Preisvergleich für ausgewählte Städte der
Bundesrepublik Deutschland. (German) [] 146--166
Doris Gottstein The European System of National Accounts
in comparison with the system of
national accounts of the Federal
Statistical Office . . . . . . . . . . . 167--196
K. V. Bury System reliability estimation for the
Exponential load-strength model . . . . 197--203
J. Wanzer Drane and
Donald B. Owen and
Guy Burton Seibert The Burr distribution and quantal
responses . . . . . . . . . . . . . . . 204--210
Arnold Kirsch Bemerkung zu H. Drygas, ``Über
multidimensionale Skalierung'' . . . . . 211--212
R. Latter Announcement of formation of
International Association for
Statistical computing (IASC) . . . . . . 213--214
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 217--217
Friedrich Schmid Strong consistency of non-linear least
squares estimators in the presence of
stochastic regressors . . . . . . . . . 218--230
Georg Sitterberg Zur Anwendung hierarchischer
Klassifikationsverfahren. (German) [] 231--246
A. Sherif and
P. Tan On structural predictive distribution
with type II progressively censored
Weibull data . . . . . . . . . . . . . . 247--255
H. W. Gottinger A Markovian Decision Process with hidden
states and hidden costs . . . . . . . . 256--261
A. Hamerle and
P. Kemény Über ein multiples Testmodell für binäre
Daten und $k$ unabhängige Stichproben.
(German) [] . . . . . . . . . . . . . . 262--267
Hartmut Sangmeister Einige Bemerkungen über die ``Empirische
Analyse der interregionalen Lohn- und
Gehaltsstruktur in der Verarbeitenden
Industrie der Bundesrepublik
Deutschland'', von Dietmar Kühn,
Schriften zu Regional- und
Verkehrsproblemen in Industrie- und
Entwicklungsländern, Band 21. (German) [] 268--271
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
L. Bishop and
D. A. S. Fraser and
K. W. Ng Some decompositions of spherical
distributions . . . . . . . . . . . . . 2--21
G. Menges Adaptive Mustererkennung . . . . . . . . 22--38
Dietrich F. W. von Borries Zwei Charakterisierungen eines
``idealen'' Index für drei Faktoren.
(German) [] . . . . . . . . . . . . . . 39--53
H. Funke and
J. Voeller Characterization of Fisher's ``ideal
index'' by three reversal tests --- a
note . . . . . . . . . . . . . . . . . . 54--60
Anonymous Bücherbesprechung . . . . . . . . . . . . 61--64
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Heiner Kübler On the fitting of the three-parameter
distributions Lognormal, Gamma, and
Weibull . . . . . . . . . . . . . . . . 68--125
P. Brand A Heisenberg-like uncertainty principle
within the framework of the LPI-concept 126--136
Franz Böcker Das Fächerwahlverhalten von Studenten im
zweidimensionalen Affinitätsmodell.
(German) [] . . . . . . . . . . . . . . 137--146
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 147--147
David Brenner and
D. A. S. Fraser On foundations for conditional
probability with statistical models ---
When is a class of functions a function? 148--159
Martin Rutsch Mortalität, Rauchen und Statistik.
(German) [] . . . . . . . . . . . . . . 160--171
K. S. Banerjee A note on the divisia indices . . . . . 172--175
H. Neudecker Best linear unbiased estimation of $
\beta $ subject to linear equality
constraints in the general linear model 176--182
H. Schmidt Ein optimaler Test für den Parameter der
Exponentialverteilung und andere
Lebensdauerverteilungen. (German) [] . . 183--190
Peter Pflaumer Ein ökonometrisches Modell zur
Lohn--Preis-Dynamik. (German) [] . . . . 191--196
M. Behara and
J. M. S. Chawla Shannon and Polynomial entropies as
semivaluations on lattices . . . . . . . 197--203
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 205--205
Christian Marfels Structural aspects of small business in
the Canadian economy . . . . . . . . . . 206--236
Eduard Kofler and
Günter Menges Über unscharfe Mengen (nicht im Sinne
Zadehs) . . . . . . . . . . . . . . . . 237--249
H. Schneeberger and
W. Goller On the problem of the feasibility of
optimal stratification points according
to Dalenius . . . . . . . . . . . . . . 250--256
Peter Pflaumer Zur approximativen Errechnung von
Konfidenzintervallen für eine unbekannte
Wahrscheinlichkeit bei kleinem
Stichprobenumfang. (German) [] . . . . . 257--260
K. S. Banerjee An interpretation of the factorial
indexes in the light of Divisia Integral
Indexes . . . . . . . . . . . . . . . . 261--269
Franz Böcker Empirische Studienfachkombinationen ---
Eine wahrscheinlichkeitstheoretische
analyse. (German) [] . . . . . . . . . . 270--275
Walter Mohr Prognoseuntersuchung für die Zeitreihe
der registrierten Arbeitslosen in der
BRD. (German) [] . . . . . . . . . . . . 276--283
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
Uwe Kuß Ein Schätzverfahren von Mences und Diehl
und die Maximum Probability--Methode.
(German) [] . . . . . . . . . . . . . . 2--13
Kwan R. Lee and
C. H. Kapadia and
Dwight B. Brock On estimating the scale parameter of the
Rayleigh distribution from doubly
censored samples . . . . . . . . . . . . 14--29
Fathi Abdel Hadi and
Patricia Pietsch and
Christoph V. Rothkirch and
Hartmut Sangmeister Ein Beitrag zur Klassifikation von
Ländern nach ihrem Entwicklungsstand.
(German) [] . . . . . . . . . . . . . . 30--48
Günter Menges Bemerkungen zur Klassifikation von
Ländern (Vorwort zu ``Ein Beitrag zur
Klassifikation von Ländern nach ihrem
Entwicklungsstand''). (German) [] . . . 49--52
Karl-Heinz Jöckel and
Peter Pflaumer Die Anwendung ökonometrischer Verfahren
bei der Risikoanalyse für
Investitionsentscheidungen. (German) [] 53--60
H. Schneeberger and
D. Drefahl Limits of feasible sampling fractions in
optimal stratification . . . . . . . . . 61--65
Arthur Vogt Der Zeit- und der Faktorumkehrteest als
``finders of tests''. (German) [] . . . 66--71
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 73--74
Fathi Abdel Hadi and
Patricia Pietsch and
Christoph von Rothkirch and
Hartmut Sangmeister Ein Beitrag zur Klassifikation von
Ländern nach ihrem Entwicklungsstand.
(German) [] . . . . . . . . . . . . . . 75--109
Bert M. Balk Seasonal commodities and the
construction of annual and monthly price
indexes . . . . . . . . . . . . . . . . 110--116
Kazuo Sato The ``natural'' index and utility
functions . . . . . . . . . . . . . . . 117--126
Kazuo Sato The price reversal test and economic
indexes . . . . . . . . . . . . . . . . 127--130
H. Funke and
J. Voeller Three comments on Sato's paper: The
price reversal test and economic indices 131--132
Dietrich F. W. von Borries A ``geometric'' interpretation of the
index formula of Siegel . . . . . . . . 133--139
Dietrich F. W. von Borries Zwei Charakterisierungen eines
``idealen'' Index für drei Faktoren.
(German) [] . . . . . . . . . . . . . . 139--139
Friedrich Schmid Über ein Problem der mehrdimensionalen
Skalierung. (German) [] . . . . . . . . 140--144
Claus Hild Über einige verzerrte Schätzer für die
Koeffizienten eines linearen Modells.
(German) [] . . . . . . . . . . . . . . 145--155
B. M. Bennett A further note on the distribution of
generalized coefficients of variation 156--159
E. Kofler and
G. Menges and
R. Fahrion and
S. Huschens and
U. Kuß Stochastische Partielle Information
(SPI). (German) [] . . . . . . . . . . . 160--167
Uwe Kuß Ein allgemeines
statistisch-entscheidungstheoretisches
Modell als Konsequenz der Ätialität und
der Forderung nach weicher
Modelibildung. (German) [] . . . . . . . 168--173
Anonymous Zur Anwendung makroökonometrischer
Verfahren in Wirtschaft und Politik.
(German) [] . . . . . . . . . . . . . . 174--178
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 181--181
Günter Menges Adaptive Statistik (Bemerkungen über
neuere Bestrebungen in der statistischen
Methodologie). (German) [] . . . . . . . 182--208
Dietrich F. W. von Borries Zwei Charakterisierungen eines
``idealen'' Index für vier Faktoren.
(German) [] . . . . . . . . . . . . . . 209--223
D. A. S. Fraser and
Philip McDunnough Some remarks on conditional and
unconditional inference for
location-scale models . . . . . . . . . 224--231
Gunter Lorenzen Spezifikationsfehler beim Messen der
Abhängigkeit in Kontingenztabellen.
(German) [] . . . . . . . . . . . . . . 232--238
Heinz Neudecker Best quadratic unbiased estimation of
the variance matrix in normal regression 239--243
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 245--245
Eduard Kofler and
Günter Menges Fuzzy sets and non-stochastic linear
partial information . . . . . . . . . . 246--260
Uwe Kuß C-optimale Entscheidungen . . . . . . . 261--279
R. Fahrion Über eine Klasse von Informationsmaßen für
die Bewertung stochastischer
(partieller) Informationen. (German) [] 280--295
David Brenner and
D. A. S. Fraser The identification of distribution form 296--304
Walter Krämer Parameterschätzungen im linearen
Regressionsmodell bei fehlspezifizierten
Störgrößenprozessen. (German) [] . . . . . 305--314
G. Sankaranarayanan and
R. Ramanarayanan Reliability and availability of
$1$-out-of-$n$:$G$ cold standby systems
with arbitrary failure rate and constant
repair rate . . . . . . . . . . . . . . 315--320
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
Dietrich Bott Adäquationsproze und
Entscheidungsproblem. (German) [The
adequations process and decision
problem] . . . . . . . . . . . . . . . . 2--24
Walter Katzenbeisser Test auf Gleichheit von
Regressionskoeffizienten: Einige
Erweiterungen. (German) [] . . . . . . . 25--39
Kali S. Banerjee A review of the factorial approach
providing the true index of cost of
living . . . . . . . . . . . . . . . . . 40--57
Michael Koebel A note on a dynamic probability
distribution . . . . . . . . . . . . . . 58--66
Dietrich F. W. von Borries Zur Interpretation des
``Preisumkehrtests'' --- Eine kritische
Anmerkung. (German) [] . . . . . . . . . 67--71
Bert M. Balk A simple method for constructing price
indices for seasonal commodities . . . . 72--78
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 81--81
Seiichi Kawasaki and
Klaus F. Zimmermann Measuring relationships in the
log-linear probability model by some
compact measures of association . . . . 82--109
Norbert Thiel The effect of a reduction of the number
of exogenous variables in a linear
regression equation on some statistical
measures . . . . . . . . . . . . . . . . 110--120
Mohammad Ahsanullah Record values of exponentially
distributed random variables . . . . . . 121--127
Manfred Precht and
H. Redinger Best subsets regression using $ L_P
$-norms with $ 1 \leq p < \infty $ . . . 128--134
Kari-Heinz Jöckel and
Peter Pflaumer Einige Bemerkungen zur
``iterativ-multiplen'' regression.
(German) [] . . . . . . . . . . . . . . 135--141
Arthur Vogt Die Zeit- und die Faktorantithesen von
Eigenschaften von Indices. (German) [] 142--143
Günter Menges Ätialität und Adäquation. (German) [] . . . 144--149
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 151--151
Walter Assenmacher and
Günther E. Braun Das Einfachheitspostulat in
Wissenschaftstheorie und Ökonometrie.
(German) [] . . . . . . . . . . . . . . 152--175
René Lorenzi Korrespondenzanalyse . . . . . . . . . . 176--194
David Brenner and
D. A. S. Fraser A simplification of the traditional
statistical model in the presence of
symmetry . . . . . . . . . . . . . . . . 195--206
Peter Abel and
Günter Menges Aktualisierung und Ridge--Analyse des
Heidelberger Modells. (German) [] . . . 207--230
David Brenner and
D. A. S. Fraser and
G. Monette Theories of inference or simple
additives . . . . . . . . . . . . . . . 231--233
Gerhard Kockläuner Restringierte Koeffizientenschätzung in
Spline--Lag-Modellen . . . . . . . . . . 234--240
Arthur Vogt Characterizations of indices, especially
of the Stuvel and the Banerjee index . . 241--245
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Helmut Knepel Modelle mit unbeobachtbaren Variablen
--- Der PLS--Ansatz. (German) [] . . . . 248--279
Eberhard Scholing Die Hierarchische Interaktionsanalyse 280--315
M. Ahsanullah On characterization of the exponential
distribution by spacings . . . . . . . . 316--320
Gunter Lorenzen Abschätzungen für die Zeilen- und
Spaltensummen der Leontief--Inversen bei
unvollständiger Kenntnis der Matrix der
inter-industriellen Lieferungen.
(German) [] . . . . . . . . . . . . . . 321--328
Heinrich Strecker Mean Square Error und Qualität
statistischer Daten in Erhebungen.
(German) [] . . . . . . . . . . . . . . 329--333
Günter Menges and
Christel Menges Statistik und Fertilität. (German) [] . . 334--344
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 1--1
Peter Kugler Testing real variables exogeneity: Some
empirical results for six European
countries . . . . . . . . . . . . . . . 2--11
Klaus Danzer and
Hans-Dieter Heike Formulierung des Bankensektors in einem
ökonometrischen Modell mit Hilfe der
optimalen Kontrollrechnung. (German) [] 12--25
G. Als Priorités et programme statistiques dans
un petit pays --- Le cas de Luxembourg.
(French) [Priorities and statistical
program in a small country --- The case
of Luxembourg] . . . . . . . . . . . . . 26--38
B. M. Bennett Note on a test of the hypothesis of
symmetry in multivariate distributions 39--43
Wolfgang Polasek Local resistance in distributed lag
models . . . . . . . . . . . . . . . . . 44--51
R. van der Putten and
H. Neudecker Some reflections on Almon estimators . . 52--56
Alexander Magg Einfache Überlegungen zu einer
entscheidungstheoretischen Fundierung
von Stichprobenverfahren. (German) [] 57--61
G. Menges and
Ch. Menges Der World Fertility Survey auf der 43.
Sitzung des Internationalen
Statistischen Instituts. (German) [] . . 62--62
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Zu dieser Ausgabe . . . . . . . . . . . 65--65
Klaus Ehemann Ein statistisches Entscheidungsproblem
mit linearer partieller Information . . 67--83
Günter Menges Über einige statistische Aspekte globaler
gesellschaftlicher Probleme . . . . . . 84--105
H.-W Brachinger Eine Anmerkung zur Stochastischen
Partiellen Information und dem Max $e$
min-Entscheidungsprinzip. (German) [] 106--109
Michael Evans and
Donald A. S. Fraser and
Hél\`ene Massam The Weibull Model, objective form, and
linear analysis . . . . . . . . . . . . 110--115
N. Giri and
O. Mouqadem Numerical comparison of power functions
of invariant tests for means with
covariates . . . . . . . . . . . . . . . 116--121
J. W. Drane and
T. A. Hua Decomposing three dimensional
contingency tables . . . . . . . . . . . 122--127
G. Singh A note on inclusion probability
proportional to size sampling . . . . . 128--130
Alex Keel Zur computermäßigen Berechnung
hypergeometrischer
Wahrscheinscheinlichkeiten. (German) [On
regular computer calculation of
hypergeometric probabilities] . . . . . 131--133
David Brenner and
Donald A. S. Fraser and
Günter Menges and
Erika Rost Model analysis with structural and
stochastic partial information . . . . . 134--141
Hartmut Sangmeister Aktuelle Probleme der internationalen
Wirtschafts- und Sozialstatistik.
(German) [] . . . . . . . . . . . . . . 142--149
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Gerd Ronning Characteristic values and triangular
factorization of the covariance matrix
for multinomial, Dirichlet and
multivariate hypergeometric
distributions and some related results 152--176
Günter Menges Über einige statistische Aspekte globaler
gesellschaftlicher probleme . . . . . . 177--217
M. Safiul Haq Structural relations and prediction for
the multivariate models . . . . . . . . 218--227
H. Schneeberger and
D. Drefahl Gain in precision by optimum
stratification and optimum allocation in
dependence on the sampling fraction . . 228--237
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Eckart Bomsdorf Zur Abschätzung des Ginikoeffizienten bei
klassierten Daten. (German) [] . . . . . 240--257
Peter Kugler Some remarks on causality detection by
autoregressive modelling . . . . . . . . 258--274
Bernd Mundlos Eine Axiomatik für Preisindizes in
Funktionalform --- gleichzeitig eine
Kritik der Kritik an DIVISIA--Indizes.
(German) [An axiomatic theory of price
indices in Funktional form ---
simultaneously a critique of the
critique of DIVISIA-indices] . . . . . . 275--290
Ralf Pauly Zerlegung und Analyse ökonomischer
Zeitreihen. (German) [] . . . . . . . . 291--303
Klaus Schüler Optimale Hyperkorridore--Begründung und
Darstelung eines empiriebezogenen
ökonometrischen Schätz- und
Prognoseverfahrens. (German) [] . . . . 304--325
Mohammad Ahsanullah Characterizations of the exponential
distribution by some properties of the
record values . . . . . . . . . . . . . 326--332
Alex Keel Eine Verallgemeinerung des exakten
Fisherschen Unabhängigkeitstests von $2$
auf $r$ dichotome Merkmale. (German) [] 333--341
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Die Herausgeber Geleitwort . . . . . . . . . . . . . . . 1--1
Heinz Grohmann Günter Menges . . . . . . . . . . . . . . 3--5
D. Brenner and
D. A. S. Fraser and
G. Monette On Models and theories of inference;
structural or pivotal analysis . . . . . 7--19
R. Pauly Offene versus vollständige Modellbildung
in der Ökonometrie. (German) [] . . . . . 21--45
Herbert Büning Adaptive verteilungsfreie Tests . . . . 47--67
B. M. Balk A note on the true factorial price index 69--72
K. Spreemann and
G. Bamberg Local consistency of risk preferences 73--83
S. Gabler A remark to G. Singh's paper: A note on
inclusion probability proportional to
size sampling . . . . . . . . . . . . . 85--86
F. Ferschl Book Review: Esenwein-Rothe, Ingeborg:
Einführung in die Demographie.
Bevölkerungsstruktur und Bevölkerungsprozeß
aus der Sicht der Statistik. (German) [] 87--91
Gunter Lorenzen Güterverteilungsmatrizen und ihre
Bewertung. (German) [] . . . . . . . . . 93--119
Dankmar Böhning Maximum likelihood estimation of the
logarithmic series distribution . . . . 121--140
K. S. Banerjee On the existence of infinitely many
ideal log-change index numbers
associated with the CES preference
ordering . . . . . . . . . . . . . . . . 141--148
M. Ahmad and
N. C. Giri A test of bivariate independence with
additional data . . . . . . . . . . . . 149--154
Erhard Bühler Eine Anwendung der Rayleigh--Verteilung
auf ein Problem der Photographie.
(German) [] . . . . . . . . . . . . . . 155--159
Hartmut Sangmeister International Bank for Reconstruction
and Development / The World Bank: World
development report 1982 . . . . . . . . 161--166
Anonymous Calendar of events and call for papers 167--170
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Ekkehart Schlicht Seasonal adjustment in a stochastic
model . . . . . . . . . . . . . . . . . 1--12
Dieter Friedrich Interpolation, Glättung und
Saisonbereinigung von Zeitreihen mit
Splinefunktionen. (German) [] . . . . . 13--51
B. M. Bennett Tests for relative error in repeated
multivariate samples . . . . . . . . . . 53--60
D. Brenner and
M. Evans and
D. A. S. Fraser and
H. Massam and
E. Rost The identification of distribution form
II . . . . . . . . . . . . . . . . . . . 61--68
T. J. Carmody and
R. L. Eubank and
V. N. LaRiccia A family of minimum quantile distance
estimators for the three-parameter
Weibull distribution . . . . . . . . . . 69--82
Anonymous Calendar of events and call for papers 83--86
F. C. Palm and
J. M. Sneek Significance tests and spurious
correlation in regression models with
autocorrelated errors . . . . . . . . . 87--105
R. Pauly Statistische Analyse ausgewählter Schätzer
im kontemporär korrelierten
Regressionsmodell mit prädeterminiertem
verzögerten Regressor und
autokorrelierten Fehlern. (German) [] 107--134
Walter Krämer High correlation among errors and the
efficiency of ordinary least squares in
linear models . . . . . . . . . . . . . 135--142
K. S. Banerjee Some observations on the log-change
index numbers and their connection with
the factorial indexes . . . . . . . . . 143--158
Franz Pfuff Bayeslösungen bei sequentiellen
Experimenten. (German) [] . . . . . . . 159--170
Anonymous Calendar of events and call for papers 171--174
Anonymous Policy for the submission, acceptance
and publication of algorithms . . . . . 175--179
K. A. Ariyawansa and
J. G. C. Templeton Structural inference on the parameter of
the Rayleigh distribution from doubly
censored samples . . . . . . . . . . . . 181--199
E. Brunner and
N. Neumann Rangtests für das verbundene
Zwei--Stichprobenproblem mit fehlenden
Meßwerten. (German) [] . . . . . . . . . 201--210
M. Safiul Hag and
A. K. Md. E. Saleh On the structural estimation of certain
correlation coefficients . . . . . . . . 211--218
S. Huschens Wahrscheinlichkeitstransformationen in
Entscheidungsmodellen bei linearer
partieller Information. (German) [] . . 219--230
W. Krämer On the game of maximising $ \bar R^2 $:
A further comment: A further comment . . 231--233
W. Gleissner Some recursion formulae for the beta
distribution . . . . . . . . . . . . . . 235--236
B. Leiner Arima--Schätzungen im Vergleich . . . . . 237--244
Anonymous Help & Contacts . . . . . . . . . . . . . ??
D. A. S. Fraser and
H. Massam Conical tests: Observed levels of
significance and confidence regions . . 1--17
N. L. Johnson and
S. Kotz Some tests for detection of faulty
inspection . . . . . . . . . . . . . . . 19--29
P. Abel Ein numerisches Verfahren zur Bestimmung
maxeminoptimaler Aktionen. (German) [] 31--41
P. Kischka Bayessche Indexmodelle in der
Portfoliotheorie. (German) [] . . . . . 43--57
B. M. Balk A simple characterization of Fisher's
price index . . . . . . . . . . . . . . 59--63
A. Pfingsten A note on the true factorial price
index-addendum to a note by Balk . . . . 65--69
G. Arminger and
U. Küsters and
D. Plachky and
K. A. Schäffer and
B. Leiner Buchbesprechungen . . . . . . . . . . . 71--84
Anonymous Calendar of events and call for papers 85--86
H. Baltagi and
J. R. Ferry Small sample results on Schmidt's
truncation remainder to the gamma
distributed lag . . . . . . . . . . . . 87--95
H. Schneeberger and
J. P. Pöllot Optimum stratification with two variates 97--113
E. Xekalaki Factorial moment estimation for the
bivariate generalized Waring
distribution . . . . . . . . . . . . . . 115--129
W. Katzenbeisser The distribution of two-sample location
exceedance test statistics under Lehmann
alternatives . . . . . . . . . . . . . . 131--138
Y. M. Chou and
D. B. Owen On the Precision of the coverages of $
\beta $-content inner tolerance
intervals . . . . . . . . . . . . . . . 139--146
B. H. Baltagi The bias of the estimated variances of
least squares estimators in an error
components model . . . . . . . . . . . . 147--155
H. Drygas and
L. Fahrmeir and
B. Leiner and
H. Strasser Buchbesprechungen . . . . . . . . . . . 157--166
Anonymous Calendar of events and call for papers 167--169
François Laisney and
Karl Ringwald Statistical aspects of W. D. Fisher's
method of optimal aggregation . . . . . 171--197
Gerhard Meinischmidt Faktorenanalyse als ein Instrument zur
Konstruktion von Preisniveauindizes.
(German) [] . . . . . . . . . . . . . . 199--210
W. Krumbholz and
C. D. Ludwig Unverfälschte Variablenprüfpläne für
exponentialverteilte Merkmale mit
zweiseitigen Toleranzgrenzen. (German)
[] . . . . . . . . . . . . . . . . . . . 211--223
Ji\vrí Like\vs, CSc. Distributions of certain variables in
samples from two-parameter exponential
distribution . . . . . . . . . . . . . . 225--236
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Heinz P. Galler Übergangsratenmodelle bei
intervalldatierten Ereignissen. (German)
[] . . . . . . . . . . . . . . . . . . . 1--22
L. Kreienbrock Zur Auswirkung von
Endlichkeitskorrekturen bei der Analyse
einfacher Zufallsstichproben. (German)
[] . . . . . . . . . . . . . . . . . . . 23--35
K. H. Waldmann Bounds to the distribution of the run
length in general quality-control
schemes . . . . . . . . . . . . . . . . 37--56
Dieter Sondermann Best approximate solutions to matrix
equations under rank restrictions . . . 57--66
M. Schader and
F. Schmid Distribution function and percentage
points for the central and noncentral
$F$-distribution . . . . . . . . . . . . 67--74
F. Ferschl Book Review: Schneeweiß H. und Strecker,
H. (Hrsg): \booktitleContributions to
econometrics and statistics today. In
memoriam Günter Menges . . . . . . . . . 75--80
Anonymous Calendar of events and call for papers 81--82
Heinz J. Skala On $ \sigma $-coherence and a theorem of
Heath and Sudderth . . . . . . . . . . . 83--88
J. van Yzeren Fisher's ideal index numbers as natural
Divisia results . . . . . . . . . . . . 89--99
Susanne Fuchs-Seliger Relatioinships between economic and
statistical price indices . . . . . . . 101--115
K. A. Ariyawansa and
J. G. C. Tempelton Structural inference for parameters of a
power function distribution . . . . . . 117--139
D. Böhning and
F. P. Schelp A Fortran subroutine for computing
indicators of the nutritional status of
children and adolescents . . . . . . . . 141--150
H. Heyer and
H. Schneeweiß and
A. Tobik and
F. Baur and
L. Knüsel Buchbesprechungen . . . . . . . . . . . 151--164
Günter Rothe Some remarks on bootstrap techniques for
constructing confidence intervals . . . 165--172
H. Linhart and
W. Zucchini Finite sample selection criteria for
multinomial models . . . . . . . . . . . 173--178
Ludwig Fahrmeir and
Heinz Kaufmann Asymptotic inference in discrete
response models . . . . . . . . . . . . 179--205
Alfred Hamerle Regression analysis for discrete event
history or failure time data . . . . . . 207--225
R. Pérez and
C. Caso and
M. A. Gil Unbiased estimation of income inequality 227--237
B. F. Arnold Comparison of the approximate and exact
optimum economic design of control
charts basing on the sign test . . . . . 239--241
M. Hudec and
H. Strasser and
F. Ferschl and
G. Uebe Buchbesprechungen . . . . . . . . . . . 243--252
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jürgen Wolters Ökonometrische Modelle bei
zeitreihendaten versus multivariate
Zeitreihenmodelle--Eine Übersicht.
(German) [] . . . . . . . . . . . . . . 1--25
D. A. S. Fraser Sequential parameter structure,
conditional inference, and likelihood
drop . . . . . . . . . . . . . . . . . . 27--52
Balvir Singh and
Yogendra P. Chaubey On some improved ridge estimators . . . 53--67
Hilmar Drygas On the multivariate Rao--Cramér
inequality . . . . . . . . . . . . . . . 69--71
K. Haagen and
R. D. Reiss and
O. Krafft and
H. Schmidbauer Buchbesprechungen . . . . . . . . . . . 73--78
Anonymous Calendar of events . . . . . . . . . . . 79--80
Ludwig Fahrmeir Asymptotic likelihood inference for
nonhomogeneous observations . . . . . . 81--116
Youn-Min Chou and
Gary M. Johnson Sample sizes for strong two-sided
distribution-free tolerance limits . . . 117--131
Hartmut Hebbel and
Siegfried Heiler Trend and seasonal decomposition in
discrete time . . . . . . . . . . . . . 133--158
H. Rieder and
A. Ungerer Buchbesprechungen . . . . . . . . . . . 159--161
D. A. S. Fraser Fibre analysis and tangent models . . . 163--181
H. Schneeweiß and
D. A. Sprott and
R. Viveros An approximate conditional analysis of
the linear functional relationship . . . 183--202
A. A. Alzaid and
A. N. Ahmed and
M. Al-Osh On the NBAFR (NWAFR) class of life
distributions . . . . . . . . . . . . . 203--216
Hamparsum Bozdogan and
Donald E. Ramirez An adjusted likelihood-ratio algorithm
for the Behrens--Fisher problem . . . . 217--231
Holger Grothe Matrix generators for pseudo-random
vector generation . . . . . . . . . . . 233--238
J. Pfanzagl and
W. Wefelmeyer and
G. Pflug and
H. Drygas and
W. Krämer Buchbesprechungen . . . . . . . . . . . 239--243
Anonymous Calendar of events and call for papers 245--246
N. Schmitz Minimax sequential tests of composite
hypotheses on the drift of a Wiener
process . . . . . . . . . . . . . . . . 247--261
David A. Kodde and
Franz C. Palm Testing the stability of a linear
dynamic model . . . . . . . . . . . . . 263--270
Walter Bossert and
Andreas Pfingsten The circular and time reversal tests
reconsidered in economic price index
theory . . . . . . . . . . . . . . . . . 271--284
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Anonymous Editorial . . . . . . . . . . . . . . . 1--1
Wolfgang Schneider Analytical uses of Kalman filtering in
econometrics --- A survey . . . . . . . 3--33
Abdulhamid A. Alzaid Mean residual life ordering . . . . . . 35--43
Laxiang Chen and
Jürgen Eichenauer Two point priors and $ \Gamma $-minimax
estimating in families of uniform
distributions . . . . . . . . . . . . . 45--57
K. K. Ferentinos On shortest confidence intervals and
their relation with uniformly minimum
variance unbiased estimators . . . . . . 59--75
Anonymous Books received . . . . . . . . . . . . . 76--77
M. Schäl and
H. Stenger and
H. Drygas and
Lütkepohl and
K. Jacobs Book reviews . . . . . . . . . . . . . . 77--82
Anonymous Calendar of events and call for papers 83--84
Hans Wolfgang Brachinger and
Renate Schubert Measuring price-induced changes in
standard of living in least developed
countries: economic validity of
Laspeyres price indices and some further
suggestions . . . . . . . . . . . . . . 85--112
Roman Zmy\'slony and
Hilmar Drygas On admissible estimation for parametric
functions in linear models . . . . . . . 113--123
P. W. Jones and
S. A. Madhi Bayesian sequential methods for choosing
the best multinomial cell: some
simulation results . . . . . . . . . . . 125--132
Walter Katzenbeisser On the joint distribution of the random
variables `number of inversions' and
`number of outstanding variables' in a
randomly arranged sequence . . . . . . . 133--141
Abdul-Hadi N. Ahmed Preservation properties for the mean
residual life ordering . . . . . . . . . 143--150
M. Ahsanullah On a conjecture of Kakosyan, Klebanov
and Melamed . . . . . . . . . . . . . . 151--157
H. Schneeweiß and
E. v. Collani and
I. Klein and
U. Kockelkorn and
K. Weichselberger Book reviews . . . . . . . . . . . . . . 159--168
Rupert G. Miller Erratum . . . . . . . . . . . . . . . . 168--168
F. C. Palm and
D. A. Kodde Computing Wald criteria for nested
hypotheses . . . . . . . . . . . . . . . 169--190
M. A. Gil and
M. R. Casals An operative extension of the likelihood
ratio test from fuzzy data . . . . . . . 191--203
Thomas Bausch Optimized sampling by exchange methods 205--218
Rainer Schlittgen On the determination of sizes of markets 219--225
Anonymous Help & Contacts . . . . . . . . . . . . . ??
I. Fusek and
L. Fusková A combined estimator in the simple
errors-in-variables model . . . . . . . 1--15
Günter Rothe Bootstrap for generalized linear models 17--26
James A. Koziol Multivariate tests for non-additivity 27--37
Dallas R. Wingo The left-truncated Weibull distribution:
theory and computation . . . . . . . . . 39--48
Eckart Bomsdorf Measurement of disparity from grouped
data with different degrees of
information . . . . . . . . . . . . . . 49--60
Gunter Lorenzen Log-ratios and the logarithmic mean . . 61--75
F. Ferschl and
K. W. Gaede Book reviews . . . . . . . . . . . . . . 76--80
Anonymous Calendar of events and call for papers 81--81
Ulrich Küsters Hierarchical mean and covariance
structure models . . . . . . . . . . . . 83--104
Francis X. Diebold and
Peter Pauly Small sample properties of
asymptotically equivalent tests for
autoregressive conditional
heteroskedasticity . . . . . . . . . . . 105--131
Anonymous Books received . . . . . . . . . . . . . 132--132
H.-J. Mittag Estimating parameters in a simple
errors-in-variables model: a new
approach base on finite sample
distribution theory . . . . . . . . . . 133--140
N. Balakrishnan A relation for the covariances of order
statistics from $n$ independent and
non-identically distributed random
variables . . . . . . . . . . . . . . . 141--146
H. N. Nagaraja and
Pali Sen and
R. C. Srivastava Some characterizations of geometric tail
distributions based on record values . . 147--155
W. Krug and
R. Pauly and
H. Lütkepohl Book reviews . . . . . . . . . . . . . . 156--162
Terry E. Dielman and
Roger C. Pfaffenberger Small sample properties of estimators in
the autocorrelated error model: a review
and some additional simulations . . . . 163--183
A. A. Alzaid Mean residual life ordering . . . . . . 184--184
K. Breitung Book Review: Ripley, B. D.,
\booktitleStochastic simulation . . . . 184--184
Kurt Brännäs and
Thomas Laitila Heteroskedasticity in the Tobit model 185--196
H. Linhart Discrete smoothing . . . . . . . . . . . 197--211
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Badi H. Baltagi The error components regression model:
conditional relative efficiency
comparisons . . . . . . . . . . . . . . 1--13
K. Suresh Chandra and
P. Dhanavanthan Least squares estimation of the
coefficients of a partially explosive
model, with polynomial regressions of
same degree, generating a pair of
related time series . . . . . . . . . . 15--31
Günter Weiß An algorithm for discriminating
populations with unequal variance
matrices . . . . . . . . . . . . . . . . 33--39
Drago Cepar and
Zoran Radalj Some asymptotic behaviour of the
bootstrap estimates on a finite sample 41--46
Stefan Huschens Necessary sample sizes for categorial
data . . . . . . . . . . . . . . . . . . 47--53
Karlheinz Fleischer Stratified sampling using double samples 55--63
Giovanni M. Giorgi and
Andrea Pallini Inequality indices: theoretical and
empirical aspects of their asymptotic
behaviour . . . . . . . . . . . . . . . 65--76
M. Behara and
Z. Dudek On concave entropies of discrete systems 77--80
Anonymous Calendar of events and call for papers 81--82
D. A. S. Fraser Views on conditional and marginal
methods of statistical inference . . . . 83--93
G. Arminger Book Review: Lindsey, J.: \booktitleThe
analysis of categorical data using GLIM 94--94
P. Révész Regularities and irregularities in a
random $0$,$1$ sequence . . . . . . . . 95--101
U. Rendtel Cusum-schemes with variable sampling
intervals and sample sizes . . . . . . . 103--118
W. Seidel On the performance of a sampling scheme
in statistical quality control using
incomplete prior information . . . . . . 119--130
U. Küsters A note on sequential ML estimates and
their asymptotic covariances . . . . . . 131--145
K. H. Loesgen A generalization and Bayesian
interpretation of ridge-type estimators
with good prior means . . . . . . . . . 147--154
S. Huschens On upper bounds for the characteristic
values of the covariance matrix for
multinomial, Dirichlet and multivariate
hypergeometric distributions . . . . . . 155--159
K. Kimura and
R. Göb and
H. Daduna Book reviews . . . . . . . . . . . . . . 160--164
G. Trenkler and
H. Toutenburg Mean squared error matrix comparisons
between biased estimators --- An
overview of recent results . . . . . . . 165--179
H. Toutenburg Book Review: Rubin, D. B.:
\booktitleMultiple imputation for
nonresponse in surveys . . . . . . . . . 180--180
Anonymous Help & Contacts . . . . . . . . . . . . . ??
N. L. Johnson and
S. Kotz Some generalizations of Bernoulli and
Polya--Eggenberger contagion models . . 1--17
R. Viertl Book Review: de Finetti, Bruno:
\booktitleTheory of probability (A
critical introductory treatment) . . . . 18--18
A. M. Abouammoh and
M. I. Hendi Shock models with renewal failure rate
properties . . . . . . . . . . . . . . . 19--34
H. J. Skala Concerning ordered weighted averaging
aggregation operators . . . . . . . . . 35--44
R. L. Edgeman and
P. M. Salzberg A sequential sampling plan for the
inverse Gaussian mean . . . . . . . . . 45--53
G. Tutz Book Review: Küchenhoff, H.:
\booktitleLogit- und Probitregression
mit Fehlern in den Variablen.
Mathematical Systems in Economics Vol.
117 . . . . . . . . . . . . . . . . . . 54--54
A. Hossain and
D. N. Naik A comparative study on detection of
influential observations in linear
regression . . . . . . . . . . . . . . . 55--69
H. Toutenburg Book Review: Little, R. J. A. and D. B.
Rubin: \booktitleStatistical analysis
with missing data . . . . . . . . . . . 70--70
W. Krämer The asymptotic unbiasedness of $ S^2 $
in the linear regression model with $
{\rm AR}(1) $-disturbances . . . . . . . 71--73
M. Gödde Statistical games against a
prophet-proof of a minimax conjecture 75--81
Anonymous Calendar of events and call for papers 82--83
H. Kunitz and
H. Pamme Graphical tools for life time data
analysis . . . . . . . . . . . . . . . . 85--113
R. Viertl and
H. Hule On Bayes' theorem for fuzzy data . . . . 115--122
E. Kofler and
P. Zweifel Convolution of fuzzy distributions in
decision-making . . . . . . . . . . . . 123--136
H. Heyer and
T. Kusama Some remarks on weak sufficiency . . . . 137--154
L. Wang Admissible linear estimators of the
multivariate normal mean without extra
information . . . . . . . . . . . . . . 155--165
S. Jain Comparison of confidence intervals of
traffic intensity for M/E$_k$ /1
queueing systems . . . . . . . . . . . . 167--174
H. J. Skala Book Review: Krishnaiah, P. R. and C. R.
Rao (eds): \booktitleSampling. Handbook
of Statistics, vol. 6 . . . . . . . . . 175--176
Anonymous Calendar of events and call for papers 177--178
H. Lütkepohl and
B. Theilen Measures of multivariate skewness and
kurtosis for tests of nonnormality . . . 179--193
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Kirchgässner and
J. Wolters Implications of temporal aggregation on
the relation between two time series . . 1--19
T. Johnsson A procedure for stepwise regression
analysis . . . . . . . . . . . . . . . . 21--29
H. Strasser Book Review: Le Cam, L, and G. L. Yang:
\booktitleAsymptotics in statistics:
Some basic concepts . . . . . . . . . . 30--32
S. Md-Yusof and
S. E. Rigdon A comparison of estimators for the
proportion in the tail of a normal
distribution . . . . . . . . . . . . . . 33--38
D. Tu and
L. Zhang On the estimation of skewness of a
statistic using the jackknife and the
bootstrap . . . . . . . . . . . . . . . 39--56
M. Mahmoud and
M. S. Maswadah Structural inference on the parameters
of the Pareto distribution from complete
and censored life test data . . . . . . 57--68
W. Hürlimann On parameter orthogonality to the mean 69--74
W. Gleißner A parameterisation of the price indices
characterized by the Eichhorn--Voeller
axioms . . . . . . . . . . . . . . . . . 75--82
K. Suresh Chandra and
S. Sampath Markov sampling with auxiliary
information . . . . . . . . . . . . . . 83--91
Anonymous Calendar of events and call for papers 93--94
H. Strasser Concentration of multivariate
statistical tables . . . . . . . . . . . 95--117
Ch. Homburg and
A. Dobratz Covariance structure analysis via
specification searches . . . . . . . . . 119--142
J. Wesolowski A characterization of the bivariate
elliptically contoured distribution . . 143--149
W. Böhm A transient analysis of M/G/1 queues
with $N$-policy . . . . . . . . . . . . 151--157
E. Paparoditis Modelling long-term dependence in
measurement errors of plutonium
concentration . . . . . . . . . . . . . 159--170
E. v. Collani and
Ch. Weigand Economic machine adjustment in the case
of product screening . . . . . . . . . . 171--184
Anonymous Calendar of events and call for papers 185--186
M. Greenwich A unimodal hazard rate function and its
failure distribution . . . . . . . . . . 187--202
K. Balasubramanian and
N. Balakrishnan Estimation for one- and two-parameter
exponential distributions under multiple
type-II censoring . . . . . . . . . . . 203--216
S. Khan Inference about the parameters of a
bi-variate simultaneous equation model:
structural approach . . . . . . . . . . 217--225
Anonymous Help & Contacts . . . . . . . . . . . . . ??
N. Pal Estimating the normal dispersion matrix
and the precision matrix from a
decision-theoretic point of view: a
review . . . . . . . . . . . . . . . . . 1--26
V. K. Srivastava and
M. Dube Properties of the ordinary least squares
and stein-rule predictions in linear
regression models with proxy variables 27--41
H. Schneider Binary discrete choice under asymmetric
restrictions . . . . . . . . . . . . . . 43--57
V. Paul and
B. Chandrasekar Some results for multidimensional
stationary independent increment
processes . . . . . . . . . . . . . . . 59--65
U. Hassler Unit root tests: the autoregressive
approach in comparison with the
periodogram regression . . . . . . . . . 67--82
P. C. Liu and
J. Praschnik The size of the nonstationary component
and its effect on tests for unit roots 83--88
D. A. Sprott and
V. T. Farewell Randomization in experimental science 89--94
Anonymous Calendar of events and call for papers 95--96
T. S. Ferguson On the asymptotic distribution of max
and mex . . . . . . . . . . . . . . . . 97--111
E. Nowak Book Review: Singer H.:
\booktitleZeitkontinuierliche Dynamische
Systeme. Studienbücher zur qualitativen
und quantitativen Wirtschafts- und
Sozialforschung, Band 3 . . . . . . . . 112--112
H. Schäbe Nonparametric estimation of intensities
of nonhomogeneous Poisson processes . . 113--131
W. K. Fung A quasi-Bayesian analysis of regression
outliers using Akaike's predictive
likelihood . . . . . . . . . . . . . . . 133--141
M. L. Huang and
K. Y. Fung $D$-distribution and its applications 143--159
S. G. Prabhu-Ajgaonkar Non-existence of an optimum estimator in
a class of ratio estimators . . . . . . 161--165
A. N. Ahmed and
A. M. Abouammoh Characterizations of gamma, inverse
Gaussian, and negative binomial
distributions via their length-biased
distributions . . . . . . . . . . . . . 167--173
M. L. Targhetta Some characterizations of distributions
of the exponential-type . . . . . . . . 175--180
W. Polasek Jambu, M.: Explorative datenanalyse . . 181--186
Anonymous Calendar of events and call for papers 187--188
F. Schmid A general class of poverty measures . . 189--211
D. A. S. Fraser Directional tests and statistical frames 213--236
Anonymous Help & Contacts . . . . . . . . . . . . . ??
U. Hassler The sample autocorrelation function of
$I(1)$ processes . . . . . . . . . . . . 1--16
E. Herrmann Asymptotic distribution of bandwidth
selectors in kernel regression
estimation . . . . . . . . . . . . . . . 17--26
W. Kahle Simultaneous confidence regions for the
parameters of damage processes . . . . . 27--41
Henning Knautz and
Götz Trenkler A note on the correlation between $ S^2
$ and the least squares estimator in the
linear regression model . . . . . . . . 42--42
J. Eichenauer-Herrmann and
K. Ickstadt and
E. Weiß Gamma-minimax results for the class of
unimodal priors . . . . . . . . . . . . 43--56
B. Nassrallah and
A. K. Md. Ehsanes Saleh Comparison of location parameters of two
exponential distributions when scale
parameters are different and unknown . . 57--69
B. Chandrasekar and
T. Edwin Prabakaran A note on optimal vector unbiased
predictor . . . . . . . . . . . . . . . 71--80
K. Iwase and
K. Kanefuji Estimation for $3$-parameter lognormal
distribution with unknown shifted origin 81--90
Badi H. Baltagi and
Qi Li A simple recursive estimation method for
linear regression models with AR(p)
disturbances . . . . . . . . . . . . . . 93--100
V. K. Srivastava and
H. Toutenburg Application of Stein-type estimation in
combining regression estimates from
replicated experiments . . . . . . . . . 101--112
R. A. Singhal and
H. Sahai Effects of non-normality on the power
function in a one-way random model . . . 113--125
S. Khan $ \beta $-expectation tolerance region
for the heteroscedastic multiple
regression model with multivariate
Student-$t$ error . . . . . . . . . . . 127--138
K. A. Ariyawansa On the existence and uniqueness of
maximizers of two likelihood functions 139--150
A. M. Abouammoh and
A. M. Ali and
A. F. Mashhour On characterizations and variance bounds
of discrete $ \alpha $-unimodality . . . 151--161
K. Ohtani Risk behavior of a pre-test estimator
for normal variance with the Stein-type
estimator . . . . . . . . . . . . . . . 163--168
S. S. Gupta and
K. J. Miescke Bayesian look ahead one stage sampling
allocations for selecting the largest
normal mean . . . . . . . . . . . . . . 169--177
Ch. Weinhardt The efficiency of price income
situations, the real average income ---
a characterization . . . . . . . . . . . 179--186
Anonymous Editors' note . . . . . . . . . . . . . 187--187
C. Czado Parametric link modification of both
tails in binary regression . . . . . . . 189--201
E. Dietz and
D. Böhning Analysis of longitudinal data using a
finite mixture model . . . . . . . . . . 203--210
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. L. Menéndez and
D. Morales and
L. Pardo and
M. Salicrú Asymptotic behaviour and statistical
applications of divergence measures in
multinomial populations: a unified study 1--29
T. S. Ferguson A class of symmetric bivariate uniform
distributions . . . . . . . . . . . . . 31--40
H. Küchenhoff The identification of logistic
regression models with errors in the
variables . . . . . . . . . . . . . . . 41--47
A. Wong On approximate inference for the
two-parameter gamma model . . . . . . . 49--59
M. Dalabehera and
L. N. Sahoo Efficiencies of six almost unbiased
ratio estimators under a particular
model . . . . . . . . . . . . . . . . . 61--67
P. R. Pordzik On the robustness of the linear
hypothesis test procedure in the
singular linear model with implied
restrictions . . . . . . . . . . . . . . 69--75
J. Breitung Modified stationarity tests with
improved power in small samples . . . . 77--95
B. F. Arnold Qualitätsregelkarten . . . . . . . . . . 96--96
Anonymous Calendar of events and call for papers 97--98
K. Ohtani Generalized ridge regression estimators
under the LINEX loss function . . . . . 99--110
W. Schmid On the run length of a Shewhart chart
for correlated data . . . . . . . . . . 111--130
H. Schäbe and
J. Tiedge Kernel estimation for characteristics of
pure jump processes . . . . . . . . . . 131--144
S. El-Arishy Useful relationship between the
log-survival function and truncated
moments, with applications . . . . . . . 145--154
A. L. Rukhin and
J. Shi Recursive procedures for multiple
decisions: finite time memory and
stepwise maximum likelihood procedure 155--162
V. Nollau Inequalities for variances of some
functions of random variables . . . . . 163--174
B. Güven Asymptotic properties of maximum
likelihood estimation in the mixed
analysis of variance model . . . . . . . 175--182
A. M. Infante The difficulties of estimation of
dispersion parameters in linear models
--- an illustration . . . . . . . . . . 183--189
G. Trenkler Lineare modelle. Algebraische grundlagen
und statistische anwendungen. (German)
[] . . . . . . . . . . . . . . . . . . . 190--190
Anonymous Calendar of events and call for papers 191--192
J. Wolters On the term structure of interest rates
--- Empirical results for Germany . . . 193--214
Anonymous Help & Contacts . . . . . . . . . . . . . ??
N. R. Draper and
F. Pukelsheim An overview of design of experiments . . 1--32
Philip Hans Franses and
Richard Paap Periodic integration: further results on
model selection and forecasting . . . . 33--52
Anthony G. Pakes and
T. Sapatinas and
E. B. Fosam Characterizations, length-biasing, and
infinite divisibility . . . . . . . . . 53--69
J. Armando Dominguez and
D. A. Sprott Comparison of location parameters of two
exponential distributions . . . . . . . 71--78
Arijit Chaudhuri and
Tapabrata Maiti Asymptotic design-cum-model based
estimation of variances of estimated
linear regression coefficients in survey
sampling with unequal probabilities . . 79--84
V. D. Naik and
P. C. Gupta On regression method for estimating a
population proportion . . . . . . . . . 85--92
Anonymous Calendar of events and call for papers 93--94
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jutta Arrenberg A note on the nonparametric test based
on the $ L_1 $-version of the Cramér-von
Mises statistic . . . . . . . . . . . . 95--104
Reinhold Kosfeld Robust exploratory factor analysis . . . 105--122
Anthony G. Pakes Characterization of laws by balancing
weighting against a binary operation . . 123--140
F. Belzunce and
J. Candel and
J. M. Ruiz The ageing curve and partial orderings
of life distributions . . . . . . . . . 141--152
E. S. Jeevanand and
Veenus Padamadan Parameter estimation for a bivariate
Pareto distribution . . . . . . . . . . 153--164
Beatrix Brecht and
Leo Brecht Time-discrete nonparametric hazard model
using panel data . . . . . . . . . . . . 165--176
Rainer Winkelmann A count data model for gamma waiting
times . . . . . . . . . . . . . . . . . 177--187
Anonymous Calendar of events and call for papers 189--190
Anonymous Help & Contacts . . . . . . . . . . . . . ??
K. Brännäs and
P. Johansson Panel data regression for counts . . . . 191--213
Nuno Crato and
Howard M. Taylor Stationary persistent time series
misspecified as nonstationary ARIMA . . 215--223
Wanhong Hu Time aggregation and skip sampling in
cointegration tests . . . . . . . . . . 225--234
Rainer Lasch Pyramidal clustering schemes . . . . . . 235--251
V. K. Srivastava and
M. Dube and
Virender Singh Ordinary least squares and Stein-rule
predictions in regression models under
inclusion of some superfluous variables 253--265
Seuck Heun Song Consistency and asymptotic unbiasedness
of $ S^2 $ in the serially correlated
error components regression model for
panel data . . . . . . . . . . . . . . . 267--275
Walter Krämer and
Robert Bartels and
Denzil G. Fiebig Another twist on the equality of OLS and
GLS . . . . . . . . . . . . . . . . . . 277--281
Anonymous Calendar of events and call for papers 283--284
J. Schmidt Book Review: Strecker, H. und R.
Wiegert: (mit Beiträgen von G. Forsmann,
H. Schneeberger und K. Fleischer):
\booktitleStichproben, Erhebungsfehler,
Datenqualität. Angewandte Statistik und
Ökonometrie, Heft 36 . . . . . . . . . . 285--287
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Trenkler Editorial . . . . . . . . . . . . . . . 289--289
A. De Beuckelaer A closer examination on some parametric
alternatives to the ANOVA $F$-test . . . 291--305
T. M. Durairajan and
K. J. Raman LBI tests for the detection of compound
normal distribution in control and
treatment populations . . . . . . . . . 307--321
Kazuhiro Ohtani and
Judith A. Giles The density function and the MSE
dominance of the pre-test estimator in a
heteroscedastic linear regression model
with omitted variables . . . . . . . . . 323--342
Karl Mosler and
Pietro Muliere Inequality indices and the starshaped
principle of transfers . . . . . . . . . 343--364
Wolf Krumbholz and
Friedrich Schmid A non standard $ \chi^2$-test of fit for
testing uniformity with unknown limits 365--373
Lauri M. Meaux and
Dean M. Young and
John W. Seaman A characterization of
nonnegative-definite independence
distribution-preserving covariance
structures for the maximum squared-radii
statistic . . . . . . . . . . . . . . . 375--382
Anonymous Calendar of events and call for papers 383--384
Anonymous Help & Contacts . . . . . . . . . . . . . ??
C. Hsiao and
L. Wang and
Q. Wang Estimation of nonlinear
errors-in-variables models: an
approximate solution . . . . . . . . . . 1--25
M. Akahira and
H. Kashima and
K. Takahashi A generalized binomial distribution
determined by a two-state Markov chain
and a distribution by the Bayesian
approach . . . . . . . . . . . . . . . . 27--42
U. Hassler Sample autocorrelations of nonsationary
fractionally integrated series . . . . . 43--62
E. Liebscher and
H. Schäbe A generalization of the Kaplan--Meier
estimator to Harris-recurrent Markov
chains . . . . . . . . . . . . . . . . . 63--75
N. Haldrup and
S. Hylleberg Near-integration and deterministic
trends . . . . . . . . . . . . . . . . . 77--101
W. Herff and
B. Jochems and
U. Kamps The inspection paradox with random time 103--110
J. Klufa Dodge--Romig AOQL single sampling plans
for inspection by variables . . . . . . 111--119
Anonymous Calendar of events and call for papers 121--123
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Klaus Abberger Quantile smoothing in financial time
series . . . . . . . . . . . . . . . . . 125--148
N. Balakrishna and
K. Jayakumar Bivariate semi-Pareto distributions and
processes . . . . . . . . . . . . . . . 149--165
David D. Hanagal Inference procedures in some bivariate
exponential models under hybrid random
censoring . . . . . . . . . . . . . . . 167--189
W. Schmid CUSUM control schemes for Gaussian
processes . . . . . . . . . . . . . . . 191--217
Robert Aebi Contingency tables with prescribed
marginals . . . . . . . . . . . . . . . 219--229
A. Buse On the equivalence of pooled and mixed
estimation . . . . . . . . . . . . . . . 231--241
Wolfgang Gohout and
Ingo Kuhnert NBUFR closure under the formation of
coherent systems . . . . . . . . . . . . 243--248
Anonymous Calendar of events and call for papers 249--251
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jörg Breitung Testing for unit roots in panel data
using a GMM approach . . . . . . . . . . 253--269
Olaf Hübler Pseudo latent models: Goodness of fit
measures, residuals, estimation,
testing, and simulation . . . . . . . . 271--285
YouSung Park and
Chan Wook Oh Some asymptotic properties in INAR(1)
processes with Poisson marginals . . . . 287--302
Hendrik Schäbe Parameter estimation for a special class
of Markov chains . . . . . . . . . . . . 303--327
Alan T. K. Wan The exact density and distribution
functions of the inequality constrained
and pre-test estimators . . . . . . . . 329--341
Aaron Childs and
N. Balakrishnan Maximum likelihood estimation of Laplace
parameters based on general type-II
censored examples . . . . . . . . . . . 343--349
D. A. S. Fraser and
A. C. M. Wong On the accuracy of approximate
Studentization . . . . . . . . . . . . . 351--356
Mei Ling Huang and
Karen Y. Fung On moments and cumulants of the $D$
compound Poisson distribution . . . . . 357--361
Andreas Ziegler Practical considerations of the
jackknife estimator of variance for
generalized estimating equations . . . . 363--369
Uwe Hassler and
Wolfgang Härdle Book reviews . . . . . . . . . . . . . . 370--372
Anonymous Calendar of events and call for papers 373--376
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Bernhard F. Arnold and
Peter Stahlecker Fuzzy prior information and minimax
estimation in the linear regression
model . . . . . . . . . . . . . . . . . 377--391
Udo Bankhofer and
Andreas Hilbert Statistical software packages for
windows: A market survey . . . . . . . . 393--407
Mohan Kale and
T. V. Ramanathan A test for randomness of the
environments in a branching process . . 409--421
A. Parsian and
N. Sanjari Farsipour Estimation of parameters of exponential
distribution in the truncated space
using asymmetric loss function . . . . . 423--443
Ramesh C. Gupta and
Olcay Akman Estimation of critical points in the
mixture inverse Gaussian model . . . . . 445--452
David D. Hanagal Note on estimation of reliability under
bivariate Pareto stress-strength model 453--459
O. Hübler Pseudo latent models: Goodness of fit
measures, residuals, estimation, testing
and simulation . . . . . . . . . . . . . 461--463
Walter Krämer and
Christian Kleiber and
Sabine Warschburger Book reviews . . . . . . . . . . . . . . 465--468
Anonymous Calendar of events and call for papers 469--471
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Lázló Mátyás and
Pierre Blanchard Misspecified heterogeneity in panel data
models . . . . . . . . . . . . . . . . . 1--27
Hans-Dieter Heike and
Wolfgang Jaspers Optimum stratification and allocation in
inventory sampling: An efficient two
stage grid search procedure . . . . . . 29--40
Hans Riedwyl Modifying and using Yates' algorithm . . 41--60
C. R. Rao and
V. K. Srivastava and
H. Toutenburg Pitman nearness comparisons of
Stein-type estimators for regression
coefficients in replicated experiments 61--74
Jens Gebhard and
Norbert Schmitz Permutation tests --- A revival?! . . . 75--85
Jens Gebhard and
Norbert Schmitz Permutation tests --- A revival?! . . . 87--96
Heinz J. Skala On a representation theorem of
Schmeidler . . . . . . . . . . . . . . . 97--107
Alan T. K. Wan and
William E. Griffiths Bayesian estimation of the linear
regression model with an uncertain
interval constraint on coefficients . . 109--118
Walter Krämer Book Review: John Y. Campbell, Andrew W.
Lo, A. Craig MacKinleay: \booktitleThe
econometrics of financial markets . . . 119--121
Anonymous Calendar of events and call for papers 122--124
Anonymous Help & Contacts . . . . . . . . . . . . . ??
S. Kalpana Bai and
T. M. Durairajan Simultaneous equivariant estimation of
the parameters of linear models . . . . 125--134
Zhenmin Chen Joint estimation for the parameters of
the extreme value distributions . . . . 135--146
Jürgen Franz and
Ryszard Magiera Sequential estimation for a family of
counting processes in the nuisance
parameter case . . . . . . . . . . . . . 147--162
Hiroko Kurumai and
Kazuhiro Ohtani The exact distribution and density
functions of a pre-test estimator of the
error variance in a linear regression
model with proxy variables . . . . . . . 163--177
Ralf Runde Locally most powerful two-sample rank
tests for Lévy distributions . . . . . . 179--188
A. Wong Approximate Studentization for Pareto
distribution with application to
censored data . . . . . . . . . . . . . 189--201
David D. Hanagal Testing whether the survival function is
multivariate new better than used . . . 203--211
Markus Heintel A note on a Bayesian order determination
procedure for vectorautoregressive
processes . . . . . . . . . . . . . . . 213--221
Anwar H. Joarder Some useful Wishart expectations based
on the multivariate $t$-model . . . . . 223--229
Fernando López-Blázquez and
Begoña Salamanca Miño A characterization of the geometric
distribution . . . . . . . . . . . . . . 231--236
Shalabh Unbiased prediction in linear regression
models with equi-correlated responses 237--244
Anonymous Calendar of events and call for papers 245--248
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Manuel Franco and
José M. Ruiz Characterization of discrete populations
through conditional expectations of
order statistics . . . . . . . . . . . . 249--262
A. Guillamón and
J. Navarro and
J. M. Ruiz Nonparametric estimator for mean
residual life and vitality function . . 263--276
E. S. Jeevanand and
N. Unnikrishnan Nair On determining the number of outliers in
exponential and Pareto samples . . . . . 277--290
Hendrik Schäbe Accelerated life testing models for
nonhomogeneous Poisson processes . . . . 291--312
Gregor Dorfleitner Conditional MSE-based discrimination of
the sample mean and the
post-stratification estimator in
population sampling . . . . . . . . . . 313--319
Andreas Jaeger and
Walter Krämer A final twist on the equality of OLS and
GLS . . . . . . . . . . . . . . . . . . 321--324
Levon Kazarian A consistent bootstrapped GMM estimator
for the linear model with arbitrary
inequality constraints on parameters . . 325--333
Ulrich Küsters Book reviews . . . . . . . . . . . . . . 335--342
Anonymous Calendar of events and call for papers 343--346
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Majid Asadl Characterization of the Pearson system
of distributions based on reliability
measures . . . . . . . . . . . . . . . . 347--360
Thomas Friedrich and
Helmut Schellhaas Computation of the percentage points and
the power for the two-sided
Kolmogorov--Smirnov one sample test . . 361--375
Koji Kanefuji and
Kosei Iwase Estimation for a scale parameter with
known coefficient of variation . . . . . 377--388
Nabendu Pal and
Chiahua Ling and
Jyh-Jiuan Lin Estimation of a normal variance --- a
critical review . . . . . . . . . . . . 389--404
Raghunath Arnab Randomized response surveys: Optimum
estimation of a finite population total 405--408
Arijit Chadhury and
Arun K. Adhikary and
Tapabrata Maiti A note on non-negative mean square error
estimation of regression estimators in
randomized response surveys . . . . . . 409--415
A. K. Gupta and
D. G. Kabe A note on a result for two SUR models 417--421
Risto Heijmans and
Heinz Neudecker Estimation of the SURE model . . . . . . 423--430
Yasir Yagoub and
Walter Krämer and
Andreas Handl Book reviews . . . . . . . . . . . . . . 431--433
Anonymous Help & Contacts . . . . . . . . . . . . . ??
C. Cubeddu and
M. L. Targhetta A quadratic approximation for Jackknife
estimators of the variance of sample
mean functions . . . . . . . . . . . . . 1--12
Wolfgang Kössler Rank tests in the two-sample scale
problem with unequal and unknown
locations . . . . . . . . . . . . . . . 13--35
Karl Mosler and
Tomas Philipson Specification analysis in mixed hazard
models and a test of crossing survival
functions . . . . . . . . . . . . . . . 37--54
Shuangzhe Liu and
Heinz Neudecker A survey of Cauchy--Schwarz and
Kantorovich-type matrix inequalities . . 55--73
Kazuhiro Ohtani Risk performance of a pre-test estimator
for normal variance with the
Stein-variance estimator under the LINEX
loss function . . . . . . . . . . . . . 75--87
Shaul K. Bar-Lev and
Benjamin Reiser On confidence intervals for nonmonotone
parametric functions and an application
to the squared mean of the normal
distribution . . . . . . . . . . . . . . 89--98
David D. Hanagal Estimation of system reliability . . . . 99--106
Risto Heijmans When does the expectation of a ratio
equal the ratio of expectations? . . . . 107--115
Walter Krämer and
Christian Kleiber and
Gerd Ronning Book reviews . . . . . . . . . . . . . . 117--120
Anonymous Calendar of events and call for papers 121--124
Anonymous Help & Contacts . . . . . . . . . . . . . ??
J. Bradford Jackson Some extensions and applications of
Kriz's (1972) urn model . . . . . . . . 125--142
Gregor Dorfleitner and
Thomas Klein Rounding with multiplier methods: An
efficient algorithm and applications in
statistics . . . . . . . . . . . . . . . 143--157
J. A. Pardo and
M. C. Pardo Small-sample comparisons for the Rukhin
goodness-of-fit-statistics . . . . . . . 159--174
L. Thabane and
M. Safiul Haq Prediction from a normal model using a
generalized inverse Gaussian prior . . . 175--184
Seuck Heun Song and
Dietmar Stemann Relative efficiency of first difference
estimator in panel data regression with
serially correlated error components . . 185--198
Badi H. Baltagi Double-length regressions for linear and
log-linear regressions with AR(1)
disturbances . . . . . . . . . . . . . . 199--209
David D. Hanagal Estimation of reliability of a component
subjected to bivariate exponential
stress . . . . . . . . . . . . . . . . . 211--220
Wolf Krumbholz and
Rainer Lassahn Exact percentage points for the
Kolmogorov test on truncated versions of
known continuous distributions with
unknown truncation parameters . . . . . 221--231
Stefan Niermann A generalization of the matching
distribution . . . . . . . . . . . . . . 233--238
Robert Bartels and
Andreas Handl and
Hilmar Drygas and
Norbert Schmitz Book reviews . . . . . . . . . . . . . . 239--242
Anonymous Calendar of events and call for papers 243--245
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Samir K. Bhattacharya and
Anoop Chaturvedi and
Nand Kishore Singh Bayesian estimation for the Pareto
income distribution . . . . . . . . . . 247--262
B. M. Golam Kibria and
M. Safiul Haq The multivariate linear model with
multivariate $t$ and intra-class
covariance structure . . . . . . . . . . 263--276
M. Asunción Lubiano and
M. Angeles Gil Estimating the expected value of fuzzy
random variables in random samplings
from finite populations . . . . . . . . 277--295
Hartmut Nagel and
Rainer Schöbel Volatility and GMM-Monte Carlo studies
and empirical estimations . . . . . . . 297--321
Jie Chen and
A. K. Gupta Change point analysis of a Gaussian
model . . . . . . . . . . . . . . . . . 323--333
F. López-Blázquez and
B. Salamanca Miño On Terrel's characterization of uniform
distribution . . . . . . . . . . . . . . 335--342
Helmut Schellhaas A modified Kolmogorov--Smirnov test for
a rectangular distribution with unknown
parameters: Computation of the
distribution of the test statistic . . . 343--349
Helge Toutenburg and
Andreas Fieger and
V. K. Srivastava Weighted modified first order regression
procedures for estimation in linear
models with missing $X$-observations . . 351--361
Derrick S. Tracy and
Housila P. Singh and
Rajesh Singh Constructing an unbiased estimator of
population mean in finite populations
using auxiliary information . . . . . . 363--368
Andreas Handl and
Christian Kleiber and
Walter Krämer and
Gertrud Moosmüller Book reviews . . . . . . . . . . . . . . 369--373
Anonymous Calendar of events and call for papers 374--376
Anonymous Help & Contacts . . . . . . . . . . . . . ??
T. Leo Alexander and
B. Chandrasekar Characterization of an optimal matrix
estimator under convex loss function . . 377--391
Enrico Fagiuoli and
Franco Pellerey and
Moshe Shaked A characterization of the dilation order
and its applications . . . . . . . . . . 393--406
Gunar Schröer Two stage least squares estimation in
structural cointegration models . . . . 407--438
Kenneth W. Wachter Grade of membership models in low
dimensions . . . . . . . . . . . . . . . 439--457
Zhenmin Chen Statistical inference about the shape
parameter of the exponential power
distribution . . . . . . . . . . . . . . 459--468
Pawe\l Pordzik On pre-test estimation of parametric
functions in the general Gauss--Markov
model with quadratic risk . . . . . . . 469--478
Hilmar Drygas and
Siegfried Heiler and
Günter Bamberg and
Christian Kleiber and
Walter Krämer Book reviews . . . . . . . . . . . . . . 479--484
Anonymous Calendar of events and call for papers 485--487
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Götz Trenkler Editorial . . . . . . . . . . . . . . . 1--1
Iris Pigeot Basic concepts of multiple tests --- A
survey . . . . . . . . . . . . . . . . . 3--36
Martin Bachmaier and
Volker Guiard An alternative and generalized excess
measure and its advantages . . . . . . . 37--52
Martin Bachmaier Efficiency comparison of $M$-estimates
for scale at $t$-distributions . . . . . 53--64
Ajit Chaturvedi and
Ajay Kumar and
K. Surinder Sequential testing procedures for a
class of distributions representing
various life-testing models . . . . . . 65--84
Wilfried Seidel and
Karl Mosler and
Manfred Alker Likelihood ratio tests based on
subglobal optimization: A power
comparison in exponential mixture models 85--98
Chien-Tai Lin A note on the recurrence relations
between moments of order statistics from
right truncated log-logistic
distribution . . . . . . . . . . . . . . 99--107
P. G. Sankaran and
N. Unnikrishnan Nair On some reliability aspects of Pearson
family of distributions . . . . . . . . 109--117
Walter Krämer and
Kepher Henry Makambi and
Wolfgang Polasek and
Götz Trenkler Book reviews . . . . . . . . . . . . . . 119--123
Anonymous Calendar of events and call for papers 124--126
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Kurt Hoffmann Stein estimation --- a review . . . . . 127--158
Erhard Cramer Asymptotic estimators of the sample size
in a record model . . . . . . . . . . . 159--171
Holger Kramer and
Wolfgang Schmid The influence of parameter estimation on
the ARL of Shewhart type charts for time
series . . . . . . . . . . . . . . . . . 173--196
Hongyi Li The power of bootstrap based tests for
parameters in cointegrating regressions 197--210
Shuangzhe Liu On local influence for elliptical linear
models . . . . . . . . . . . . . . . . . 211--224
Ludwig Baringhaus and
Norbert Henze Tests of fit for exponentiality based on
a characterization via the mean residual
life function . . . . . . . . . . . . . 225--236
Shalabh Note on a family of unbiased predictors
for the equi-correlated responses in
linear regression models . . . . . . . . 237--241
Siegfried Heiler and
Walter Krämer and
Christian Kleiber and
Philipp Sibbertsen and
Kepher Makambi and
Thomas Wenzel Book reviews . . . . . . . . . . . . . . 243--248
Anonymous Calendar of events and call for papers 249--252
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Gernot Wassmer Basic concepts of group sequential and
adaptive group sequential test
procedures . . . . . . . . . . . . . . . 253--279
Claudia Czado Multivariate regression analysis of
panel data with binary outcomes applied
to unemployment data . . . . . . . . . . 281--304
Efthymios G. Tsonias Efficient posterior integration in
stable Paretian models . . . . . . . . . 305--325
Eshetu Wencheko Estimation of the signal-to-noise in the
linear regression model . . . . . . . . 327--343
M. Ishaq Bhatti On optimal testing for the equality of
equicorrelation: An example of loss in
power . . . . . . . . . . . . . . . . . 345--352
Steven B. Caudill Pooling choices or categories in
multinomial logit models . . . . . . . . 353--358
Anoop Chaturvedi and
Shri Prakash Singh Stein rule prediction of the composite
target function in a general linear
regression model . . . . . . . . . . . . 359--367
Gerd Hansen and
Ricardo Maronna and
Götz Trenkler and
Andreas Handl and
Evelyn Korn Book reviews . . . . . . . . . . . . . . 369--374
Anonymous Calendar of events and call for papers 375--378
Anonymous Help & Contacts . . . . . . . . . . . . . ??
G. Trenkler Announcement . . . . . . . . . . . . . . 379--379
Herbert Büning Robustness and power of parametric,
nonparametric, robustified and adaptive
tests --- The multi-sample location
problem . . . . . . . . . . . . . . . . 381--407
Hans Boscher and
Eva-Maria Fronk and
Iris Pigeot Forecasting interest rates volatilities
by GARCH (1,1) and stochastic volatility
models . . . . . . . . . . . . . . . . . 409--422
Jyh-Cherng Su and
Wen-Jang Huang Characterizations based on conditional
expectations . . . . . . . . . . . . . . 423--435
Efthymios G. Tsionas Numerical Bayesian inference with
arbitrary prior . . . . . . . . . . . . 437--451
W. J. Geng and
Alan T. K. Wan On the sampling performance of an
inequality pre-test estimator of the
regression error variance under LINEX
loss . . . . . . . . . . . . . . . . . . 453--472
L. Barranco-Chamorro and
J. L. Moreno-Rebollo and
E. López-Blázquez Limiting distributions of MLE and UMVUE
in the biparametric uniform distribution 473--484
Hans Schneeweiß and
Siegfried Heiler and
Christian Kleiber and
Ricardo Maronna and
Shuangzhe Liu Book reviews . . . . . . . . . . . . . . 485--490
Anonymous Calendar of events and call for papers 491--494
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Edgar Brunner and
Madan L. Puri Nonparametric methods in factorial
designs . . . . . . . . . . . . . . . . 1--52
Terence Tai-Leung Chong Estimating the locations and number of
change points by the sample-splitting
method . . . . . . . . . . . . . . . . . 53--79
Akio Namba MSE performance of the 2SHI estimator in
a regression model with multivariate $t$
error terms . . . . . . . . . . . . . . 81--96
Jan S. Cramer and
G. Ridder Pooling states in the multinomial logit
model: degrees of freedom. A correction 97--99
Manuel Franco and
José M. Ruiz Characterizations of discrete
distributions based on conditional
expectations of record values . . . . . 101--110
Martin L. William and
T. M. Durairajan Estimating functions in the Bayesian
paradigm . . . . . . . . . . . . . . . . 111--122
Jong-Wuu Wu Characterizations of generalized
mixtures of geometric and exponential
distributions based on upper record
values . . . . . . . . . . . . . . . . . 123--133
Michael A. Hauser and
Götz Trenkler and
Ricardo Maronna and
Walter Krämer and
Peter Hackl and
Walter Krämer Book reviews . . . . . . . . . . . . . . 134--138
Anonymous Calendar of events and call for papers 139--142
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Joachim Kunert and
Astrid Montag and
Sigrid Pöhlmann The quincunx: history and mathematics 143--169
Ismihan G. Bairamov and
Samuel Kotz On distributions of exceedances
associated with order statistics and
record values for arbitrary
distributions . . . . . . . . . . . . . 171--185
Aaron Childs and
N. Balakrishnan and
Mohamed Moshref Order statistics from non-identical
right-truncated Lomax random variables
with applications . . . . . . . . . . . 187--206
Dietmar Stemann and
Claus Weihs The EWMA-$X$-$S$-control chart and its
performance in the case of precise and
imprecise data . . . . . . . . . . . . . 207--223
Jong-Wuu Wu and
Wen-Chuan Lee On the characterization of generalized
extreme value, power function,
generalized Pareto and classical Pareto
distributions by conditional expectation
of record values . . . . . . . . . . . . 225--242
Despina Dasiou and
Chronis Moyssiadis The 50% breakdown point in simultaneous
$M$-estimation of location and scale . . 243--252
Butte Gotu The equality of OLS and GLS estimators
in the linear regression model when the
disturbances are spatially correlated 253--263
Chi-Ying Leung Error rates in classification consisting
of discrete and continuous variables in
the presence of covariates . . . . . . . 265--273
Siegfried Heiler and
Wolfgang Polasek and
Christian Kleiber and
Gerd Ronning Book reviews . . . . . . . . . . . . . . 274--278
Anonymous Calendar of events and call for papers 279--282
Anonymous Help & Contacts . . . . . . . . . . . . . ??
H. Neudecker and
Risto Heijmans Editorial . . . . . . . . . . . . . . . 283--283
Zhenmin Chen and
Jie Mi An approximate confidence interval for
the scale parameter of the gamma
distribution based on grouped data . . . 285--299
Paul van der Laan and
Subha Chakraborti Precedence tests and Lehmann
alternatives . . . . . . . . . . . . . . 301--312
M. L. Menéndez and
J. A. Pardo and
L. Pardo Csiszar's $ \varphi $-divergences for
testing the order in a Markov chain . . 313--328
Egmar Rödel Mixed linear regression with
equi-cross-correlated errors . . . . . . 329--351
J. M. Vilar Fernández and
W. González Manteiga Generalized minimum distance estimators
of a linear model with correlated errors 353--373
Eshetu Wencheko Comparison of regression estimators
using Pitman measures of nearness . . . 375--386
Bovas Abraham and
N. Unnikrishnan Nair On characterizing mixtures of some life
distributions . . . . . . . . . . . . . 387--393
J. Navarro and
Y. del Aguila and
J. M. Ruiz Characterizations through reliability
measures from weighted distributions . . 395--402
Sarjinder Singh and
Munir Mahmood and
D. S. Tracy Estimation of mean and variance of
stigmatized quantitative variable using
distinct units in randomized response
sampling . . . . . . . . . . . . . . . . 403--411
Anonymous Problem section . . . . . . . . . . . . 412--413
Iris Pigeot and
Götz Trenkler and
Götz Trenkler Book reviews . . . . . . . . . . . . . . 415--418
Anonymous Calendar of events and call for papers 419--422
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Miguel A. Arranz and
Francesc Marmol Out-of-sample forecast errors in
misspecific perturbed long memory
processes . . . . . . . . . . . . . . . 423--436
M. E. Ghitany A compound Rayleigh survival model and
its application to randomly censored
data . . . . . . . . . . . . . . . . . . 437--450
Shahjahan Khan and
A. K. Md. E. Saleh On the comparison of the pre-test and
shrinkage estimators for the univariate
normal mean . . . . . . . . . . . . . . 451--473
Heinz Neudecker and
Shuangzhe Liu Some statistical properties of Hadamard
products of random matrices . . . . . . 475--487
Jong-Wuu Wu A note on determining the number of
outliers in an exponential sample by
least squares procedure . . . . . . . . 489--503
Horng-Jinh Chang and
Kuo-Chung Huang On constructing almost unbiased
estimators of finite population mean
using transformed auxiliary variable . . 505--515
Manfred Mudelsee Note on the bias in the estimation of
the serial correlation coefficient of
AR(1) processes . . . . . . . . . . . . 517--527
Heinz Neudecker and
Shuangzhe Liu Statistical properties of the Hadamard
product of random vectors . . . . . . . 529--533
Anonymous Problem section . . . . . . . . . . . . 535--536
Christian Kleiber and
Gabriele Widmann and
Walter Krämer and
Christian Kleiber Book reviews . . . . . . . . . . . . . . 537--541
Anonymous Calendar of events and call for papers 543--546
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Alain Chateauneuf and
Michéle Cohen and
Dieter Denneberg General introduction to this special
issue on Choquet integral and
applications . . . . . . . . . . . . . . 1--3
Thomas Augustin Expected utility within a generalized
concept of probability --- a
comprehensive framework for decision
making under ambiguity . . . . . . . . . 5--22
Martin Brüning and
Dieter Denneberg Max-min ($ \sigma $-)additive
representation of monotone measures . . 23--35
Michel Grabisch and
Christophe Labreuche The symmetric and asymmetric Choquet
integrals on finite spaces for decision
making . . . . . . . . . . . . . . . . . 37--52
Stanislaw Heilpern Using Choquet integral in economics . . 53--73
Sebastian Maasß Exact functionals and their core . . . . 75--93
Fabrice Philippe Tools for decision making under
imprecise risk . . . . . . . . . . . . . 95--110
Jean-Christophe Vergnaud Information and capacities . . . . . . . 111--125
Antoine Billot and
Alain Chateauneuf and
Itzhak Gilboa and
Jean-Marc Tallou Sharing beliefs and the absence of
betting in the Choquet expected utility
model . . . . . . . . . . . . . . . . . 127--136
Adriana Castaldo and
Massimo Marinacci A Lusin theorem for a class of Choquet
capacities . . . . . . . . . . . . . . . 137--142
Massimo Marinacci Learning from ambiguous urns . . . . . . 143--151
Kleiber Christian and
Ricardo Maronna and
Leonhard Knorr-Held Book reviews . . . . . . . . . . . . . . 153--156
Anonymous Calendar of events and call for papers 157--160
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Luisa Bisaglia and
Silvano Bordignon Mean square prediction error for
long-memory processes . . . . . . . . . 161--175
Erling Häggström Properties of Honda's test of random
individual effects in non-linear
regressions . . . . . . . . . . . . . . 177--196
Joachim Hartung and
Dogan Argaç and
Kepher H. Makambi Small sample properties of tests on
homogeneity in one-way Anova and
Meta-analysis . . . . . . . . . . . . . 197--235
Max D. Jöhnk and
Stefan Niermann Parameter estimation with grouped data
according to the linearization method
--- a comparison with alternative
approaches . . . . . . . . . . . . . . . 237--255
K. J. Raman and
T. M. Surairajan Testing homogeneity of control and
treatment populations --- local
optimality and related issues . . . . . 257--271
Masafumi Akahira Confidence intervals for the difference
of means: application to the
Behrens--Fisher type problem . . . . . . 273--284
José M. Caridad y Ocerin and
José Diz Pérez Point and interval estimators in a
binomial-Poisson compound distribution 285--290
P. Vellaisamy and
Abraham P. Punnen Improved estimators for the selected
location parameters . . . . . . . . . . 291--299
Anonymous Problem section . . . . . . . . . . . . 301--302
Gabriele Widmann and
Peter Hackl and
Ricardo Maronna and
Christian Kleiber Book reviews . . . . . . . . . . . . . . 303--306
Anonymous Calendar of events and call for papers 307--310
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Olcay Akman and
Prashant Sansgiry Critical time distribution of the
mixture inverse Gaussian hazard rate . . 311--322
Pradip Bhuyan and
Pranita Sarmah Reliability estimation of a repairable
standby redundant system . . . . . . . . 323--336
Siu Hung Cheung and
Ka Ho Wu and
Siok Ping Lim Simultaneous prediction intervals for
multiple comparisons with a standard . . 337--347
T. P. Hutchinson and
D. Cairns and
E. Chekaluk The construction of data to reflect the
research objective, and how
randomisation tests make such data
usable . . . . . . . . . . . . . . . . . 349--359
Benno Feldmann and
Wolf Krumbholz ASN-minimax double sampling plans for
variables . . . . . . . . . . . . . . . 361--377
Martin Kukuk Indirect estimation of (latent) linear
models with ordinal regressors A Monte
Carlo study and some empirical
illustrations . . . . . . . . . . . . . 379--399
Ansgar Steland Nonparametric monitoring of financial
time series by jump-preserving control
charts . . . . . . . . . . . . . . . . . 401--422
H. Toutenburg and
Shalabh Prediction of response values in linear
regression models from replicated
experiments . . . . . . . . . . . . . . 423--433
Umberto Triacca Cointegration in VAR(1) process:
Characterization and testing . . . . . . 435--443
Michael Weba A note on LeCam's bound for the distance
between the Poisson binomial and the
Poisson distribution . . . . . . . . . . 445--452
Anonymous Problem section . . . . . . . . . . . . 453--457
Götz Trenkler and
Christian Kleiber and
Peter Hackl and
Ricardo Maronna Book reviews . . . . . . . . . . . . . . 459--462
Anonymous Calendar of events and call for papers 463--466
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Norbert Henze Invariant tests for multivariate
normality: a critical review . . . . . . 467--506
P. R. Bouzas and
A. M. Aguilera and
M. J. Valderrama Forecasting a class of doubly stochastic
Poisson processes . . . . . . . . . . . 507--523
Jai P. Gupta Estimation of the correlation
coefficient in probability proportional
to size with replacement sampling . . . 525--536
T. Pham-Gia and
N. Turkkan The product and quotient of general beta
distributions . . . . . . . . . . . . . 537--550
Seuck Heun Song and
Byoung Cheol Jung BLUP in the panel regression model with
spatially and serially correlated error
components . . . . . . . . . . . . . . . 551--566
Ignacio Díaz-Emparanza Is a small Monte Carlo analysis a good
analysis? . . . . . . . . . . . . . . . 567--577
Monica Dumitrescu Statistical inference for two Markov
binomial models with applications . . . 579--585
M. A. M. Ali Mousa and
Z. F. Jaheen Bayesian prediction for progressively
censored data from the Burr model . . . 587--593
Jörg Konopka and
Norbert Schmitz Redundant observations at testing i.i.d.
random variables . . . . . . . . . . . . 595--602
Anonymous Problem section . . . . . . . . . . . . 603--606
Jürgen Groß and
Olaf Schoffer and
Christian Kleiber Book reviews . . . . . . . . . . . . . . 607--609
Anonymous Calendar of events and call for papers 611--614
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Rune Höglund and
Ralf Östermark Size and power of some cointegration
tests under structural breaks and
heteroskedastic noise . . . . . . . . . 1--22
Manuel Galea and
Gilberto A. Paula and
Miguel Uribe-Opazo On influence diagnostic in univariate
elliptical linear regression models . . 23--45
Vygantas Paulaauskas and
Svetlozar T. Rachev Maximum likelihood estimators in
regression models with infinite variance
innovations . . . . . . . . . . . . . . 47--65
José Rodríguez-Avi and
Antonio Conde-Sánchez and
Antonio José Sáez-Castillo A new class of discrete distributions
with complex parameters . . . . . . . . 67--88
M. O. Salau The effects of different choices of
order for autoregressive approximation
on the Gaussian likelihood estimates for
ARMA models . . . . . . . . . . . . . . 89--105
Bernhard F. Arnold and
Peter Stahlecker Relative squared error prediction in the
generalized linear regression model . . 107--115
Akio Namba On the use of the Stein variance
estimator in the double $k$-class
estimator when each individual
regression coefficient is estimated . . 117--124
P. G. Sankaran and
N. Unnikrishnan Nair and
T. K. Sindhu A generalized Pearson system useful in
reliability analysis . . . . . . . . . . 125--130
A. Stepanov Conditional moments of record times . . 131--140
Anonymous Problem section . . . . . . . . . . . . 141--143
Peter Hackl and
Krämer and
Ricardo Maronna Book reviews . . . . . . . . . . . . . . 144--146
Anonymous Calendar of events and call for papers 147--150
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Aaron Childs Higher order moments of order statistics
from INID exponential random variables 151--167
Uwe Hassler Nonsense regressions due to neglected
time-varying means . . . . . . . . . . . 169--182
W. C. Ip and
Ying Yang and
P. Y. K. Kwan and
Y. K. Kwan Strong convergence rate of the least
median absolute estimator in linear
regression models . . . . . . . . . . . 183--201
Axel Scheffner and
Ralf Runde Estimation of unimodal densities based
on the FQ--System . . . . . . . . . . . 203--216
H. Toutenburg and
Shalabh Estimation of regression models with
equi-correlated responses when some
observations on the response variable
are missing . . . . . . . . . . . . . . 217--232
Sanjay Verma and
R. Karan Singh A modified generalized mixed regression
estimator when disturbances are
nonnormal . . . . . . . . . . . . . . . 233--248
N. Sanjari Farsipour Admissibility of estimators in the
non-regular family under entropy loss
function . . . . . . . . . . . . . . . . 249--256
Heinz Neudecker and
Albert Satorra On best affine prediction . . . . . . . 257--266
M. Ruiz Espejo and
M. Delgado Pineda and
S. Nadarajah Estimation of finite population
parameters with several realizations . . 267--278
Manuel Franco and
M. Carmen Ruiz and
José M. Ruiz A note on closure of the ILR and DLR
classes under formation of coherent
systems . . . . . . . . . . . . . . . . 279--288
Jörg Konopka and
Norbert Schmitz Redundant observations at testing i.i.d.
random variables . . . . . . . . . . . . 289--289
Anonymous Problem section . . . . . . . . . . . . 290--292
Christian Kleiber and
Heinz J. Skala and
Götz Trenkler Book reviews . . . . . . . . . . . . . . 293--296
Anonymous Calendar of events and call for papers 297--300
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Ajit Chaturvedi and
Sanjeev K. Tomer UMVU estimation of the reliability
function of the generalized life
distributions . . . . . . . . . . . . . 301--313
Cristophe Croux and
Catherine Dehon Estimators of the multiple correlation
coefficient: Local robustness and
confidence intervals . . . . . . . . . . 315--334
Jürgen Wellmann and
Ursula Gather Identification of outliers in a one-way
random effects model . . . . . . . . . . 335--348
T. Pérez and
J. A. Pardo Asymptotic approximations for the
distributions of the $K$ò-divergence
goodness-of-fit statistics . . . . . . . 349--366
Mohammad Fraiwan Al-Saleh and
Said Ali Al-Hadhrami Estimation of the mean of the
exponential distribution using moving
extremes ranked set sampling . . . . . . 367--382
Dong Wan Shin and
Man-Suk Oh Tests for the order of integration
against higher order integration . . . . 383--396
Janusz Wywial On conditional sampling strategies . . . 397--419
Roland Jeske and
Seuck Heun Song Relative efficiency of OLSE and COTE for
seasonal autoregressive disturbances . . 421--432
Housila P. Singh and
Sushil K. Shukla A family of shrinkage estimators for the
square of mean in normal distribution 433--442
Norbert Schmitz Problem section . . . . . . . . . . . . 443--446
Christian Kleiber and
Ricardo Maronna and
Hans Daduna Book reviews . . . . . . . . . . . . . . 447--450
Anonymous Calendar of events and call for papers 451--454
Anonymous Help & Contacts . . . . . . . . . . . . . ??
J. Ahmadi and
N. R. Arghami Nonparametric confidence and tolerance
intervals from record values data . . . 455--468
Kai Carstensen The finite-sample performance of robust
unit root tests . . . . . . . . . . . . 469--482
Eisuke Hida and
Masafumi Akahira An approximation to the generalized
hypergeometric distribution . . . . . . 483--497
Werner Hürlimann General affine transform families: why
is the Pareto an exponential transform? 499--518
M. C. Pardo A test for uniformity based on
informational energy . . . . . . . . . . 521--534
C. H. Sim and
W. K. Wong $R$-charts for the exponential, Laplace
and logistic processes . . . . . . . . . 535--554
Sarjinder Singh and
Balbinder Deo Imputation by power transformation . . . 555--579
Murray D. Smith On dependency in double-hurdle models 581--595
Anonymous Problem section . . . . . . . . . . . . 597--599
Ricardo Maronna and
Philipp Sibbertsen and
Olaf Hübler Book reviews . . . . . . . . . . . . . . 601--604
Anonymous Calendar of events and call for papers 605--608
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Gudrun Bernhard and
Markus Klein and
Gerhard Hommel Global and multiple test procedures
using ordered $p$-values --- a review 1--14
Younshik Chung and
Chansoo Kim Measuring robustness for weighted
distributions: Bayesian perspective . . 15--31
Paul E. Green and
Taesung Park Bayesian methods for contingency tables
using Gibbs sampling . . . . . . . . . . 33--50
Devan V. Mehrotra A cautionary note on the analysis of
randomized block designs with a few
missing values . . . . . . . . . . . . . 51--66
Konrad Neumann and
Stefan Zontek On geometry of the set of admissible
invariant quadratic estimators in
balanced two variance components model 67--80
José Rodríguez-Avi and
Antonio Conde-Sánchez and
Antonio José Sáez-Castillo and
María José Olmo-Jiménez A triparametric discrete distribution
with complex parameters . . . . . . . . 81--95
P. G. Sankaran and
S. M. Sunoj Identification of models using failure
rate and mean residual life of doubly
truncated random variables . . . . . . . 97--109
Òyvind Langsrud The geometrical interpretation of
statistical tests in multivariate linear
regression . . . . . . . . . . . . . . . 111--122
Achim Zeileis Alternative boundaries for CUSUM tests 123--131
Sibylle Sturtz and
Ricardo Maronna and
Peter Hackl Book reviews . . . . . . . . . . . . . . 133--135
Anonymous Calendar of events and call for papers 136--138
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Guadalupe Gómez and
M. Luz Calle and
Ramon Oller Frequentist and Bayesian approaches for
interval-censored data . . . . . . . . . 139--173
Fikri Akdeniz New biased estimators under the LINEX
loss function . . . . . . . . . . . . . 175--190
Germán Aneiros-Pérez Plug-in bandwidth choice for estimation
of nonparametric part in partial linear
regression models with strong mixing
errors . . . . . . . . . . . . . . . . . 191--210
Thomas Augustin and
Joachim Wolff A bias analysis of Weibull models under
heaped data . . . . . . . . . . . . . . 211--229
M. Rueda and
A. Arcos Improving ratio-type quantile estimates
in a finite population . . . . . . . . . 231--248
Ismael Sánchez Implementing unit root tests in ARMA
models of unknown order . . . . . . . . 249--266
Vassiliki Karioti and
Chrysseis Caroni Simple detection of outlying short time
series . . . . . . . . . . . . . . . . . 267--278
N. Sanjari Farsipour and
A. Asgharzadeh Estimation of a normal mean relative to
balanced loss functions . . . . . . . . 279--286
Horng-Jinh Chang and
Chih-Li Wang and
Kuo-Chung Huang Simple random sample equivalent survey
designs reducing undesirable units from
a finite population . . . . . . . . . . 287--295
Heinz Neudecker Problemsection . . . . . . . . . . . . . 297--301
Ricardo A. Maronna and
Christian Kleiber and
Olaf Schoffer Book reviews . . . . . . . . . . . . . . 303--307
Anonymous Calendar of events and call for papers 308--310
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jürgen Groß The general Gauss--Markov model with
possibly singular dispersion matrix . . 311--336
V. Seetha Lekshmi and
K. K. Jose An autoregressive process with geometric
$ \alpha $-Laplace marginals . . . . . . 337--350
Alexander Kukush and
Hans Schneeweiß and
Roland Wolf Three estimators for the Poisson
regression model with measurement errors 351--368
Nabendu Pal and
Wooi K. Lim On intra-class correlation coefficient
estimation . . . . . . . . . . . . . . . 369--392
Ronghua Wang and
Heliang Fei Conditions for the coincidence of the
TFR, TRV and CE models . . . . . . . . . 393--412
Janusz Wywial Conditional estimation of average on the
basis of weighting data . . . . . . . . 413--431
A. Bazargan-Lari Distribution of the range when sample
size has a GPED$_1$ . . . . . . . . . . 433--438
Carmelo Rodríguez and
Isabel Ortiz and
Ignacio Martínez Some results on optimality in models
with heteroscedastic errors from partial
optimum designs . . . . . . . . . . . . 439--450
Heinz Neudecker and
Götz Trenkler Problemsection . . . . . . . . . . . . . 451--456
Philipp Sibbertsen and
Roland Schultze and
Ricardo Maronna Book reviews . . . . . . . . . . . . . . 457--460
Anonymous Calender of events and call for papers 461--464
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Philipp Sibbertsen Long memory versus structural breaks: An
overview . . . . . . . . . . . . . . . . 465--515
Glenn Hofmann Comparing the Fisher information in
record data and random observations . . 517--528
Lu Lin Generalized quasi-likelihood . . . . . . 529--544
Niklas Wagner and
Terry A. Marsh Tail index estimation in small samples.
Simulation results for independent and
ARCH-type financial return models . . . 545--561
Yousry H. Abdelkader Computing the moments of order
statistics from nonidentically
distributed Erlang variables . . . . . . 563--570
Sarjinder Singh and
I. S. Grewal and
Anwar Joarder General class of estimators in
multi-character surveys . . . . . . . . 571--582
Hadi Ahmed and
Mohamed Kayid Preservation properties for the Laplace
transform ordering of residual lives . . 583--590
Ricardo Maronna and
Peter Hackl and
Christian Kleiber Book reviews . . . . . . . . . . . . . . 591--593
Anonymous Calendar of events and call for papers 594--596
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Markus Neuhäuser Exact tests based on the
Baumgartner--Wei\ss--Schindler statistic
--- a survey . . . . . . . . . . . . . . 1--29
Samia El-Arishy A conditional variance characterization
of some discrete probability
distributions . . . . . . . . . . . . . 31--45
Seven Knoth Fast initial response features for EWMA
control charts . . . . . . . . . . . . . 47--64
Xiaohu Li and
Richard C. M. Yam Reversed preservation properties of some
negative aging conceptions and
stochastic orders . . . . . . . . . . . 65--78
Hans Pettersson Optimal design in average for inference
in generalized linear models . . . . . . 79--99
E. Wencheko and
P. Wijekoon Improved estimation of the mean in
one-parameter exponential families with
known coefficient of variation . . . . . 101--115
Serkan Eryilmaz On the distribution and expectation of
success runs in nonhomogeneous Markov
dependent trials . . . . . . . . . . . . 117--128
Kung-Yu Chen and
Chien-Tai Lin A note on infinite-armed Bernoulli
bandit problems with generalized beta
prior distributions . . . . . . . . . . 129--140
Janusz Wywial Conditional estimation of average on the
basis of weighting data --- Errata . . . 141--142
Heinz Neudecker Problem Section . . . . . . . . . . . . 143--146
Ricardo Maronna and
Karsten Webel and
Christian Kleiber Book reviews . . . . . . . . . . . . . . 147--152
Anonymous Calender of events and call for papers 153--155
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Mingyao Ai and
Runchu Zhang Characterization of minimum aberration
mixed factorials in terms of consulting
designs . . . . . . . . . . . . . . . . 157--171
Gemai Chen and
Jinhong You An asymptotic theory for semiparametric
generalized least squares estimation in
partially linear regression models . . . 173--193
Robert C. Jung and
Gerd Ronning and
A. R. Tremayne Estimation in conditional first order
autoregression with discrete support . . 195--224
Michael Meyners Deriving a lower bound for the
proportion of perceivers in replicated
difference tests by means of multiple
test theory . . . . . . . . . . . . . . 225--246
T. Pham-Gia and
N. Turkhan Bayesian decision criteria in the
presence of noises under quadratic and
absolute value loss functions . . . . . 247--266
Eshetu Wencheko Softly shrunk and partially shrunk
rank-reduced estimation of the
regression coefficients . . . . . . . . 267--279
Manal M. Nassar A note on some characterizations of the
hyperexponential distribution . . . . . 281--292
Sangun Park On calculating the fisher information in
order statistics . . . . . . . . . . . . 293--301
V. K. Srivastava and
H. Toutenburg On the first order regression procedure
of estimation for incomplete regression
models . . . . . . . . . . . . . . . . . 303--307
Heinz Neudecker and
Götz Trenkler Problemsection . . . . . . . . . . . . . 309--312
Ricardo A. Maronna and
Christian Kleiber and
Olaf Schoffer Book reviews . . . . . . . . . . . . . . 313--317
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Essam K. Al-Hussaini and
Saieed F. Ateya Parametric estimation under a class of
multivariate distributions . . . . . . . 321--338
A. Arcos and
M. Rueda and
M. D. Martínez-Miranda Using multiparametric auxiliary
information at the estimation stage . . 339--358
R. R. L. Kantam and
A. Vasudeva Roa and
G. Srinivasa Roa Optimum group limits for estimation in
scaled log-logistic distribution from a
grouped data . . . . . . . . . . . . . . 359--377
Shahjahan Khan and
Zahirul Hoque and
A. K. Md. E. Saleh Estimation of the intercept parameter
for linear regression model with
uncertain non-sample prior information 379--395
E. Landaburu and
D. Morales and
L. Pardo Divergence-based estimation and testing
with misclassified data . . . . . . . . 397--409
Frosso S. Makri and
Andreas N. Philippou On binomial and circular binomial
distributions of order $k$ for
$l$-overlapping success runs of length
$k$ . . . . . . . . . . . . . . . . . . 411--432
Josef Schürle A method for consideration of
conditional dependencies in the Fellegi
and Sunter model of record linkage . . . 433--449
Kim-Hung Li and
Tai-Shing Lau and
Chongqi Zhang A note on $D$-optimal designs for models
with and without an intercept . . . . . 451--458
Yanushkevichius Romanas and
Yanushkevichiene Olga Stability of characterization of Weibull
distribution . . . . . . . . . . . . . . 459--468
Heinz Neudecker and
Michel van de Velden Problem section . . . . . . . . . . . . 469--472
Ricardo Maronna and
Roland Schultze and
Christian Kleiber Book reviews . . . . . . . . . . . . . . 473--476
Anonymous Calendar of events and call for papers 477--481
Anonymous Help & Contacts . . . . . . . . . . . . . ??
T. Leo Alexander and
B. Chandrasekar Simultaneous equivariant estimation of
the parameters of matrix scale and
matrix location-scale models . . . . . . 483--507
Félix Belzunce and
Eva-María Ortega and
José M. Ruiz A note on replacement policy comparisons
from NBUC lifetime of the unit . . . . . 509--522
Hiroyuki Kashima An application of a minimax Bayes rule
and shrinkage estimators to the
portfolio selection problem under the
Bayesian approach . . . . . . . . . . . 523--540
Ronny Kuhnert and
Dankmar Böhning The failure of meta-analytic asymptotics
for the seemingly efficient estimator of
the common risk difference . . . . . . . 541--554
Gianfranco Lovison On Rao score and Pearson $ X^2 $
statistics in generalized linear models 555--574
Ibrahim A. Ahmad and
A. R. Mugdadi Bounds of moment generating functions of
some life distributions . . . . . . . . 575--585
Konanur G. Janardan A discrete distribution associated with
a pure birth process . . . . . . . . . . 587--597
Stefan Zontek and
Konrad Neumann Acknowledgement of priority . . . . . . 599--599
Karsten Webel and
W. Urfer Book reviews . . . . . . . . . . . . . . 601--604
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Klaus Abberger Kernel smoothed prediction intervals for
ARMA models . . . . . . . . . . . . . . 1--15
B. Abraham and
P. G. Sankaran Renyi's entropy for residual lifetime
distribution . . . . . . . . . . . . . . 17--29
Felipe Osorio and
Manuel Galea Detection of a change-point in
Student-$t$ linear regression models . . 31--48
B. M. Golam Kibria and
A. K. Ms. E. Saleh Pooling multivariate data under $W$, $ L
R$ and $ L M$ tests . . . . . . . . . . 49--68
Saralees Nadarajah Sums, products and ratios of generalized
beta variables . . . . . . . . . . . . . 69--90
Julio Angel Pardo and
Leandro Pardo and
María del Carmen Pardo Minimum $ \Phi $-divergence estimator in
logistic regression models . . . . . . . 91--108
Hisashi Tanizaki and
Shigeyuki Hamori and
Yoichi Matsubayashi On least-squares bias in the $ {\rm
AR}(p) $ models: Bias correction using
the bootstrap methods . . . . . . . . . 109--124
Mingyao Ai and
Shuyuan He Interaction balance for symmetrical
factorial designs with generalized
minimum aberration . . . . . . . . . . . 125--135
David D. Hanagal Bivariate Weibull regression model based
on censored samples . . . . . . . . . . 137--147
Kuo-Chung Huang Estimation of sensitive data from a
dichotomous population . . . . . . . . . 149--156
Anonymous Problem section . . . . . . . . . . . . 157--158
Mathias Schaller and
Ricardo Maronna and
Uwe Ligges Book reviews . . . . . . . . . . . . . . 159--162
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Andrés M. Alonso and
Daniel Peña and
Juan Romo Introducing model uncertainty by moving
blocks bootstrap . . . . . . . . . . . . 167--179
Vanessa Didelez and
Iris Pigeot and
Patricia Walter Modifications of the Bonferroni--Holm
procedure for a multi-way ANOVA . . . . 181--209
Craig Friedman and
Sven Sandow Utility functions that lead to the
likelihood ratio as a relative model
performance measure . . . . . . . . . . 211--225
Jongwoo Jeon and
Subhash Kochar and
Chul Gyu Park Dispersive ordering --- Some
applications and examples . . . . . . . 227--247
Dal Ho Kim and
Sang Gil Kang and
Woo Dong Lee Noninformative priors for linear
combinations of the normal means . . . . 249--262
Lu Lin and
Minghua Chen Robust estimating equation based on
statistical depth . . . . . . . . . . . 263--278
Lihong Wang and
Jinde Wang Change-of-variance problem for linear
processes with long memory . . . . . . . 279--298
Aaron Childs Higher order moments of order statistics
from INID symmetric random variables . . 299--310
Than Pe and
Hilmar Drygas An alternative representation of
noncentral beta and $F$ distributions 311--318
Manoj Kumar and
Shashi Bahl Class of dual to ratio estimators for
double sampling . . . . . . . . . . . . 319--326
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Herbert Heyer Order relations for linear models: A
survey on recent developments . . . . . 331--372
Jafar Ahmadi and
M. Doostparast Bayesian estimation and prediction for
some life distributions based on record
values . . . . . . . . . . . . . . . . . 373--392
Giancarlo Bruno and
Edoardo Otranto The choice of time interval in seasonal
adjustment: A heuristic approach . . . . 393--417
Claudia Czado and
Adrian E. Raftery Choosing the link function and
accounting for link uncertainty in
generalized linear models using Bayes
factors . . . . . . . . . . . . . . . . 419--442
Tatyana Krivobokova and
Göran Kauermann and
Theofanis Archontakis Estimating the term structure of
interest rates using penalized splines 443--459
Patricia Giménez and
Enrico A. Colosimo and
Heleno Bolfarine Asymptotic relative efficiency of score
tests in Weibull models with measurement
errors . . . . . . . . . . . . . . . . . 461--470
M. H. Hubert and
P. Wijekoon Improvement of the Liu estimator in
linear regression model . . . . . . . . 471--479
Heinz Neudecker and
Götz Trenkler Problem 4/SP06: Estimation of the
Hadamard and cross products of two mean
vectors in multivariate analysis . . . . 481--485
Karsten Webel and
Rainer Schlittgen Book reviews . . . . . . . . . . . . . . 487--488
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Badi H. Baltagi and
Seuck Heun Song Unbalanced panel data: A survey . . . . 493--523
Tatiana Miazhynskaia and
Georg Dorffner A comparison of Bayesian model selection
based on MCMC with an application to
GARCH-type models . . . . . . . . . . . 525--549
Saraless Nadarajah Exact and approximate distributions for
the product of inverted Dirichlet
components . . . . . . . . . . . . . . . 551--568
Alireza Faraz and
Ahmad Parsian Hotelling's $ T^2 $ control chart with
double warning lines . . . . . . . . . . 569--593
M. Rosolowski and
W. Schmid EWNA charts for monitoring the mean and
the autocovariances of stationary
processes . . . . . . . . . . . . . . . 595--630
Dechang Chen and
Michael Fries and
Xiuzhen Cheng Statistical properties of distance
estimators . . . . . . . . . . . . . . . 631--641
Chansoo Kim and
Younshik Chung Bayesian estimation of $ P(Y < X) $ from
Burr-type X model containing spurious
observations . . . . . . . . . . . . . . 643--651
B. M. Golam Kibria and
Matthias Arnold and
Rainer Schlittgen Book reviews . . . . . . . . . . . . . . 653--658
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. Emadi and
J. Ahmadi and
N. R. Arghami Comparison of record data and random
observations based on statistical
evidence . . . . . . . . . . . . . . . . 1--21
Sarjinder Singh and
Housila P. Singh and
Lakshmi N. Upadhyaya Chain ratio and regression type
estimators for median estimation in
survey sampling . . . . . . . . . . . . 23--46
Byoung Cheol Jung and
Myoungshic Jhun and
Seuck Heun Song A new random permutation test in ANOVA
models . . . . . . . . . . . . . . . . . 47--62
A. Stepanov The number of records within a random
interval of the current record value . . 63--79
Toni Stocker On the asymptotic bias of OLS in dynamic
regression models with autocorrelated
errors . . . . . . . . . . . . . . . . . 81--93
Jong-Wuu Wu and
Hsiao-Chiao Tseng Statistical inference about the shape
parameter of the Weibull distribution by
upper record values . . . . . . . . . . 95--129
Raghunath Arnab and
Georg Dorffner Randomized response techniques for
complex survey designs . . . . . . . . . 131--141
Pen-Hwang Liau The existence of the strong
combined-optimal design . . . . . . . . 143--150
Akio Namba and
Kazuhiro Ohtani Risk comparison of the Stein-rule
estimator in a linear regression model
with omitted relevant regressors and
multivariate $t$ errors under the Pitman
nearness criterion . . . . . . . . . . . 151--162
Ricardo Maronna and
Matthias Fischer and
Jürgen Groß and
Andreas Karlsson Book reviews . . . . . . . . . . . . . . 163--170
Anonymous Problem section . . . . . . . . . . . . 171--173
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Mohammad Fraiwan Al-Saleh and
Ahmad Mohammad Al-Ananbeh Estimation of the means of the bivariate
normal using moving extreme ranked set
sampling with concomitant variable . . . 179--195
S. Baratpour and
J. Ahmadi and
N. R. Arghami Entropy properties of record statistics 197--213
Jong-Min Kim and
Matthew E. Elam A stratified unrelated question
randomized response model . . . . . . . 215--233
Peng-Fei Li and
Min-Qian Liu and
Run-Chu Zhang $ 2^m 4^1 $ designs with minimum
aberration or weak minimum aberration 235--248
Miguel A. Sordo and
Héctor M. Ramos Characterization of stochastic orders by
$L$-functionals . . . . . . . . . . . . 249--263
Tzu-Tsung Wong Perfect aggregation of Bayesian analysis
on compositional data . . . . . . . . . 265--282
Ibrahim Ahmad and
Mohamed Kayid Reversed preservation of stochastic
orders for random minima and maxima with
applications . . . . . . . . . . . . . . 283--293
Javad Behboodian and
Ali Dolati and
Manuel Úbeda-Flores A multivariate version of Gini's rank
association coefficient . . . . . . . . 295--304
Luisa Canal and
Rocco Micciolo Admissibility intervals for linear
correlation coefficients . . . . . . . . 305--311
K. Gupta and
T. Nguyen and
L. Pardo On Christensen's conjecture . . . . . . 313--319
Lynn Roy LaMotte A direct derivation of the REML
likelihood function . . . . . . . . . . 321--327
Roger B. Nelson Extremes of nonexchangeability . . . . . 329--336
N. Sanjari Farsipour Admissible estimation in an one
parameter nonregular family of
absolutely continuous distributions . . 337--345
Saralees Nadarajah and
Samuel Kotz Letter to the Editor . . . . . . . . . . 347--348
Raghunath Arnab Randomized response techniques for
complex survey designs . . . . . . . . . 349--349
Rainer Schlittgen and
Gero Szepannek Book reviews . . . . . . . . . . . . . . 351--352
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jahar L. Bhowmik and
Maxwell L. King Maximal invariant likelihood based
testing of semi-linear models . . . . . 357--383
Matei Demetrescu and
Uwe Hassler Effect of neglected deterministic
seasonality on unit root tests . . . . . 385--402
Wolfgang Gohout and
Katja Specht Mean-variance portfolios using Bayesian
vector-autoregressive forecasts . . . . 403--418
Víctor H. Lachos and
Filidor Vilca and
Manuel Galea Influence diagnostics for the Grubbs's
model . . . . . . . . . . . . . . . . . 419--436
Junshan Shen and
Shuyuan He Empirical likelihood for the difference
of quantiles under censorship . . . . . 437--457
A. Bazargan-Lari Probability generating function of
GPED$_2$ . . . . . . . . . . . . . . . . 459--466
Jong-Hoo Choi and
Hyo-Il Park A nonparametric test for diagnosis of
the proportionality assumption . . . . . 467--477
Katarzyna Danielak and
Anna Dembi\'nska Some characterizations of discrete
distributions based on weak records . . 479--489
Hong Qin and
Mingyao Ai A note on the connection between
uniformity and generalized minimum
aberration . . . . . . . . . . . . . . . 491--502
A. Thannippara and
B. Kurian and
D. K. Ghosh and
S. C. Bagui and
S. Mandal Hypercubic designs and applications . . 503--508
Hamzeh Torabi and
Javad Behboodian Likelihood ratio tests for fuzzy
hypotheses testing . . . . . . . . . . . 509--522
A. K. Gupta and
T. Nguyen and
L. Pardo On Christensen's conjecture . . . . . . 523--523
Anonymous Problem section . . . . . . . . . . . . 525--534
Wolfgang Polasek and
W. Urfer and
B. M. Golam Kibria Book reviews . . . . . . . . . . . . . . 535--538
Anonymous Calendar of events and call for papers 539--542
Anonymous Help & Contacts . . . . . . . . . . . . . ??
E. I. Abdul-Sathar and
R. P. Suresh and
K. R. Muraleedharan Nair A vector valued bivariate Gini index for
truncated distributions . . . . . . . . 543--557
Kosei Fukuda Simulated real-time detection of
multiple structural changes: Evidence
from Japanese economic growth . . . . . 559--580
Xiaohu Li and
Guoxin Qiu Some preservation results of NBUC aging
property with applications . . . . . . . 581--594
Shuangge Ma Additive risk model with case-cohort
sampled current status data . . . . . . 595--608
Yogesh Mani Tripathi and
Somesh Kumar Estimating a positive normal mean . . . 609--629
Liqun Wang and
James C. Fu A practical sampling approach for a
Bayesian mixture model with unknown
number of components . . . . . . . . . . 631--653
Andreas Ziegler Simulated classical tests in multinomial
probit models . . . . . . . . . . . . . 655--681
Ajit Chaturvedi and
Neeraj Tiwari and
Sanjay Kumar Some remarks on classical and Bayesian
reliability estimation of binomial and
Poisson distributions . . . . . . . . . 683--693
Roger B. Nelsen Extremes of nonexchangeability . . . . . 695--695
Wolfgang Polasek and
Uwe Ligges and
Karsten Luebke Book reviews . . . . . . . . . . . . . . 697--701
Anonymous Problem section . . . . . . . . . . . . 703--706
Anonymous Help & Contacts . . . . . . . . . . . . . ??
J. Klufa Dodge--Romig AOQL plans for inspection
by variables from numerical point of
view . . . . . . . . . . . . . . . . . . 1--13
N. Martín and
L. Pardo Minimum phi-divergence estimators for
loglinear models with linear constraints
and multinomial sampling . . . . . . . . 15--36
Housila P. Singh and
Rajesh Tailor and
Sarjinder Singh and
Jong-Min Kim A modified estimator of population mean
using power transformation . . . . . . . 37--58
S. K. Upadhyay and
M. Peshwani Posterior analysis of lognormal
regression models using the Gibbs
sampler . . . . . . . . . . . . . . . . 59--85
Akhil K. Vaish and
N. Rao Chaganty Nonnegative definite solutions to matrix
equations with applications to
multivariate test statistics . . . . . . 87--99
Philip Samuel Characterization of distributions by
conditional expectation of generalized
order statistics . . . . . . . . . . . . 101--108
Johny Scaria and
N. Unnikrishnan Nair Distribution of extremes of $ r^{th} $
concomitant from the Morgenstern family 109--119
A. Asgharzadeh and
N. Sanjari Farsipour Estimation of the exponential mean time
to failure under a weighted balanced
loss function . . . . . . . . . . . . . 121--131
M. Ruiz Espejo and
H. P. Singh and
S. Saxena On inverse sampling without replacement 133--137
P. Yageen Thomas and
Philip Samuel Recurrence relations for the moments of
order statistics from a beta
distribution . . . . . . . . . . . . . . 139--146
Shalabh and
W. Polasek Book reviews . . . . . . . . . . . . . . 147--149
Anonymous Problem section . . . . . . . . . . . . 151--156
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sanghamitra Pal Unbiasedly estimating the total of a
stigmatizing variable from a complex
survey on permitting options for direct
or randomized responses . . . . . . . . 157--164
Alicja Jokiel-Rokita Asymptotically pointwise optimal and
asymptotically optimal stopping times in
the Bayesian inference . . . . . . . . . 165--175
Jorge Navarro and
Jose M. Ruiz and
Carlos J. Sandoval Properties of systems with two
exchangeable Pareto components . . . . . 177--190
Udo Schwingenschlögl Asymptotic Equivalence of Seat Bias
Models . . . . . . . . . . . . . . . . . 191--200
Arjun K. Gupta and
Saralees Nadarajah Normal and logistic random variables:
distribution of the linear combination 201--209
Anwar H. Joarder Some useful integrals and their
applications in correlation analysis . . 211--224
Ulhas J. Dixit and
Parviz N. Nasiri Estimation of parameters of a right
truncated exponential distribution . . . 225--236
H. Toutenburg and
V. K. Srivastava and
Shalabh Amputation versus imputation of missing
values through ratio method in sample
surveys . . . . . . . . . . . . . . . . 237--247
Honest W. Chipoyera and
Eshetu Wencheko Improved estimators of common variance
of $p$-populations when Kurtosis is
known . . . . . . . . . . . . . . . . . 249--262
Manoj Chacko and
P. Yageen. Thomas Estimation of parameters of bivariate
normal distribution using concomitants
of record values . . . . . . . . . . . . 263--275
Janusz L. Wywial Sampling design proportional to order
statistic of auxiliary variable . . . . 277--289
M. Arashi and
M. Emadi Evidential inference based on record
data and inter-record times . . . . . . 291--301
A. P. Kuttykrishnan and
K. Jayakumar Bivariate semi $ \alpha $-Laplace
distribution and processes . . . . . . . 303--313
Karl Mosler and
Christoph Scheicher Homogeneity testing in a Weibull mixture
model . . . . . . . . . . . . . . . . . 315--332
Arturo J. Fernández Highest posterior density estimation
from multiply censored Pareto data . . . 333--341
Miroslav M. Risti\'c A generalized semi-Pareto minification
process . . . . . . . . . . . . . . . . 343--351
Pen-Hwang Liau Partial duplication in two-level
fractional factorial designs . . . . . . 353--361
Adelaide Figueiredo Two-way ANOVA for the Watson
distribution defined on the hypersphere 363--376
Sevil Bacanli and
Yaprak Parlak Demirhan A group sequential test for the inverse
Gaussian mean . . . . . . . . . . . . . 377--386
Saralees Nadarajah Comment on the paper by A. H. Joarder 387--389
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Mariusz Grzadziel Quadratic subspaces and construction of
Bayes invariant quadratic estimators of
variance components in mixed linear
models . . . . . . . . . . . . . . . . . 399--419
K. Jayakumar and
Thomas Mathew On a generalization to Marshall--Olkin
scheme and its application to Burr type
XII distribution . . . . . . . . . . . . 421--439
S. Zhao and
R. Zhang $ 2^m 4^n $ designs with resolution III
or IV containing clear two-factor
interaction components . . . . . . . . . 441--454
Shuangzhe Liu and
Chris C. Heyde On estimation in conditional
heteroskedastic time series models under
non-normal distributions . . . . . . . . 455--469
Joachim Wilde A note on GMM estimation of probit
models with endogenous regressors . . . 471--484
Hee-Young Kim and
Yousung Park A non-stationary integer-valued
autoregressive model . . . . . . . . . . 485--502
M. Revan Özkale and
Selahattin Kaçiranlar Comparisons of the $ r - k $ class
estimator to the ordinary least squares
estimator under the Pitman's closeness
criterion . . . . . . . . . . . . . . . 503--512
Housila Prasad Singh and
Sharad Saxena and
Harshada Joshi A family of shrinkage estimators for
Weibull shape parameter in censored
sampling . . . . . . . . . . . . . . . . 513--529
Susanne Gschlößl and
Claudia Czado Modelling count data with overdispersion
and spatial effects . . . . . . . . . . 531--552
Yongge Tian and
M. Beisiegel and
E. Dagenais and
C. Haines On the natural restrictions in the
singular Gauss--Markov model . . . . . . 553--564
Kristian Jönsson The accuracy of normal approximation in
a heterogeneous panel data unit root
test . . . . . . . . . . . . . . . . . . 565--579
Paulo M. M. Rodrigues and
Antonio Rubia A note on testing for nonstationarity in
autoregressive processes with level
dependent conditional heteroskedasticity 581--593
Matthias Fischer Book Review: Scherer, B. and Martin, R.
D.: \booktitleIntroduction to modern
portfolio optimization with NUOPT and
SPLUS and S+Bayes . . . . . . . . . . . 595--596
Oliver Sailer Book Review: Thomas P. Ryan:
\booktitleModern Experimental Design . . 597--598
Anonymous Problem section . . . . . . . . . . . . 599--601
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Andrzej Okolewski and
Marek Kaluszka Bounds for expectations of concomitants 603--618
Nadjib Bouzar and
K. Jayakumar Time series with discrete semistable
marginals . . . . . . . . . . . . . . . 619--635
L. Jiang and
A. C. M. Wong A note on inference for $ P(X < Y) $ for
right truncated exponentially
distributed data . . . . . . . . . . . . 637--651
Reinhold Kosfeld and
Jòrgen Lauridsen Factor analysis regression . . . . . . . 653--667
Sadullah Sakallioglu and
Selahattin Kaçiranlar A new biased estimator based on ridge
estimation . . . . . . . . . . . . . . . 669--689
Claudia Czado and
Peter X.-K. Song State space mixed models for
longitudinal observations with binary
and binomial responses . . . . . . . . . 691--714
Seong S. Chae and
Chansoo Kim and
Jong-Min Kim and
William D. Warde Cluster analysis using different
correlation coefficients . . . . . . . . 715--727
M. Shakil and
B. M. Golam Kibria and
Kuang-Chao Chang Distributions of the product and ratio
of Maxwell and Rayleigh random variables 729--747
Xiaohu Li and
Maochao Xu Reversed hazard rate order of
equilibrium distributions and a related
aging notion . . . . . . . . . . . . . . 749--767
M. Sharafi and
J. Behboodian The Balakrishnan skew-normal density . . 769--778
P. G. Sankaran and
K. Jayakumar On proportional odds models . . . . . . 779--789
S. González and
M. Rueda and
A. Arcos An improved estimator to analyse missing
data . . . . . . . . . . . . . . . . . . 791--796
Manuel Franco and
Juana-María Vivo Letter to the Editor . . . . . . . . . . 797--798
Bernd Richter Book Review: Walter Krämer, Olaf
Schoffer, Lars Tschiersch:
\booktitleDatenanalyse mit SAS ---
Statistische Verfahren und ihre
grafischen Aspekte . . . . . . . . . . . 799--800
Wolfgang Polasek Book Review: John F. Geweke (2005):
\booktitleContemporary Bayesian
econometrics and statistics (Wiley
series in probability and statistics) 801--802
Anonymous Problem section . . . . . . . . . . . . 803--806
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Dongseok Choi and
Saralees Nadarajah Information matrix for a mixture of two
Laplace distributions . . . . . . . . . 1--12
Chunguang Zhou and
Changliang Zou and
Yujuan Zhang and
Zhaojun Wang Nonparametric control chart based on
change-point model . . . . . . . . . . . 13--28
David D. Hanagal Weibull extension of bivariate
exponential regression model with
different frailty distributions . . . . 29--49
Petros E. Maravelakis and
Sotirios Bersimis The use of Andrews curves for detecting
the out-of-control variables when a
multivariate control chart signals . . . 51--65
Taewook Lee and
Sangyeol Lee Consistency of minimizing a penalized
density power divergence estimator for
mixing distribution . . . . . . . . . . 67--80
Jiantao Li and
Min Zheng Robust estimation of multivariate
regression model . . . . . . . . . . . . 81--100
Tomasz Z\kadlo On MSE of EBLUP . . . . . . . . . . . . 101--118
Arturo J. Fernández Weibull inference using trimmed samples
and prior information . . . . . . . . . 119--136
Lichun Wang and
Noël Veraverbeke Bayes prediction based on right censored
data . . . . . . . . . . . . . . . . . . 137--149
Kazuhiro Ohtani and
Alan T. K. Wan Comparison of the Stein and the usual
estimators for the regression error
variance under the Pitman nearness
criterion when variables are omitted . . 151--160
Carlos J. Pérez-González and
Arturo J. Fernández Accuracy of approximate progressively
censored reliability sampling plans for
exponential models . . . . . . . . . . . 161--170
S. M. Sadooghi-Alvandi and
A. R. Nematollahi and
R. Habibi On the distribution of the sum of
independent uniform random variables . . 171--175
Heinrich Potuschak and
Werner G. Müller More on the distribution of the sum of
uniform random variables . . . . . . . . 177--183
Jarkko Isotalo and
Simo Puntanen A note on the equality of the OLSE and
the BLUE of the parametric function in
the general Gauss--Markov model . . . . 185--193
José A. Montoya and
Eloísa Díaz-Francés and
David A. Sprott On a criticism of the profile likelihood
function . . . . . . . . . . . . . . . . 195--202
Alan D. Hutson A distribution function estimator for
the difference of order statistics from
two independent samples . . . . . . . . 203--208
Saralees Nadarajah Comment on the paper by Shakil et al. 209--211
Liqun Wang Book Review: Robert E. Weiss (2006):
\booktitleModeling longitudinal data . . 213--214
Roland Fried Book Review: Marc S. Palella:
\booktitleFundamental probability. A
computational approach . . . . . . . . . 215--216
Sylvia Tamara Lenz Book Review: Michael J. Campbell, David
Machin and Stephen J. Walters (2007):
\booktitleMedical Statistics, a Textbook
for the Health Sciences, 4th edition . . 217--218
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Le\"\ila Nouira and
Mohamed Boutahar and
Vêlayoudom Marimoutou The effect of tapering on the
semiparametric estimators for
nonstationary long memory processes . . 225--248
Walid Abu-Dayyeh and
Esam Al Sawi Modified inference about the mean of the
exponential distribution using moving
extreme ranked set sampling . . . . . . 249--259
M. Kharrati-Kopaei and
A. R. Nematollahi and
Z. Shishebor On the sufficient statistics for
multivariate ARMA models: approximate
approach . . . . . . . . . . . . . . . . 261--276
M. L. Menéndez and
L. Pardo and
M. C. Pardo Preliminary phi-divergence test
estimators for linear restrictions in a
logistic regression model . . . . . . . 277--300
Cem Kadilar and
Yesim Unyazici and
Hulya Cingi Ratio estimator for the population mean
using ranked set sampling . . . . . . . 301--309
José Dias Curto and
José Castro Pinto and
Gonçalo Nuno Tavares Modeling stock markets' volatility using
GARCH models with Normal, Student's $t$
and stable Paretian distributions . . . 311--321
Andriëtte Bekker and
Jacobus Roux and
Thu Pham-Gia The Type I distribution of the ratio of
independent ``Weibullized'' generalized
beta-prime variables . . . . . . . . . . 323--338
P. G. Sankaran and
Ansa Alphonsa Antony Non-parametric estimation of lifetime
distribution of competing risk models
when censoring times are missing . . . . 339--361
Alicja Jokiel-Rokita and
Agnieszka Stepie\'n Sequential estimation of a location
parameter from delayed observations . . 363--372
Nicola Falocci and
Renato Panicci\`a and
Elena Stanghellini Regression modelling of the flows in an
input-output table with accounting
constraints . . . . . . . . . . . . . . 373--382
Fabrizio Durante Construction of non-exchangeable
bivariate distribution functions . . . . 383--391
D. H. Kim and
S. G. Kang and
W. D. Lee Noninformative priors for the normal
variance ratio . . . . . . . . . . . . . 393--402
Shaul K. Bar-Lev and
Benzion Boukai A characterization of the exponential
distribution by means of coincidence of
location and truncated densities . . . . 403--405
M. A. W. Mahmoud and
H. Sh. Al-Nagar On generalized order statistics from
linear exponential distribution and its
characterization . . . . . . . . . . . . 407--418
H. Jabbari. Nooghabi and
H. A. Azarnoosh Exponential inequality for negatively
associated random variables . . . . . . 419--428
Mohammad Z. Raqab Distribution-free prediction intervals
for the future current record statistics 429--439
Saralees Nadarajah Comment on the paper by A. H. Joarder 441--443
Uwe Ligges Book Review: Crawley, M. J. (2007)
\booktitleThe R Book . . . . . . . . . . 445--446
Ricardo Maronna Book Review: Antony Unwin, Martin Theus
and Heike Hofmann: \booktitleGraphics of
Large Datasets: Visualizing a Million 447--448
Wolfgang Polasek Book Review: Ghosh, Jayanta K.,
Delampady, Mohan, Samanta, Tapas:
\booktitleAn introduction to Bayesian
analysis, theory and methods . . . . . . 449--450
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Eshetu Wencheko and
Honest W. Chipoyera Estimation of the variance when kurtosis
is known . . . . . . . . . . . . . . . . 455--464
Emilio Gómez Déniz and
José María Sarabia and
F. José Vázquez Polo Robust Bayesian bonus--malus premiums
under the conditional specification
model . . . . . . . . . . . . . . . . . 465--480
Guillaume Horny Inference in mixed proportional hazard
models with $K$ random effects . . . . . 481--499
J. P. Arias-Nicolás and
J. Martín and
A. Suárez-Llorens $ {\mathcal {L}}_p $ loss functions: a
robust Bayesian approach . . . . . . . . 501--509
Shahjahan Khan Optimal tolerance regions for future
regression vector and residual sum of
squares of multiple regression model
with multivariate spherically contoured
errors . . . . . . . . . . . . . . . . . 511--525
Sévérien Nkurunziza Testing interaction in some
predator--prey populations . . . . . . . 527--551
Samuel Kotz and
Edith Seier An analysis of quantile measures of
kurtosis: center and tails . . . . . . . 553--568
Simos G. Meintanis A unified approach of testing for
discrete and continuous Pareto laws . . 569--580
Anwar H. Joarder Moments of the product and ratio of two
correlated chi-square variables . . . . 581--592
Taras Bodnar and
Wolfgang Schmid and
Taras Zabolotskyy Statistical inference of the efficient
frontier for dependent asset returns . . 593--604
Saralees Nadarajah The product $t$ density distribution
arising from the product of two
Student's $t$ PDFs . . . . . . . . . . . 605--615
Saralees Nadarajah Useful moment and CDF formulations for
the COM--Poisson distribution . . . . . 617--622
Leng-Cheng Hwang and
Jeng-Fu Liu Asymptotic optimality of a two-stage
procedure in Bayes sequential estimation 623--631
Rados\law Kala and
Pawe\l Pordzik Estimation in singular partitioned,
reduced or transformed linear models . . 633--638
Hu Yang and
Jianwen Xu An alternative stochastic restricted Liu
estimator in linear regression . . . . . 639--647
Martin Bachmaier A confidence set for that $x$-coordinate
where a quadratic regression model has a
given gradient . . . . . . . . . . . . . 649--660
Giancarlo Diana and
Pier Francesco Perri Estimating a sensitive proportion
through randomized response procedures
based on auxiliary information . . . . . 661--672
Wolfgang Polasek Book Review: Phillip I. Good (2005):
\booktitleIntroduction to Statistics
Through Resampling Methods and R/S-PLUS
(Paperback); Phillip I. Good (2005):
\booktitleIntroduction to Statistics
Through Resampling Methods and Microsoft
Office Excel (Paperback) . . . . . . . . 673--675
Christoph Hanck Book Review: Uwe Hassler (2007):
\booktitleStochastische Integration und
Zeitreihenmodellierung . . . . . . . . . 677--679
Holger Schwender Book Review: Sandrine Dudoit, Mark J.
van der Laan (2008): \booktitleMultiple
Testing Procedures with Applications to
Genomics . . . . . . . . . . . . . . . . 681--682
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Augustyn Markiewicz and
Götz Trenkler Preface to the Proceedings of the
International Conference on Trends and
Perspectives in Linear Statistical
Inference LINSTAT'2008 in Celebration of
Tadeusz Cali\'nski's 80th Birthday . . . 693--695
Are Halvor Aastveit and
Trygve Almòy and
Iwona Mejza and
Stanislaw Mejza Individual control treatment in
split-plot experiments . . . . . . . . . 697--710
Aylin Alin Comparison of PLS algorithms when number
of objects is much larger than number of
variables . . . . . . . . . . . . . . . 711--720
Oskar Maria Baksalary and
Götz Trenkler A projector oriented approach to the
best linear unbiased estimator . . . . . 721--733
T. Cali\'nski and
S. Czajka and
Z. Kaczmarek and
P. Krajewski and
W. Pilarczyk A mixed model analysis of variance for
multi-environment variety trials . . . . 735--759
Katarzyna Filipiak and
Augustyn Markiewicz and
Anna Szczepa\'nska Optimal designs under a multivariate
linear model with additional nuisance
parameters . . . . . . . . . . . . . . . 761--778
Katarzyna Filipiak and
Rafal Róza\'nski Connectedness of complete block designs
under an interference model . . . . . . 779--787
Ma\lgorzata Graczyk Regular $A$-optimal design matrices $ X
= (x_{ij})$ with $ x_{ij} = - 1, 0, 1$ 789--795
Zofia Hanusz and
Monika Krajewska Estimation of a relative potency of two
preparations with correlated responses 797--804
Rados\law Kala On nested block designs geometry . . . . 805--815
Miros\law Krzy\'sko and
Michal Skorzybut Discriminant analysis of multivariate
repeated measures data with a Kronecker
product structured covariance matrices 817--835
Agnieszka Lacka and
Maria Kozlowska and
Jan Kozlowski Some optimal block designs with nested
rows and columns for research on
alternative methods of limiting slug
damage . . . . . . . . . . . . . . . . . 837--846
Augustyn Markiewicz and
Simo Puntanen Admissibility and linear sufficiency in
linear model with nuisance parameters 847--854
Andrzej Michalski On locally optimal invariant unbiased
tests for the variance components ratio
in mixed linear models . . . . . . . . . 855--868
Elsa Moreira and
João Tiago Mexia and
Miguel Fonseca and
Roman Zmy\'slony $L$ models and multiple regressions
designs . . . . . . . . . . . . . . . . 869--885
Wojciech Niemiro and
Wojciech Rejchel Rank correlation estimators and their
limiting distributions . . . . . . . . . 887--893
Paulo C. Rodrigues and
Ana T. Lima Analysis of an European union election
using principal component analysis . . . 895--904
Dieter Rasch and
Thomas Rusch and
Marie Simecková and
Klaus D. Kubinger and
Karl Moder and
Petr Simecek Tests of additivity in mixed and fixed
effect two-way ANOVA models with single
sub-class numbers . . . . . . . . . . . 905--916
George P. H. Styan and
Christian Boyer and
Ka Lok Chu Some comments on Latin squares and on
Graeco--Latin squares, illustrated with
postage stamps and old playing cards . . 917--941
Julia Volaufova Heteroscedastic ANOVA: old $p$ values,
new views . . . . . . . . . . . . . . . 943--962
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Guofen Yan and
J. Sedransk A note on Bayesian residuals as a
hierarchical model diagnostic technique 1--10
Matei Demetrescu On the Dickey--Fuller test with White
standard errors . . . . . . . . . . . . 11--25
L. S. Diab Testing for NBUL using goodness of fit
approach with applications . . . . . . . 27--40
Matthias Fischer Generalized Tukey-type distributions
with application to financial and
teletraffic data . . . . . . . . . . . . 41--56
Lihong Wang Kernel type smoothed quantile estimation
under long memory . . . . . . . . . . . 57--67
J. D. Opsomer and
M. Francisco-Fernández Finding local departures from a
parametric model using nonparametric
regression . . . . . . . . . . . . . . . 69--84
Jamel Jouini Bootstrap methods for single structural
change tests: power versus corrected
size and empirical illustration . . . . 85--109
Raydonal Ospina and
Silvia L. P. Ferrari Inflated beta distributions . . . . . . 111--126
Tomasz J. Kozubowski and
Saralees Nadarajah Multitude of Laplace distributions . . . 127--148
H. M. Barakat and
E. M. Nigm and
Magdy E. El-Adll Comparison between the rates of
convergence of extremes under linear and
under power normalization . . . . . . . 149--164
Tomasz Rychlik Evaluations of generalized order
statistics from bounded populations . . 165--177
Agnieszka Kami\'nska The equivalence of Bayes and robust
Bayes estimators for various loss
functions . . . . . . . . . . . . . . . 179--191
D. Michele Cifarelli and
R. P. Gupta and
K. Jayakumar On generalized semi-Pareto and semi-Burr
distributions and random coefficient
minification processes . . . . . . . . . 193--208
Abbas Parchami and
S. Mahmoud Taheri and
Mashaallah Mashinchi Fuzzy $p$-value in testing fuzzy
hypotheses with crisp data . . . . . . . 209--226
Ismihan Bairamov and
Alexandre Berred and
Alexei Stepanov Limit results for ordered uniform
spacings . . . . . . . . . . . . . . . . 227--240
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Helmut Waldl Some comments on Statistical Papers \bf
46, 270--395 (2005) . . . . . . . . . . 241--246
Christopher S. Withers and
Saralees Nadarajah Expansions for log densities of
asymptotically normal estimates . . . . 247--257
Tzong-Ru Tsai and
Chin-Wei Lin Acceptance sampling plans under
progressive interval censoring with
likelihood ratio . . . . . . . . . . . . 259--271
Audrey H. M. A. Cysneiros and
Katya S. P. Rodrigues and
Gauss M. Cordeiro and
Silvia L. P. Ferrari Three Bartlett-type corrections for
score statistics in symmetric nonlinear
regression models . . . . . . . . . . . 273--284
Martin Bachmaier Test and confidence set for the
difference of the $x$-coordinates of the
vertices of two quadratic regression
models . . . . . . . . . . . . . . . . . 285--296
J. Klufa Exact calculation of the Dodge--Romig
LTPD single sampling plans for
inspection by variables . . . . . . . . 297--305
Yousry H. Abdelkader Computing the moments of order
statistics from independent
nonidentically distributed Beta random
variables . . . . . . . . . . . . . . . 307--313
Yalian Li and
Hu Yang A new stochastic mixed ridge estimator
in linear regression model . . . . . . . 315--323
Chrys Caroni Testing for the Marshall--Olkin extended
form of the Weibull distribution . . . . 325--336
Andrea Martinelli and
Matteo Ruggiero and
Stephen G. Walker A note on convergence rates for
posterior distributions via large
deviations techniques . . . . . . . . . 337--347
Amitava Saha A modified unrelated question randomized
response device for complex surveys . . 349--355
Gülin Tabakan and
Fikri Akdeniz Difference-based ridge estimator of
parameters in partial linear model . . . 357--368
Yashi Wang and
Weiwei Zhuang and
Taizhong Hu Conditionally stochastic domination of
generalized order statistics from two
samples . . . . . . . . . . . . . . . . 369--373
Chansoo Kim and
Keunhee Han Estimation of the scale parameter of the
half-logistic distribution under
progressively type II censored sample 375--387
Hiroshi Kurata A theorem on the covariance matrix of a
generalized least squares estimator
under an elliptically symmetric error 389--395
Wenzhi Zhao and
Zheng Tian and
Zhiming Xia Ratio test for variance change point in
linear process with long memory . . . . 397--407
M. H. Poursaeed A note on the mean past and the mean
residual life of a $ (n - k +
1)$-out-of-$n$ system under multi
monitoring . . . . . . . . . . . . . . . 409--419
Afshin Fallah and
Mohsen Mohammadzadeh Bayesian regression analysis with linked
data using mixture normal distributions 421--430
Shuo-Jye Wu and
Syuan-Rong Huang Optimal progressive group-censoring
plans for exponential distribution in
presence of cost constraint . . . . . . 431--443
Jian-Ying Rong and
Xu-Qing Liu On misspecification of the dispersion
matrix in mixed linear models . . . . . 445--453
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Wojciech Niemiro and
Jacek Wesolowski Synthetic and composite estimation under
a superpopulation model . . . . . . . . 497--509
Jerzy Baran and
Ryszard Magiera Optimal sequential estimation procedures
of a function of a probability of
success under LINEX loss . . . . . . . . 511--529
Victor H. Lachos and
Vicente G. Cancho and
Reiko Aoki Bayesian analysis of skew-t multivariate
null intercept measurement error model 531--545
Vicente G. Cancho and
Víctor H. Lachos and
Edwin M. M. Ortega A nonlinear regression model with
skew-normal errors . . . . . . . . . . . 547--558
Housila P. Singh and
Sunil Kumar Estimation of mean in presence of
non-response using two phase sampling
scheme . . . . . . . . . . . . . . . . . 559--582
Chansoo Kim and
Seongho Song Bayesian estimation of the parameters of
the generalized exponential distribution
from doubly censored samples . . . . . . 583--597
Mark Bebbington and
Chin-Diew Lai and
Ricardas Zitikis Life expectancy of a bathtub shaped
failure distribution . . . . . . . . . . 599--612
Nicolas Bousquet Eliciting vague but proper maximal
entropy priors in Bayesian experiments 613--628
Haibo Zhou and
Jinhong You and
Bin Zhou Statistical inference for fixed-effects
partially linear regression models with
errors in variables . . . . . . . . . . 629--650
M. A. Alkhamisi Simulation study of new estimators
combining the SUR ridge regression and
the restricted least squares
methodologies . . . . . . . . . . . . . 651--672
Paolo C. Cozzucoli Simultaneous confidence intervals on
partial means of classes in the
two-stage stratified sampling . . . . . 673--685
Fabrizio Durante and
Erich Peter Klement and
Carlo Sempi and
Manuel Úbeda-Flores Measures of non-exchangeability for
bivariate random vectors . . . . . . . . 687--699
Lourdes C. Montenegro and
Víctor H. Lachos and
Heleno Bolfarine Inference for a skew extension of the
Grubbs model . . . . . . . . . . . . . . 701--715
Shalabh and
Gaurav Garg and
Neeraj Misra Consistent estimation of regression
coefficients in ultrastructural
measurement error model using stochastic
prior information . . . . . . . . . . . 717--748
Ricardo Maronna Book Review: David Skillicorn (2007):
\booktitleUnderstanding Complex
Datasets: Data Mining with Matrix
Decompositions . . . . . . . . . . . . . 749--749
Matthias Fischer Book Review: Jiti Gao:
\booktitleNonlinear time series ---
semiparametric and nonparametric methods 751--751
Matthias Fischer Hendrik Madsen (2007): Time Series
Analysis . . . . . . . . . . . . . . . . 753--754
Sylvia Tamara Lenz Book Review: Gönen, Mithat (2007):
\booktitleAnalyzing Receiver Operating
Characteristic Curves with SAS . . . . . 755--756
Anonymous Help & Contacts . . . . . . . . . . . . . ??
B. M. Golam Kibria and
A. K. Md. E. Saleh Preliminary test estimation of the
parameters of exponential and Pareto
distributions for censored samples . . . 757--773
Sana S. BuHamra and
Noriah M. Al-Kandari and
S. E. Ahmed Inference on effect size indices from
several two-armed experiments . . . . . 775--787
Gabriel Frahm Linear statistical inference for global
and local minimum variance portfolios 789--812
Chun-Zheng Cao and
Jin-Guan Lin and
Li-Xing Zhu Heteroscedasticity and/or
autocorrelation diagnostics in nonlinear
models with $ {\rm AR}(1) $ and
symmetrical errors . . . . . . . . . . . 813--836
K. K. Jose and
Shanoja R. Naik and
Miroslav M. Risti\'c Marshall--Olkin $q$-Weibull distribution
and max-min processes . . . . . . . . . 837--851
Dejian Lai Box--Cox transformation for spatial
linear models: a study on lattice data 853--864
Olcay Arslan An alternative multivariate skew Laplace
distribution: properties and estimation 865--887
A. Laheetharan and
P. Wijekoon Improved estimation of the population
parameters when some additional
information is available . . . . . . . . 889--914
Konrad Nosek Schwarz information criterion based
tests for a change-point in regression
models . . . . . . . . . . . . . . . . . 915--929
T. Pham-Gia and
N. Turkkan Exact expression of the density of the
sample generalized variance and
applications . . . . . . . . . . . . . . 931--945
David D. Hanagal Modeling heterogeneity for bivariate
survival data by the Weibull
distribution . . . . . . . . . . . . . . 947--958
Sevcan Demir and
Serkan Eryilmaz Run statistics in a sequence of
arbitrarily dependent binary trials . . 959--973
Housila P. Singh and
Sunil Kumar Estimation of population product in
presence of non-response in successive
sampling . . . . . . . . . . . . . . . . 975--996
Hilmar Drygas Book Review: Douglas C. Montgomory,
Elizabeth A. Peck, G. Geoffrey Vining
(2006): \booktitleAn Introduction to
Linear Regression Analysis . . . . . . . 997--998
Jonas Kaiser Book Review: Jim Albert and Ruud H.
Koning (editors): \booktitleStatistical
thinking in sports . . . . . . . . . . . 999--1000
Björn Bornkamp Anirban DasGupta: Asymptotic theory of
statistics and probability . . . . . . . 1001--1003
David E. Giles Book Review: K. Krishnamoorthy (2006):
\booktitleHandbook of statistical
distributions with applications . . . . 1005--1006
Hilmar Drygas Book Review: Youngjo Lee, John A.
Nelder, Yudi Pawitan:
\booktitleGeneralized linear models with
random effects: unified analysis via
$H$-likelihood . . . . . . . . . . . . . 1007--1008
Ricardo Maronna Book Review: Walter W. Piegorsch and A.
John Bailer (2005): \booktitleAnalyzing
environmental data . . . . . . . . . . . 1009--1010
Karsten Webel Steland, Ansgar: Basiswissen statistik,
Springer, Berlin, 2007 . . . . . . . . . 1011--1012
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Karl Friedrich Siburg and
Pavel A. Stoimenov Symmetry of functions and
exchangeability of random variables . . 1--15
Chong Sun Hong and
Beom Jun Kim Mutual information and redundancy for
categorical data . . . . . . . . . . . . 17--31
Ping Ye and
Bhaskar Bhattacharya Tests of symmetry with one-sided
alternatives in three-way contingency
tables . . . . . . . . . . . . . . . . . 33--51
Chansoo Kim and
Jinhyouk Jung and
Younshik Chung Bayesian estimation for the
exponentiated Weibull model under Type
II progressive censoring . . . . . . . . 53--70
Robinson Kruse A new unit root test against ESTAR based
on a class of modified statistics . . . 71--85
Steven L. Scott Data augmentation, frequentist
estimation, and the Bayesian analysis of
multinomial logit models . . . . . . . . 87--109
Arijit Chaudhuri and
Mausumi Bose and
Kajal Dihidar Estimating sensitive proportions by
Warner's randomized response technique
using multiple randomized responses from
distinct persons sampled . . . . . . . . 111--124
Ramesh C. Gupta Bivariate odds ratio and association
measures . . . . . . . . . . . . . . . . 125--138
Arjun K. Gupta and
Johanna Marcela Orozco-Castañeda and
Daya K. Nagar Non-central bivariate beta distribution 139--152
Rendao Ye and
Tiefeng Ma and
Songgui Wang Generalized confidence intervals for the
process capability indices in general
random effect model with balanced data 153--169
A. Laheetharan and
P. Wijekoon Mean square error comparison among
variance estimators with known
coefficient of variation . . . . . . . . 171--201
Ruibing Qin and
Zheng Tian and
Hao Jin Truncating estimation for the change in
stochastic trend with heavy-tailed
innovations . . . . . . . . . . . . . . 203--217
Dieter Rasch and
Klaus D. Kubinger and
Karl Moder The two-sample $t$ test: pre-testing its
assumptions does not pay off . . . . . . 219--231
Ricardo Maronna Book Review: Takayuki Saito, Hiroshi
Yadohisa (2005): \booktitleData analysis
of asymmetric structures: advanced
approaches in computational statistics 233--234
Hans-J. Lenz Book Review: Finn V. Jensen, Thomas D.
Nielsen (2007): \booktitleBayesian
Networks and Decision Graphs . . . . . . 235--237
Wolfgang Polasek Book Review: Jim Albert (2007):
\booktitleBayesian computation with R 239--240
R. Viertl Book Review: N. D. Singpurwalla (2006):
\booktitleReliability and risk: a
Bayesian perspective . . . . . . . . . . 241--241
Sylvia Tamara Lenz Book Review: Shein-Chung Chow, Jun Shao,
Hansheng Wang (2008): \booktitleSample
Size Calculations in Clinical Research,
2nd edition . . . . . . . . . . . . . . 243--244
Wolfgang Polasek Book Review: James Raymer (ed), Frans
Wiilekens (Co-editor):
\booktitleInternational migration in
Europe: data, models and estimates . . . 245--246
Wolfgang Polasek Book Review: Nassim Nicholas Taleb:
\booktitleThe black swan: the impact of
the highly improbable . . . . . . . . . 247--249
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Jinhong You and
Xian Zhou and
Lixing Zhu and
Bin Zhou Weighted denoised minimum distance
estimation in a regression model with
autocorrelated measurement errors . . . 263--286
Luis Firinguetti and
Gladys Bobadilla Asymptotic confidence intervals in ridge
regression based on the Edgeworth
expansion . . . . . . . . . . . . . . . 287--307
Dhannya P. Joseph Gamma distribution and extensions by
using pathway idea . . . . . . . . . . . 309--325
Min Kim and
Bong-Jin Yum Life test sampling plans for Weibull
distributed lifetimes under accelerated
hybrid censoring . . . . . . . . . . . . 327--342
Arijit Chaudhuri and
Mausumi Bose and
Kajal Dihidar Estimation of a sensitive proportion by
Warner's randomized response data
through inverse sampling . . . . . . . . 343--354
Mehmet Yilmaz Convex transformation on survival
functions and related dependence
concepts . . . . . . . . . . . . . . . . 355--370
Gabriela Ciuperca Penalized least absolute deviations
estimation for nonlinear model with
change-points . . . . . . . . . . . . . 371--390
Wanrong Liu and
Xuewen Lu Empirical likelihood for
density-weighted average derivatives . . 391--412
H. Zarei and
H. Jabbari Complete convergence of weighted sums
under negative dependence . . . . . . . 413--418
Tzong-Ru Tsai and
Wen-Pin Yen Exponentially weighted moving average
control charts for three-level products 419--429
A. Jamalizadeh and
A. R. Arabpour and
N. Balakrishnan A generalized skew two-piece skew-normal
distribution . . . . . . . . . . . . . . 431--446
Soo Hak Sung On the strong convergence for weighted
sums of random variables . . . . . . . . 447--454
Alexandre G. Patriota and
Artur J. Lemonte and
Heleno Bolfarine Improved maximum likelihood estimators
in a heteroskedastic errors-in-variables
model . . . . . . . . . . . . . . . . . 455--467
A. Abtahi and
M. Towhidi and
J. Behboodian An appropriate empirical version of
skew-normal density . . . . . . . . . . 469--489
Walter Krämer Book Review: O. W. Winkler:
\booktitleInterpreting socio-economic
data --- a foundation of descriptive
statistics . . . . . . . . . . . . . . . 491--492
Matthias Arnold Book Review: James Le Sage, Robert K.
Pace: \booktitleIntroduction to spatial
econometrics . . . . . . . . . . . . . . 493--494
Helmut Lütkepohl Book Review: Bernhard Pfaff (2006):
\booktitleAnalysis of Integrated and
Cointegrated Time Series with R . . . . 495--496
Helmut Lütkepohl Book Review: I Gusti Ngurah Agung
(2009): \booktitleTime Series Data
Analysis Using EViews . . . . . . . . . 497--499
Michael Bücker Book Review: Michael J. Daniels, Joseph
W. Hogan: \booktitleMissing data in
longitudinal studies . . . . . . . . . . 501--502
Christoph Hanck Book Review: Joshua D. Angrist and
Jörn--Steffen Pischke (2009):
\booktitleMostly Harmless Econometrics:
An Empiricist's Companion . . . . . . . 503--504
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Yonggang Hu and
Yong Wang and
Yi Wu and
Qiang Li and
Chenping Hou Generalized Mahalanobis depth in the
reproducing kernel Hilbert space . . . . 511--522
M. Kayid Preservation properties of the moment
generating function ordering of residual
lives . . . . . . . . . . . . . . . . . 523--529
Frosso S. Makri and
Zaharias M. Psillakis On runs of length exceeding a threshold:
normal approximation . . . . . . . . . . 531--551
Filidor Vilca-Labra and
Reiko Aoki and
Camila Borelli Zeller Hypotheses testing for structural
calibration model . . . . . . . . . . . 553--565
V. H. Lachos and
T. Angolini and
C. A. Abanto-Valle On estimation and local influence
analysis for measurement errors models
under heavy-tailed distributions . . . . 567--590
Felipe R. S. de Gusmão and
Edwin M. M. Ortega and
Gauss M. Cordeiro The generalized inverse Weibull
distribution . . . . . . . . . . . . . . 591--619
Shuangzhe Liu and
Chris C. Heyde and
Wing-Keung Wong Moment matrices in conditional
heteroskedastic models under elliptical
distributions with applications in
AR--ARCH models . . . . . . . . . . . . 621--632
Giancarlo Diana and
Pier Francesco Perri A class of estimators for quantitative
sensitive data . . . . . . . . . . . . . 633--650
Mohammad Ahsanullah and
Fazil Aliev A characterization of geometric
distribution based on weak records . . . 651--655
Wen-Chuan Lee and
Jong-Wuu Wu and
Chun-Te Li Characterization of the mixtures of
Rayleigh distributions by conditional
expectation of order statistics . . . . 657--675
Mauro Costantini and
Stephan Popp A note on the asymptotic distribution of
a Perron-type innovational outlier unit
root test with a break . . . . . . . . . 677--682
Toshihiro Abe and
Arthur Pewsey Sine-skewed circular distributions . . . 683--707
Rada Dakovic and
Claudia Czado Comparing point and interval estimates
in the bivariate $t$-copula model with
application to financial data . . . . . 709--731
Ricardo Maronna Alan Julian Izenman (2008): Modern
Multivariate Statistical Techniques:
Regression, Classification and Manifold
Learning . . . . . . . . . . . . . . . . 733--734
Dominik Wied Book Review: Peter W. Jones and Peter
Smith, \booktitleStochastic Processes:
An Introduction . . . . . . . . . . . . 735--736
Pavel Stoimenov Book Review: Philippe Jorion,
\booktitleValue at Risk, 3rd Ed: The New
Benchmark for Managing Financial Risk 737--738
J. A. Pardo Book Review: Paolo Giudici and Silvia
Figini: \booktitleApplied data mining
for business and industry (Second
Edition) . . . . . . . . . . . . . . . . 739--740
Walter Krämer Book Review: Andrew Gelman and Jennifer
Hill: \booktitleData analysis using
regression and multilevel/hierarchical
models . . . . . . . . . . . . . . . . . 741--742
M. Z. Anis Comments on ``Testing for NBUL using
goodness of fit approach with
applications'' (Statistical Papers
(2010) \bf 51: 27--40, DOI
10.1007/s00362-007-0113-0) . . . . . . . 743--747
T. Pham-Gia and
N. Turkkan Erratum to: Exact expression of the
density of the sample generalized
variance and applications . . . . . . . 749--749
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Germán Aneiros-Pérez and
Philippe Vieu Automatic estimation procedure in
partial linear model with functional
data . . . . . . . . . . . . . . . . . . 751--771
Luca Greco and
Laura Ventura Robust inference for the stress-strength
reliability . . . . . . . . . . . . . . 773--788
K. K. Jose and
Miroslav M. Risti\'c and
Ancy Joseph Marshall--Olkin bivariate Weibull
distributions and processes . . . . . . 789--798
Alireza Faraz and
Erwin Saniga A unification and some corrections to
Markov chain approaches to develop
variable ratio sampling scheme control
charts . . . . . . . . . . . . . . . . . 799--811
Ernest Fokoue and
Bertrand Clarke Bias-variance trade-off for prequential
model list selection . . . . . . . . . . 813--833
Khalaf E. Ahmad and
Zeinhum F. Jaheen and
Heba S. Mohammed Finite mixture of Burr type XII
distribution and its reciprocal:
properties and applications . . . . . . 835--845
Uwe Hassler and
Jan Scheithauer Detecting changes from short to long
memory . . . . . . . . . . . . . . . . . 847--870
Nabor O. Castillo and
Héctor W. Gómez and
Heleno Bolfarine Epsilon Birnbaum--Saunders distribution
family: properties and inference . . . . 871--883
Ayyub Sheikhi and
Ahad Jamalizadeh Regression analysis using order
statistics . . . . . . . . . . . . . . . 885--892
K. R. Muraleedharan Nair and
P. G. Sankaran and
S. Smitha Chernoff distance for truncated
distributions . . . . . . . . . . . . . 893--909
Yongge Tian and
Jieping Zhang Some equalities for estimations of
partial coefficients under a general
linear regression model . . . . . . . . 911--920
D. K. Al-Mutairi and
M. E. Ghitany and
D. Kundu A new bivariate distribution with
weighted exponential marginals and its
multivariate generalization . . . . . . 921--936
Amir Kavousi and
Mohammad Reza Meshkani and
Mohsen Mohammadzadeh Spatial analysis of auto-multivariate
lattice data . . . . . . . . . . . . . . 937--952
Ryo Uemukai Small sample properties of a ridge
regression estimator when there exist
omitted variables . . . . . . . . . . . 953--969
Cornelis A. Van Bochove Expectation of a uniform random variable
with uniform observation errors after
selection of the highest observations 971--977
Walter Krämer Book Review: Wojtek J. Krzanowski and
David J. Hand: \booktitleROC curves for
continuous data . . . . . . . . . . . . 979--980
Ricardo Maronna Richard Berk: Statistical learning from
a regression perspective . . . . . . . . 981--982
Karsten Webel Book Review: Greene, W. H.,
\booktitleEconometric analysis . . . . . 983--984
Björn Bornkamp Book Review: G. Parmigiani and L. Inoue:
\booktitleDecision theory-principles and
approaches . . . . . . . . . . . . . . . 985--986
Wolfgang Polasek New publications on R . . . . . . . . . 987--988
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Dominik Wied and
Rafael Weißbach Consistency of the kernel density
estimator: a survey . . . . . . . . . . 1--21
S. Gurler On residual lifetimes in sequential $ (n
- k + 1)$-out-of-$n$ systems . . . . . . 23--31
Robert Jonsson When does Heckman's two-step procedure
for censored data work and when does it
not? . . . . . . . . . . . . . . . . . . 33--49
Mohammad Jafari Jozani and
Éric Marchand and
Ahmad Parsian Bayesian and Robust Bayesian analysis
under a general class of balanced loss
functions . . . . . . . . . . . . . . . 51--60
Marco Marozzi A combined test for differences in scale
based on the interquantile range . . . . 61--72
Soo Hak Sung Complete convergence for weighted sums
of negatively dependent random variables 73--82
Xuemin Zi and
Changliang Zou and
Yukun Liu Two-sample empirical likelihood method
for difference between coefficients in
linear regression model . . . . . . . . 83--93
M. Razmkhah and
H. Morabbi and
J. Ahmadi Comparing two sampling schemes based on
entropy of record statistics . . . . . . 95--106
Jürgen Hansohm and
Xiaomi Hu A convergent algorithm for a generalized
multivariate isotonic regression problem 107--115
Ali I. Genç Moments of order statistics of
Topp--Leone distribution . . . . . . . . 117--131
Takeshi Emura and
Yoshihiko Konno Multivariate normal distribution
approaches for dependently truncated
data . . . . . . . . . . . . . . . . . . 133--149
Maciej Wilczy\'nski Minimax prediction in the linear model
with a relative squared error . . . . . 151--164
Vicente G. Cancho and
Mário de Castro and
Josemar Rodrigues A Bayesian analysis of the
Conway--Maxwell-Poisson cure rate model 165--176
Milenko Bernadic and
José Candel The doubly truncated function of indices
on discrete distributions . . . . . . . 177--193
N. Hosseinioun and
H. Doosti and
H. A. Nirumand Nonparametric estimation of the
derivatives of a density by the method
of wavelet for mixing sequences . . . . 195--203
Omid Karimi and
Mohsen Mohammadzadeh Bayesian spatial regression models with
closed skew normal correlated errors and
missing observations . . . . . . . . . . 205--218
P. Hasanalipour and
M. Sharafi A new generalized Balakrishnan
skew-normal distribution . . . . . . . . 219--228
Eno Vangjeli ASN-minimax double sampling plans by
variables for two-sided specification
limits when the standard deviation is
known . . . . . . . . . . . . . . . . . 229--238
Ricardo Maronna Book Review: Thomas P. Ryan,
\booktitleModern regression methods (2nd
edn) . . . . . . . . . . . . . . . . . . 239--240
Sylvia Tamara Lenz Book Review: Alex Dmitrienko, Ajit C.
Tamhane, Frank Bretz (eds.):
\booktitleMultiple testing problems in
pharmaceutical statistics . . . . . . . 241--242
Anonymous Help & Contacts . . . . . . . . . . . . . ??
M. C. Jones Letter to the Editor . . . . . . . . . . 251--251
F. R. S. de Gusmão and
E. M. M. Ortega and
G. M. Cordeiro Reply to the ``Letter to the Editor'' of
M. C. Jones . . . . . . . . . . . . . . 253--254
Giacomo Sbrana and
Andrea Silvestrini Comparing aggregate and disaggregate
forecasts of first order moving average
models . . . . . . . . . . . . . . . . . 255--263
Esra Akdeniz Duran and
Fikri Akdeniz Efficiency of the modified jackknifed
Liu-type estimator . . . . . . . . . . . 265--280
Apostolos Batsidis Errors of misclassification in
discrimination with data from truncated
$t$ populations . . . . . . . . . . . . 281--298
Pawe\l R. Pordzik A bound for the Euclidean distance
between restricted and unrestricted
estimators of parametric functions in
the general linear model . . . . . . . . 299--304
Piero Quatto and
Antonella Zambon The uniformly minimum variance unbiased
estimator of odds ratio in case-control
studies under inverse sampling . . . . . 305--309
Wolf Krumbholz and
Andreas Rohr and
Eno Vangjeli Minimax versions of the two-stage $t$
test . . . . . . . . . . . . . . . . . . 311--321
Spiros D. Dafnis and
Andreas N. Philippou and
Demetrios L. Antzoulakos Distributions of patterns of two
successes separated by a string of $ k -
2 $ failures . . . . . . . . . . . . . . 323--344
Frederik Michiels and
Ann De Schepper How to improve the fit of Archimedean
copulas by means of transforms . . . . . 345--355
Philipp Sibbertsen and
Juliane Willert Testing for a break in persistence under
long-range dependencies and mean shifts 357--370
Xin Chen and
Min Tsao and
Julie Zhou Robust second-order least-squares
estimator for regression models . . . . 371--386
X. Joan Hu and
Bin Zhang Pseudolikelihood ratio test with biased
observations . . . . . . . . . . . . . . 387--400
Junshan Shen and
Wei Liang and
Shuyuan He Likelihood ratio inference for mean
residual life . . . . . . . . . . . . . 401--408
Qian Chen and
David E. Giles Finite-sample properties of the maximum
likelihood estimator for the binary
logit model with random covariates . . . 409--426
Yalian Li and
Hu Yang A new Liu-type estimator in linear
regression model . . . . . . . . . . . . 427--437
Weiming Li and
Tianqing Liu and
Zhidong Bai Rounded data analysis based on ranked
set sample . . . . . . . . . . . . . . . 439--455
Arnab Kumar Laha and
K. C. Mahesh SB-robust estimator for the
concentration parameter of circular
normal distribution . . . . . . . . . . 457--467
Abbas Parchami and
S. Mahmoud Taheri and
Mashaallah Mashinchi Testing fuzzy hypotheses based on vague
observations: a $p$-value approach . . . 469--484
Chuanhua Wei and
Yubo Luo and
Xizhi Wu Empirical likelihood for partially
linear additive errors-in-variables
models . . . . . . . . . . . . . . . . . 485--496
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Linda Lee Ho and
Roberto da Costa Quinino and
Emílio Suyama and
Ruth Pereira Lourenço Monitoring the conforming fraction of
high-quality processes using a control
chart $p$ under a small sample size and
an alternative estimator . . . . . . . . 507--519
Litong Wang and
Hu Yang Matrix Euclidean norm Wielandt
inequalities and their applications to
statistics . . . . . . . . . . . . . . . 521--530
J. Ravichandran A review of preliminary test-based
statistical methods for the benefit of
Six Sigma quality practitioners . . . . 531--547
Xinfeng Chang and
Hu Yang Combining two-parameter and principal
component regression estimators . . . . 549--562
Antonio Punzo and
Alessandro Zini Discrete approximations of continuous
and mixed measures on a compact interval 563--575
Eduardo Fé Instrumental variable estimation of
heteroskedasticity adaptive error
component models . . . . . . . . . . . . 577--615
Dexter O. Cahoy An estimation procedure for the Linnik
distribution . . . . . . . . . . . . . . 617--628
Tang Qingguo and
Cheng Longsheng Componentwise B-spline estimation for
varying coefficient models with
longitudinal data . . . . . . . . . . . 629--652
Gauss M. Cordeiro and
Josemar Rodrigues and
Mário de Castro The exponential COM--Poisson
distribution . . . . . . . . . . . . . . 653--664
Camila B. Zeller and
Rignaldo R. Carvalho and
Victor H. Lachos On diagnostics in multivariate
measurement error models under
asymmetric heavy-tailed distributions 665--683
V. Nekoukhou and
M. H. Alamatsaz A family of skew-symmetric-Laplace
distributions . . . . . . . . . . . . . 685--696
Johan Lyhagen A note on the representation of $ E(x
\otimes x x') $ and $ E(x x' \otimes x
x') $ for the random vector $x$ . . . . 697--701
Lucio Barabesi and
Sara Franceschi and
Marzia Marcheselli A randomized response procedure for
multiple-sensitive questions . . . . . . 703--718
Mohammad Jafari Jozani and
Saeed Majidi and
François Perron Unbiased and almost unbiased ratio
estimators of the population mean in
ranked set sampling . . . . . . . . . . 719--737
Erhard Reschenhofer and
Michael Schilde and
Eva Oberecker and
Ellen Payr and
Hasan T. Tandogan and
Lea M. Wakolbinger Identifying the determinants of foreign
direct investment: a data-specific model
selection approach . . . . . . . . . . . 739--752
Bilgehan Güven Approximate tests in unbalanced two-way
random models without interaction . . . 753--766
Christoph Hanck Multiple unit root tests under
uncertainty over the initial condition:
some powerful modifications . . . . . . 767--774
Chu-In Charles Lee and
Wei Liu and
Chul Gyu Park and
Jianan Peng Inference for comparing a multinomial
distribution with a known standard . . . 775--788
Jafar Ahmadi and
N. Balakrishnan Outer and inner prediction intervals for
order statistics intervals based on
current records . . . . . . . . . . . . 789--802
Karsten Webel Book Review: Panik, M. (2009):
\booktitleRegression Modeling ---
Methods, Theory, and Computation with
SAS . . . . . . . . . . . . . . . . . . 803--804
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Christopher S. Withers and
Saralees Nadarajah Maximum modulus confidence bands . . . . 811--819
A. Ghalamfarsa Mostofi and
M. Kharrati-Kopaei Bayesian nonparametric inference for
unimodal skew-symmetric distributions 821--832
Cynthia A. V. Tojeiro and
Francisco Louzada A general threshold stress hybrid hazard
model for lifetime data . . . . . . . . 833--848
Karim Zare and
Abdolrahman Rasekh and
Ali Akbar Rasekhi Estimation of variance components in
linear mixed measurement error models 849--863
Ali I. Genç Distribution of linear functions from
ordered bivariate log-normal
distribution . . . . . . . . . . . . . . 865--874
Neveka M. Olmos and
Héctor Varela and
Héctor W. Gómez and
Heleno Bolfarine An extension of the half-normal
distribution . . . . . . . . . . . . . . 875--886
Wojciech Gamrot Estimation of finite population kurtosis
under two-phase sampling for nonresponse 887--894
Ningning Zhao and
Zhidong Bai Analysis of rounded data in mixture
normal model . . . . . . . . . . . . . . 895--914
Hisayuki Tsukuma Simultaneous estimation of restricted
location parameters based on permutation
and sign-change . . . . . . . . . . . . 915--934
Mátyás Barczy and
Márton Ispány and
Gyula Pap and
Manuel Scotto and
Maria Eduarda Silva Additive outliers in INAR(1) models . . 935--949
Yousung Park and
Hee-Young Kim Diagnostic checks for integer-valued
autoregressive models using expected
residuals . . . . . . . . . . . . . . . 951--970
P. N. Patil and
P. P. Patil and
D. Bagkavos A measure of asymmetry . . . . . . . . . 971--985
Sabrina Giordano and
Pier Francesco Perri Efficiency comparison of unrelated
question models based on same privacy
protection degree . . . . . . . . . . . 987--999
Brenton R. Clarke and
Peter L. McKinnon and
Geoff Riley A fast robust method for fitting gamma
distributions . . . . . . . . . . . . . 1001--1014
Michael Schomaker Shrinkage averaging estimation . . . . . 1015--1034
Riccardo Borgoni and
Piero Quatto Uniformly most powerful unbiased test
for shoulder condition in point transect
sampling . . . . . . . . . . . . . . . . 1035--1044
K. Adamski and
S. W. Human and
A. Bekker A generalized multivariate beta
distribution: control charting when the
measurements are from an exponential
distribution . . . . . . . . . . . . . . 1045--1064
Michael Bücker Alan Julian Izenman: Modern statistical
techniques: regression, classification,
and manifold learning . . . . . . . . . 1065--1066
Thoralf Mildenberger Book Review: Günther Sawitzki:
\booktitleComputational statistics. An
introduction to R . . . . . . . . . . . 1067--1068
Peter Hackl Book Review: Shirley Coleman, Tony
Greenfield, Dave Stewardson, Douglas C.
Montgomery: \booktitleStatistical
practice in business and industry . . . 1069--1069
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Esmeralda Gonçalves and
Joana Leite and
Nazaré Mendes-Lopes The ARL of modified Shewhart control
charts for conditionally heteroskedastic
models . . . . . . . . . . . . . . . . . 1--19
Manoj Chacko and
M. Shy Mary Concomitants of $k$-record values
arising from Morgenstern family of
distributions and their applications in
parameter estimation . . . . . . . . . . 21--46
Roberto da Costa Quinino and
Linda Lee Ho and
Emílio Suyama Alternative estimator for the parameters
of a mixture of two binomial
distributions . . . . . . . . . . . . . 47--69
Wangli Xu and
Yanwen Li and
Dawo Song Testing normality in mixed models using
a transformation method . . . . . . . . 71--84
Guo-Liang Fan and
Han-Ying Liang and
Jiang-Feng Wang Empirical likelihood for heteroscedastic
partially linear errors-in-variables
model with $ \alpha $-mixing errors . . 85--112
Edwin M. M. Ortega and
Gauss M. Cordeiro and
Michael W. Kattan The log-beta Weibull regression model
with application to predict recurrence
of prostate cancer . . . . . . . . . . . 113--132
Gauss M. Cordeiro and
Cláudio T. Cristino and
Elizabeth M. Hashimoto and
Edwin M. M. Ortega The beta generalized Rayleigh
distribution with applications to
lifetime data . . . . . . . . . . . . . 133--161
K. S. Sultan and
A. S. Al-Moisheer Updating a nonlinear discriminant
function estimated from a mixture of two
inverse Weibull distributions . . . . . 163--175
Pablo A. Mitnik and
Sunyoung Baek The Kumaraswamy distribution:
median-dispersion re-parameterizations
for regression modeling and
simulation-based estimation . . . . . . 177--192
Yu Miao and
Fangfang Zhao and
Ke Wang and
Yanping Chen Asymptotic normality and strong
consistency of LS estimators in the EV
regression model with NA errors . . . . 193--206
Walid Abu-Dayyeh and
Aissa Assrhani and
Kamarulzaman Ibrahim Estimation of the shape and scale
parameters of Pareto distribution using
ranked set sampling . . . . . . . . . . 207--225
Wen-Jang Huang and
Nan-Cheng Su Identification of power distribution
mixtures through regression of
exponentials . . . . . . . . . . . . . . 227--241
Serkan Eryilmaz On residual lifetime of coherent systems
after the $r$-th failure . . . . . . . . 243--250
I. Barranco-Chamorro and
B. M. Golam Kibria and
A. K. Md. E. Saleh Erratum . . . . . . . . . . . . . . . . 251--254
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Claudio Giovanni Borroni A new rank correlation measure . . . . . 255--270
Azam Dehgani and
Ali Dolati and
Manuel Úbeda-Flores Measures of radial asymmetry for
bivariate random vectors . . . . . . . . 271--286
M. M. Mohie El-Din and
A. R. Shafay One- and two-sample Bayesian prediction
intervals based on progressively Type-II
censored data . . . . . . . . . . . . . 287--307
Eloísa Díaz-Francés and
Francisco J. Rubio On the existence of a normal
approximation to the distribution of the
ratio of two independent normal random
variables . . . . . . . . . . . . . . . 309--323
Ayyub Sheikhi and
Yaser Mehrali and
Mahbanoo Tata On the exact joint distribution of a
linear combination of order statistics
and their concomitants in an
exchangeable multivariate normal
distribution . . . . . . . . . . . . . . 325--332
Gauss M. Cordeiro and
Artur J. Lemonte On the Marshall--Olkin extended Weibull
distribution . . . . . . . . . . . . . . 333--353
Mustafa Nadar and
Alexander Papadopoulos and
Fatih Kizilaslan Statistical analysis for Kumaraswamy's
distribution based on record data . . . 355--369
Christopher S. Withers and
Saralees Nadarajah Calibration with low bias . . . . . . . 371--379
Mahdi Tavangar and
Marzieh Hashemi On characterizations of the generalized
Pareto distributions based on
progressively censored order statistics 381--390
A. Asgharzadeh and
L. Esmaily and
S. Nadarajah Approximate MLEs for the location and
scale parameters of the skew logistic
distribution . . . . . . . . . . . . . . 391--411
Anna Szczepa\'nska Simultaneous choice of time points and
the block design in the growth curve
model . . . . . . . . . . . . . . . . . 413--425
Ali I. Genç A skew extension of the slash
distribution via beta-normal
distribution . . . . . . . . . . . . . . 427--442
Christopher S. Withers and
Saralees Nadarajah Correlation is first order independent
of transformation . . . . . . . . . . . 443--456
S. M. Taheri and
G. Hesamian A generalization of the Wilcoxon
signed-rank test and its applications 457--470
Nirpeksh Kumar A procedure for testing suspected
observations . . . . . . . . . . . . . . 471--478
Housila P. Singh and
Ramkrishna S. Solanki A new procedure for variance estimation
in simple random sampling using
auxiliary information . . . . . . . . . 479--497
Eloísa Díaz-Francés and
José A. Montoya The simplicity of likelihood based
inferences for $ P(X < Y) $ and for the
ratio of means in the exponential model 499--522
Zhonghua Li and
Peihua Qiu and
Snigdhansu Chatterjee and
Zhaojun Wang Using $p$ values to design statistical
process control charts . . . . . . . . . 523--539
Wolfgang Polasek Book Review: Raquel Prado and Mike West:
\booktitleTime series: modelling,
computation and inference . . . . . . . 541--542
P. G. Hackl Book Review: Dale L. Zimmerman, Vicente
A. Núñez--Antón: \booktitleAntedependence
models for longitudinal data . . . . . . 543--544
Anonymous Help & Contacts . . . . . . . . . . . . . ??
A. Hussein and
H. A. Muttlak and
E. Al-Sawi Group sequential methods based on ranked
set samples . . . . . . . . . . . . . . 547--562
Christian H. Weiß and
Hee-Young Kim Parameter estimation for binomial AR(1)
models with applications in finance and
industry . . . . . . . . . . . . . . . . 563--590
Nenghui Kuang and
Huantian Xie Large and moderate deviations in testing
Rayleigh diffusion model . . . . . . . . 591--603
Shahjahan Khan and
Budi Pratikno Testing base load with non-sample prior
information on process load . . . . . . 605--617
Manoj Kumar Rastogi and
Yogesh Mani Tripathi Inference on unknown parameters of a
Burr distribution under hybrid censoring 619--643
Tianqing Liu and
Xiaohui Yuan Random rounded integer-valued
autoregressive conditional
heteroskedastic process . . . . . . . . 645--683
Sungsu Kim and
Ashis SenGupta A three-parameter generalized von Mises
distribution . . . . . . . . . . . . . . 685--693
Ronald Christensen and
Yong Lin Linear models that allow perfect
estimation . . . . . . . . . . . . . . . 695--708
J. F. Rosco and
Harry Joe Measures of tail asymmetry for bivariate
copulas . . . . . . . . . . . . . . . . 709--726
Wojciech Gamrot Maximum likelihood estimation for
ordered expectations of correlated
binary variables . . . . . . . . . . . . 727--739
Ali I. Genç Moments of truncated normal/independent
distributions . . . . . . . . . . . . . 741--764
H. Jabbari On almost sure convergence for weighted
sums of pairwise negatively quadrant
dependent random variables . . . . . . . 765--772
Soo Hak Sung On the strong convergence for weighted
sums of $ \rho^* $-mixing random
variables . . . . . . . . . . . . . . . 773--781
Frosso S. Makri and
Zaharias M. Psillakis Exact distributions of constrained $ (k,
l) $ strings of failures between
subsequent successes . . . . . . . . . . 783--806
Filippo Domma and
Sabrina Giordano A copula-based approach to account for
dependence in stress-strength models . . 807--826
Nitis Mukhopadhyay and
Bhargab Chattopadhyay On a new interpretation of the sample
variance . . . . . . . . . . . . . . . . 827--837
Saralees Nadarajah and
Gauss M. Cordeiro and
Edwin M. M. Ortega The exponentiated Weibull distribution:
a survey . . . . . . . . . . . . . . . . 839--877
Saieed F. Ateya and
Elham A. Madhagi On multivariate truncated generalized
Cauchy distribution . . . . . . . . . . 879--897
Ricardo Maronna Book Review: Tao Li, Mitsunori Ogihara,
George Tzanetakis (eds.).
\booktitleMusic data mining . . . . . . 899--899
Wolfgang Polasek Book Review: Peter D. Congdon:
\booktitleApplied Bayesian hierarchical
methods . . . . . . . . . . . . . . . . 901--902
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Philipp Sibbertsen and
Rafael Weißbach Editors' introduction . . . . . . . . . 907--909
Jörg Breitung and
Robinson Kruse When bubbles burst: econometric tests
based on structural breaks . . . . . . . 911--930
Achim Zeileis and
Torsten Hothorn A toolbox of permutation tests for
structural change . . . . . . . . . . . 931--954
Dominik Wied and
Daniel Ziggel and
Tobias Berens On the application of new tests for
structural changes on global
minimum-variance portfolios . . . . . . 955--975
Philip Bertram and
Robinson Kruse and
Philipp Sibbertsen Fractional integration versus level
shifts: the case of realized asset
correlations . . . . . . . . . . . . . . 977--991
Alexander Kremer and
Rafael Weißbach Consistent estimation for discretely
observed Markov jump processes with an
absorbing state . . . . . . . . . . . . 993--1007
Taesuk Lee and
Mico Loretan and
Werner Ploberger Rate-optimal tests for jumps in
diffusion processes . . . . . . . . . . 1009--1041
Matei Demetrescu and
Christoph Hanck Nonlinear IV panel unit root testing
under structural breaks in the error
variance . . . . . . . . . . . . . . . . 1043--1066
Badi H. Baltagi and
Chihwa Kao and
Sanggon Na Testing for cross-sectional dependence
in a panel factor model using the wild
bootstrap $F$ test . . . . . . . . . . . 1067--1094
M. Waser and
M. Deistler and
H. Garn and
T. Benke and
P. Dal-Bianco and
G. Ransmayr and
D. Grossegger and
R. Schmidt EEG in the diagnostics of Alzheimer's
disease . . . . . . . . . . . . . . . . 1095--1107
Oskar Maria Baksalary and
Götz Trenkler and
Erkki Liski Let us do the twist again . . . . . . . 1109--1119
Christian Kleiber On moment indeterminacy of the Benini
income distribution . . . . . . . . . . 1121--1130
Helmut Lütkepohl Reducing confidence bands for simulated
impulse responses . . . . . . . . . . . 1131--1145
Leandro Pardo and
María del Carmen Pardo Julio Angel Pardo Llorente, 1960--2013
(Associate Editor of
\booktitleStatistical Papers) . . . . . 1147--1149
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Roland Fried and
Sonja Kuhnt and
Christine H. Müller Preface . . . . . . . . . . . . . . . . 1--2
Liesa Denecke and
Christine H. Müller Consistency of the likelihood depth
estimator for the correlation
coefficient . . . . . . . . . . . . . . 3--13
M. Hubert and
P. Rousseeuw and
K. Vakili Shape bias of robust covariance
estimators: an empirical study . . . . . 15--28
Peter Filzmoser and
Anne Ruiz-Gazen and
Christine Thomas-Agnan Identification of local multivariate
outliers . . . . . . . . . . . . . . . . 29--47
Tatjana Lange and
Karl Mosler and
Pavlo Mozharovskyi Fast nonparametric classification based
on data depth . . . . . . . . . . . . . 49--69
Jaakko Nevalainen and
Somnath Datta and
Hannu Oja Inference on the marginal distribution
of clustered data with informative
cluster size . . . . . . . . . . . . . . 71--92
Peter Ruckdeschel and
Bernhard Spangl and
Daria Pupashenko Robust Kalman tracking and smoothing
with propagating and non-propagating
outliers . . . . . . . . . . . . . . . . 93--123
Christoph P. Kustosz and
Christine H. Müller Analysis of crack growth with robust,
distribution-free estimators and tests
for non-stationary autoregressive
processes . . . . . . . . . . . . . . . 125--140
Klaus Nordhausen On robustifying some second order blind
source separation methods for
nonstationary time series . . . . . . . 141--156
Henryk Zähle Qualitative robustness of von Mises
statistics based on strongly mixing data 157--167
Michele Aquaro and
Pavel Cízek Robust estimation of dynamic
fixed-effects panel data models . . . . 169--186
N. M. Neykov and
P. Filzmoser and
P. N. Neytchev Ultrahigh dimensional variable selection
through the penalized maximum trimmed
likelihood estimator . . . . . . . . . . 187--207
Maya Shevlyakova and
Stephan Morgenthaler Sliced inverse regression for survival
data . . . . . . . . . . . . . . . . . . 209--220
Tadeusz Bednarski On robust causality nonresponse testing
in duration studies under the Cox model 221--231
Ales Toman Robust confirmatory factor analysis
based on the forward search algorithm 233--252
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Sukhbir Singh and
Kanchan Jain and
Suresh Sharma Replicated measurement error model under
exact linear restrictions . . . . . . . 253--274
Ernesto J. Veres-Ferrer and
Jose M. Pavía On the relationship between the reversed
hazard rate and elasticity . . . . . . . 275--284
Qinchi Zhang and
Wenzhi Yang and
Shuhe Hu On Bahadur representation for sample
quantiles under $ \alpha $-mixing
sequence . . . . . . . . . . . . . . . . 285--299
Zhongxue Chen and
Hon Keung Tony Ng and
Saralees Nadarajah A note on Cochran test for homogeneity
in one-way ANOVA and meta-analysis . . . 301--310
Saieed F. Ateya Maximum likelihood estimation under a
finite mixture of generalized
exponential distributions based on
censored data . . . . . . . . . . . . . 311--325
Dengke Xu and
Zhongzhan Zhang and
Liucang Wu Variable selection in high-dimensional
double generalized linear models . . . . 327--347
Gabriela Ciuperca Model selection by LASSO methods in a
change-point model . . . . . . . . . . . 349--374
Guang Jing Song and
Qing Wen Wang On the weighted least-squares, the
ordinary least-squares and the best
linear unbiased estimators under a
restricted growth curve model . . . . . 375--392
Gülesen Üstünda\ug \cSiray and
Selahattin Kaçiranlar and
Sadullah Sakallio\uglu $r$--$k$ Class estimator in the linear
regression model with correlated errors 393--407
Mahdi Salehi and
Ahad Jamalizadeh and
Mahdi Doostparast A generalized skew two-piece
skew-elliptical distribution . . . . . . 409--429
Patricia Giménez and
María Laura Patat Local influence for functional
comparative calibration models with
replicated data . . . . . . . . . . . . 431--454
Claudia Czado and
Holger Schabenberger and
Vinzenz Erhardt Non nested model selection for spatial
count regression models with application
to health insurance . . . . . . . . . . 455--476
Badi H. Baltagi and
Long Liu Testing for spatial lag and spatial
error dependence using double length
artificial regressions . . . . . . . . . 477--486
Erhard Reschenhofer and
Werner Ploberger and
Georg V. Lehecka Detecting fuzzy periodic patterns in
futures spreads . . . . . . . . . . . . 487--496
E. Gómez-Déniz and
F. J. Vázquez-Polo and
V. García-García A discrete version of the half-normal
distribution and its generalization with
applications . . . . . . . . . . . . . . 497--511
Shelton Peiris Testing the null hypothesis of zero
serial correlation in short panel time
series: a comparison of tail
probabilities . . . . . . . . . . . . . 513--523
Ulf Schepsmeier and
Jakob Stöber Derivatives and Fisher information of
bivariate copulas . . . . . . . . . . . 525--542
Stephen J. Haslett and
Jarkko Isotalo and
Yonghui Liu and
Simo Puntanen Equalities between OLSE, BLUE and BLUP
in the linear model . . . . . . . . . . 543--561
Weiming Li Local expectations of the population
spectral distribution of a
high-dimensional covariance matrix . . . 563--573
Thoralf Mildenberger Book Review: Stephen Marsland:
\booktitleMachine learning. An
algorithmic perspective . . . . . . . . 575--576
Anonymous Help & Contacts . . . . . . . . . . . . . ??
R. Maya and
E. I. Abdul-Sathar and
G. Rajesh and
K. R. Muraleedharan Nair Estimation of the Renyi's residual
entropy of order $ \alpha $ with
dependent data . . . . . . . . . . . . . 585--602
Paulo C. Rodrigues and
Elsa E. Moreira and
Vera M. Jesus and
João T. Mexia Structured orthogonal families of one
and two strata prime basis factorial
models . . . . . . . . . . . . . . . . . 603--614
Tie Feng Ma and
Shuangzhe Liu Pitman closeness of the class of
isotonic estimators for ordered scale
parameters of two Gamma distributions 615--625
Maria Karlsson and
Thomas Laitila Finite mixture modeling of censored
regression models . . . . . . . . . . . 627--642
Gauss M. Cordeiro and
Denise A. Botter and
Alexsandro B. Cavalcanti and
Lúcia P. Barroso Covariance matrix of the bias-corrected
maximum likelihood estimator in
generalized linear models . . . . . . . 643--652
Timo Schmid and
Ralf T. Münnich Spatial robust small area estimation . . 653--670
Camila B. Zeller and
Victor H. Lachos and
Filidor Vilca Labra Influence diagnostics for Grubbs's model
with asymmetric heavy-tailed
distributions . . . . . . . . . . . . . 671--690
M. Z. Anis Tests of non-monotonic stochastic aging
notions in reliability theory . . . . . 691--714
Naijun Sha and
Rong Pan Bayesian analysis for step-stress
accelerated life testing using Weibull
proportional hazard model . . . . . . . 715--726
A. Antoniadis and
I. Gijbels and
S. Lambert-Lacroix Penalized estimation in additive varying
coefficient models using grouped
regularization . . . . . . . . . . . . . 727--750
Mustafa Nadar and
Fatih Kizilaslan Classical and Bayesian estimation of $
P(X < Y) $ using upper record values from
Kumaraswamy's distribution . . . . . . . 751--783
Ali I. Genç Distribution of product and quotient of
bivariate generalized exponential
distribution . . . . . . . . . . . . . . 785--803
Raffaele Argiento and
Alessandra Guglielmi and
Antonio Pievatolo Estimation, prediction and
interpretation of NGG random effects
models: an application to Kevlar fibre
failure times . . . . . . . . . . . . . 805--826
Jiayin Zheng and
Junshan Shen and
Shuyuan He Adjusted empirical likelihood for right
censored lifetime data . . . . . . . . . 827--839
Serkan Eryilmaz and
Konul Bayramoglu Life behavior of $ \delta $-shock models
for uniformly distributed interarrival
times . . . . . . . . . . . . . . . . . 841--852
Shun Matsuura and
Hiroshi Kurata Principal points for an allometric
extension model . . . . . . . . . . . . 853--870
Nicolas Depraetere and
Martina Vandebroek Order selection in finite mixtures of
linear regressions . . . . . . . . . . . 871--911
Ricardo Maronna Book Review: Wendy Martínez, Angel R.
Martínez, Jeffrey L. Solka:
\booktitleExploratory data analysis with
MATLAB$^{\reg}$, second edition . . . . 913--914
Walter Krämer Book Review: Kahneman, D. (2011):
\booktitleThinking, Fast and Slow . . . 915--915
N. M. Neykov and
P. Filzmoser and
P. N. Neytchev Erratum to: Ultrahigh dimensional
variable selection through the penalized
maximum trimmed likelihood estimator . . 917--918
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Alexander Schnurr An ordinal pattern approach to detect
and to model leverage effects and
dependence structures between financial
time series . . . . . . . . . . . . . . 919--931
Alireza Faraz and
Giovanni Celano and
Erwin Saniga and
C. Heuchenne and
S. Fichera The variable parameters $ T^2 $ chart
with run rules . . . . . . . . . . . . . 933--950
Christopher S. Withers and
Saralees Nadarajah A unified method for constructing
expectation tolerance intervals . . . . 951--965
Neveka M. Olmos and
Héctor Varela and
Heleno Bolfarine and
Héctor W. Gómez An extension of the generalized
half-normal distribution . . . . . . . . 967--981
J. J. Fernández-Durán and
M. M. Gregorio-Domínguez Distributions for spherical data based
on nonnegative trigonometric sums . . . 983--1000
Ufuk Beyaztas and
Aylin Alin Sufficient jackknife-after-bootstrap
method for detection of influential
observations in linear regression models 1001--1018
M. Chahkandi and
Jafar Ahmadi and
S. Baratpour Non-parametric prediction intervals for
the lifetime of coherent systems . . . . 1019--1034
Deli Li and
Oleg Klesov and
George Stoica On the central limit theorem along
subsequences of sums of i.i.d. random
variables . . . . . . . . . . . . . . . 1035--1045
Andrius Ciginas On the asymptotic normality of finite
population $L$-statistics . . . . . . . 1047--1058
Tomás Hobza and
Domingo Morales and
Leandro Pardo Divergence-based tests of homogeneity
for spatial data . . . . . . . . . . . . 1059--1077
Ye Dong and
Stephen M. S. Lee Depth functions as measures of
representativeness . . . . . . . . . . . 1079--1105
Christian Genest and
Johanna G. Neslehová On tests of radial symmetry for
bivariate copulas . . . . . . . . . . . 1107--1119
Sergio Alvarez-Andrade and
Salim Bouzebda Asymptotic results for hybrids of
empirical and partial sums processes . . 1121--1143
Lihong Wang and
Jinde Wang Wavelet estimation of the memory
parameter for long range dependent
random fields . . . . . . . . . . . . . 1145--1158
Noriah M. Al-Kandari and
Emad-Eldin A. A. Aly An ANOVA-type test for multiple change
points . . . . . . . . . . . . . . . . . 1159--1178
Kirtee K. Kamalja On the joint distribution of success
runs of several lengths in the sequence
of MBT and its applications . . . . . . 1179--1206
Shuichi Kawano Selection of tuning parameters in bridge
regression models via Bayesian
information criterion . . . . . . . . . 1207--1223
Ricardo Maronna Book Review: Max D. Morris:
\booktitleDesign of experiments: an
introduction based on linear models . . 1225--1226
Michael Bücker Book Review: Jean Dickinson Gibbons,
Subhabrata Chakraborti:
\booktitleNonparametric statistical
inferences . . . . . . . . . . . . . . . 1227--1228
Helmut Lütkepohl Book Review: Mulaik, S. A.:
\booktitleFoundations of factor analysis 1229--1230
Anonymous Help & Contacts . . . . . . . . . . . . . ??
Athanasios C. Rakitzis and
Demetrios L. Antzoulakos Start-up demonstration tests with
three-level classification . . . . . . . 1--21
Ningning Xia and
Zhidong Bai Functional CLT of eigenvectors for large
sample covariance matrices . . . . . . . 23--60
Gholamreza Hesamian and
Jalal Chachi Two-sample Kolmogorov--Smirnov fuzzy
test for fuzzy random variables . . . . 61--82
Ramkrishna S. Solanki and
Housila P. Singh Efficient classes of estimators in
stratified random sampling . . . . . . . 83--103
Nripes Kumar Mandal and
Manisha Pal and
Bikas K. Sinha and
Premadhis Das Optimum mixture designs in a restricted
region . . . . . . . . . . . . . . . . . 105--119
N. Balakrishnan and
C. Koukouvinos and
C. Parpoula Analyzing supersaturated designs for
discrete responses via generalized
linear models . . . . . . . . . . . . . 121--145
Deniz Inan Combining the Liu-type estimator and the
principal component regression estimator 147--156
Shuyou Li and
Xu Lu and
Ying Mi and
Wei Liu The estimation and inference on the
equal ratios of means to standard
deviations of normal populations . . . . 157--165
Heiko Groenitz Using prior information in
privacy-protecting survey designs for
categorical sensitive variables . . . . 167--189
Fa-mei Zheng and
Qing-pei Zang A general pattern of asymptotic behavior
of the $ R / S $ statistics for linear
processes . . . . . . . . . . . . . . . 191--204
Afshin Parvardeh A note on the asymptotic distribution of
the estimation of the mean past lifetime 205--215
Jiewu Huang and
Hu Yang On a principal component two-parameter
estimator in linear model with
autocorrelated errors . . . . . . . . . 217--230
M. Arashi and
T. Valizadeh Performance of Kibria's methods in
partial linear ridge regression model 231--246
Sangun Park and
Johan Lim On censored cumulative residual
Kullback--Leibler information and
goodness-of-fit test with type II
censored data . . . . . . . . . . . . . 247--256
Hui Jiang and
Xing Dong Parameter estimation for the
non-stationary Ornstein--Uhlenbeck
process with linear drift . . . . . . . 257--268
Sylvia Tamara Lenz Book Review: Edward F. Vonesh:
\booktitleGeneralized linear and
nonlinear models for correlated data,
theory and applications using SAS$^{\reg
}$ . . . . . . . . . . . . . . . . . . . 269--270
Thoralf Mildenberger Book Review: Simon Rogers and Mark
Girolami: \booktitleA first course in
machine learning . . . . . . . . . . . . 271--271
Víctor Casero-Alonso and
Jesús López-Fidalgo Experimental designs in triangular
simultaneous equations models . . . . . 273--290
Selim Gündüz and
Ali I. Genç The distribution of the quotient of two
triangularly distributed random
variables . . . . . . . . . . . . . . . 291--310
Hanen Hanna and
Walter Tinsson A new class of designs for
mixture-of-mixture experiments . . . . . 311--331
Sumith Gunasekera Generalized inferences of $R = \Pr(X >
Y)$ for Pareto distribution . . . . . . 333--351
Olcay Arslan Variance-mean mixture of the
multivariate skew normal distribution 353--378
Akio Namba MSE dominance of the positive-part
shrinkage estimator when each individual
regression coefficient is estimated . . 379--390
H. Fotouhi and
M. Golalizadeh Highly resistant gradient descent
algorithm for computing intrinsic mean
shape on similarity shape spaces . . . . 391--410
Weihua Zhao and
Riquan Zhang and
Yukun Liu and
Jicai Liu Empirical likelihood based modal
regression . . . . . . . . . . . . . . . 411--430
Jan Beran and
Yuanhua Feng and
Sucharita Ghosh Modelling long-range dependence and
trends in duration series: an approach
based on EFARIMA and ESEMIFAR models . . 431--451
R. Arabi Belaghi and
M. Arashi and
S. M. M. Tabatabaey Improved estimators of the distribution
function based on lower record values 453--477
Mário de Castro and
Manuel Galea Inference in a structural
heteroskedastic calibration model . . . 479--494
Fatma Sevinç Kurnaz and
Kadri Ulas Akay A new Liu-type estimator . . . . . . . . 495--517
Serkan Eryilmaz and
G. Yazgi Tutuncu Relative behavior of a coherent system
with respect to another coherent system 519--529
M. Revan Özkale Predictive performance of linear
regression models . . . . . . . . . . . 531--567
Chien-Tai Lin and
Shih-Chun Wang Discordancy tests for two-parameter
exponential samples . . . . . . . . . . 569--582
Peter Hackl Book Review: Wladyslaw Welfe:
\booktitleMacroeconomic models,
Springer, 2013, xxvii + 425pp.,
EUR181,85, \$229.00, \pounds 153.00,
ISBN: 978-3-642-34467-1} . . . . . . . . 583--584
Xuejun Wang and
Zeyu Si Complete consistency of the estimator of
nonparametric regression model under ND
sequence . . . . . . . . . . . . . . . . 585--596
L. Baringhaus and
D. Kolbe Two-sample tests based on empirical
Hankel transforms . . . . . . . . . . . 597--617
Chanchal Kundu and
Asok K. Nanda Characterizations based on measure of
inaccuracy for truncated random
variables . . . . . . . . . . . . . . . 619--637
Maria Kateri and
Udo Kamps Inference in step-stress models based on
failure rates . . . . . . . . . . . . . 639--660
R. Zamini and
V. Fakoor and
M. Sarmad On estimation of a density function in
multiplicative censoring . . . . . . . . 661--676
V. Zardasht and
S. Parsi and
M. Mousazadeh On empirical cumulative residual entropy
and a goodness-of-fit test for
exponentiality . . . . . . . . . . . . . 677--688
Berthold Schneider and
Dieter Rasch and
Klaus D. Kubinger and
Takuya Yanagida A sequential triangular test of a
correlation coefficient's
null-hypothesis: $ 0 < \rho < \rho_0 $ . . 689--699
Fabrizio Durante and
Roberta Pappad\`a and
Nicola Torelli Clustering of time series via
non-parametric tail dependence
estimation . . . . . . . . . . . . . . . 701--721
Alan De Genaro and
Adilson Simonis Estimating doubly stochastic Poisson
process with affine intensities by
Kalman filter . . . . . . . . . . . . . 723--748
Tomasz Z\kadlo On longitudinal moving average model for
prediction of subpopulation total . . . 749--771
Sukhdev Singh and
Yogesh Mani Tripathi Reliability sampling plans for a
lognormal distribution under progressive
first-failure censoring with cost
constraint . . . . . . . . . . . . . . . 773--817
Lichun Wang and
Yuan You and
Heng Lian Convergence and sparsity of Lasso and
group Lasso in high-dimensional
generalized linear models . . . . . . . 819--828
Minna Genbäck and
Elena Stanghellini and
Xavier de Luna Uncertainty intervals for regression
parameters with non-ignorable
missingness in the outcome . . . . . . . 829--847
S. J. Haslett and
S. Puntanen and
B. Arendacká The link between the mixed and fixed
linear models revisited . . . . . . . . 849--861
Manuel Cabral Morais and
Yarema Okhrin and
Wolfgang Schmid Quality surveillance with EWMA control
charts based on exact control limits . . 863--885
Ouafae Benrabah and
Elias Ould Sa\"\id and
Abdelkader Tatachak A kernel mode estimate under random left
truncation and time series model:
asymptotic normality . . . . . . . . . . 887--910
T. Palanisamy and
J. Ravichandran A wavelet-based hybrid approach to
estimate variance function in
heteroscedastic regression models . . . 911--932
Hazhir Homei A novel extension of randomly weighted
averages . . . . . . . . . . . . . . . . 933--946
Sara Kherad-Pajouh and
Olivier Renaud A general permutation approach for
analyzing repeated measures ANOVA and
mixed-model designs . . . . . . . . . . 947--967
Zujun Ou and
Hong Qin and
Hongyi Li Some lower bounds of centered
$L_2$-discrepancy of $2^{s-k}$ designs
and their complementary designs . . . . 969--979
Viatcheslav B. Melas and
Andrey Pepelyshev and
Petr Shpilev and
Luigi Salmaso and
Livio Corain and
Rosa Arboretti On the optimal choice of the number of
empirical Fourier coefficients for
comparison of regression curves . . . . 981--997
Paulo E. Oliveira and
Nuria Torrado On proportional reversed failure rate
class . . . . . . . . . . . . . . . . . 999--1013
M. Alizadeh and
S. Rezaei and
S. F. Bagheri and
S. Nadarajah Efficient estimation for the generalized
exponential distribution . . . . . . . . 1015--1031
Karl Friedrich Siburg and
Pavel A. Stoimenov Almost opposite regression dependence in
bivariate distributions . . . . . . . . 1033--1039
Zilin Wang and
David Bellhouse A diagnostic tool for regression
analysis of complex survey data . . . . 1041--1053
Mausumi Bose Respondent privacy and estimation
efficiency in randomized response
surveys for discrete-valued sensitive
variables . . . . . . . . . . . . . . . 1055--1069
Mehdi Amiri and
Ahad Jamalizadeh and
Mina Towhidi Inference and further probabilistic
properties of the ${\rm
SUN}_{n,2}$-distribution . . . . . . . . 1071--1098
A. Martín Andrés and
M. Álvarez Hernández Simultaneous inferences: new method of
maximum combination . . . . . . . . . . 1099--1113
Rickard Sandberg $M$-estimator based unit root tests in
the ESTAR framework . . . . . . . . . . 1115--1135
Tang Qingguo Robust estimation for spatial
semiparametric varying coefficient
partially linear regression . . . . . . 1137--1161
João Nicolau and
Flavio Ivo Riedlinger Estimation and inference in multivariate
Markov chains . . . . . . . . . . . . . 1163--1173
Félix Belzunce and
Carolina Martínez-Riquelme Some results for the comparison of
generalized order statistics in the
total time on test and excess wealth
orders . . . . . . . . . . . . . . . . . 1175--1190
Fatih Tank and
Serkan Eryilmaz The distributions of sum, minima and
maxima of generalized geometric random
variables . . . . . . . . . . . . . . . 1191--1203
Luca Bagnato and
Valerio Pot\`\i and
Maria Grazia Zoia The role of orthogonal polynomials in
adjusting hyperpolic secant and logistic
distributions to analyse financial asset
returns . . . . . . . . . . . . . . . . 1205--1234
B. Arendacká and
S. Puntanen Further remarks on the connection
between fixed linear model and mixed
linear model . . . . . . . . . . . . . . 1235--1247
Walter Krämer D. H. Rost: Interpretation und Bewertung
pädagogisch-psychologischer Studien (3rd
edition). (German) [] . . . . . . . . . 1249--1250
Walter Krämer Miller, S. J. (ed.): \booktitleBenford's
law. Theory and applications . . . . . . 1251--1252
Han-Ying Liang and
Jong-Il Baek Asymptotic normality of conditional
density estimation with left-truncated
and dependent data . . . . . . . . . . . 1--20
M. Akbari and
M. Fashandi and
Jafar Ahmadi Characterizations based on the numbers
of near-order statistics . . . . . . . . 21--30
Jibo Wu and
Hu Yang More on the unbiased ridge regression
estimation . . . . . . . . . . . . . . . 31--42
Roman Zmy\'slony and
João T. Mexia and
Francisco Carvalho and
Inês J. Sequeira Mean driven balance and uniformly best
linear unbiased estimators . . . . . . . 43--53
Mario Hasler Heteroscedasticity: multiple degrees of
freedom vs. sandwich estimation . . . . 55--68
Hu Yang and
Huilan Liu Penalized weighted composite quantile
estimators with missing covariates . . . 69--88
Anna Staszewska-Bystrova and
Peter Winker Improved bootstrap prediction intervals
for SETAR models . . . . . . . . . . . . 89--98
Hai Ying Wang and
Xinjie Chen and
Nancy Flournoy The focused information criterion for
varying-coefficient partially linear
measurement error models . . . . . . . . 99--113
Hu Yang and
Chaohui Guo and
Jing Lv Variable selection for generalized
varying coefficient models with
longitudinal data . . . . . . . . . . . 115--132
Adriano K. Suzuki and
Vicente G. Cancho and
Francisco Louzada The Poisson--Inverse-Gaussian regression
model with cure rate: a Bayesian
approach and its case influence
diagnostics . . . . . . . . . . . . . . 133--159
Li Wang and
Xingzhong Xu and
Yong A New multiple testing method under no
dependency assumption, with application
to multiple comparisons problem . . . . 161--183
Rong Jiang and
Wei-Min Qian and
Zhan-Gong Zhou Single-index composite quantile
regression with heteroscedasticity and
general error distributions . . . . . . 185--203
Shogo Kato and
Shinto Eguchi Robust estimation of location and
concentration parameters for the von
Mises--Fisher distribution . . . . . . . 205--234
P. G. Sankaran and
N. N. Midhu Testing exponentiality using mean
residual quantile function . . . . . . . 235--247
Caiya Zhang and
Yanbiao Xiang On the oracle property of adaptive group
Lasso in high-dimensional linear models 249--265
Sylvia Tamara Lenz Book reviews . . . . . . . . . . . . . . 267--269
Ali A. Ismail Statistical inference for a step-stress
partially-accelerated life test model
with an adaptive Type-I progressively
hybrid censored data from Weibull
distribution . . . . . . . . . . . . . . 271--301
Joakim Westerlund The asymptotic distribution of the CADF
unit root test in the presence of
heterogeneous AR($p$) errors . . . . . . 303--317
A. C. M. Wong Testing homogeneity of inverse Gaussian
scale-like parameters: a saddlepoint
approach . . . . . . . . . . . . . . . . 319--327
Wanbo Lu and
Rui Ke and
Jingwen Liang A moment closed form estimator for the
autoregressive conditional duration
model . . . . . . . . . . . . . . . . . 329--344
Xuan Zhang and
Yongge Tian On decompositions of BLUEs under a
partitioned linear model with
restrictions . . . . . . . . . . . . . . 345--364
Mariusz Bieniek Sharp bounds on the bias of trimean . . 365--379
Zhaoyuan Li and
Jianfeng Yao On two simple and effective procedures
for high dimensional classification of
general populations . . . . . . . . . . 381--405
Rongguo Yan and
Lingxiang Zhang Linearity tests under the null
hypothesis of a random walk with drift 407--418
Haseeb Athar and
Zuber Akhter Recurrence relations between moments of
progressive type-II right censored order
statistics from doubly truncated Weibull
distribution . . . . . . . . . . . . . . 419--428
Shalini Chandra and
Nityananda Sarkar A restricted $ r - k $ class estimator
in the mixed regression model with
autocorrelated disturbances . . . . . . 429--449
Zhiyong Chen and
Haibin Wang and
Xuejun Wang The consistency for the estimator of
nonparametric regression model based on
martingale difference errors . . . . . . 451--469
Patrícia Ferreira Ramos and
Manuel Cabral Morais and
António Pacheco and
Wolfgang Schmid On the misleading signals in
simultaneous schemes for the mean vector
and covariance matrix of multivariate
i.i.d. output . . . . . . . . . . . . . 471--498
Xiaoqing Niu and
Pengfei Li and
Peng Zhang Testing homogeneity in a scale mixture
of normal distributions . . . . . . . . 499--516
Predrag M. Popovi\'c A bivariate INAR(1) model with different
thinning parameters . . . . . . . . . . 517--538
Partha Sarathi Mukherjee On phase II monitoring of the
probability distributions of univariate
continuous processes . . . . . . . . . . 539--562
Ricardo Maronna Book Review: James Wu and Stephen
Coggeshall (2012): \booktitleFoundations
of predictive analytics . . . . . . . . 563--564
Ricardo Maronna Book Review: Charu C. Aggarwal and
Chandan K. Reddy (eds.): \booktitleData
clustering: algorithms and applications 565--566
Hongchang Hu and
Yu Zhang and
Xiong Pan Asymptotic normality of DHD estimators
in a partially linear model . . . . . . 567--587
Haydar Demirhan and
Kamil Demirhan A Bayesian approach for the estimation
of probability distributions under
finite sample space . . . . . . . . . . 589--603
Mohd. Arshad and
Neeraj Misra Estimation after selection from
exponential populations with unequal
scale parameters . . . . . . . . . . . . 605--621
Francisco Louzada and
Daniele C. T. Granzotto The transmuted log-logistic regression
model: a new model for time up to first
calving of cows . . . . . . . . . . . . 623--640
Shuanghua Luo and
Cheng-yi Zhang Nonparametric $M$-type regression
estimation under missing response data 641--664
Shima Yosefi and
Mohsen Arefi and
Mohammad Ghasem Akbari A new approach for testing fuzzy
hypotheses based on likelihood ratio
statistic . . . . . . . . . . . . . . . 665--688
Mehdi Omidi and
Mohsen Mohammadzadeh A new method to build spatio-temporal
covariance functions: analysis of ozone
data . . . . . . . . . . . . . . . . . . 689--703
Maddalena Cavicchioli Weak VARMA representations of
regime-switching state-space models . . 705--720
Lukasz Smaga A note on $D$-optimal chemical balance
weighing designs with autocorrelated
observations . . . . . . . . . . . . . . 721--730
Predrag M. Popovi\'c and
Miroslav M. Risti\'c and
Aleksandar S. Nasti\'c A geometric bivariate time series with
different marginal parameters . . . . . 731--753
Wenxing Guo and
Xiaohui Liu and
Shangli Zhang The principal correlation components
estimator and its optimality . . . . . . 755--779
Geng Yang and
Tingting Li Expansions on extremes from logarithmic
general error distribution under power
normalization . . . . . . . . . . . . . 781--793
Carlos Eduardo M. Relvas and
Gilberto A. Paula Partially linear models with first-order
autoregressive symmetric errors . . . . 795--825
Qing-Yan Peng and
Jian-Jun Zhou and
Nian-Sheng Tang Varying coefficient partially functional
linear regression models . . . . . . . . 827--841
Walter Krämer Book Review: Joshua D. Angrist and
Jörn-Steffen Pischke: \booktitleMastering
metrics . . . . . . . . . . . . . . . . 843--843
Dominik Wied Book Review: J. Bleymüller and R.
Weißbach: \booktitleStatistik für
Wirtschaftswissenschaftler (17th
edition) . . . . . . . . . . . . . . . . 845--845
Walter Krämer Book Review: Sabina Alkire, James
Foster, Suman Seth, Maria Emma Santos,
José Manuel Roche and Paola Ballon:
\booktitleMultidimensional poverty
measurement and analysis . . . . . . . . 847--848
Sylvia Tamara Lenz Book Review: Alan Agresti (2013):
\booktitleCategorical data analysis . . 849--850
Walter Krämer Book Review: Uwe Hassler (2016):
\booktitleStochastic processes and
calculus. An elementary introduction
with applications, Springer texts in
business and economics . . . . . . . . . 851--851
Walter Krämer Book Review: D. Rasch und D. Schott,
\booktitleMathematische Statistik für
Mathematiker, Natur- und
Ingenieurwissenschaftler . . . . . . . . 853--853
Rainer Schlittgen Book Review: C. Hennig, M. Meila, F.
Murtagh and R. Rocci (eds.):
\booktitleHandbook of cluster analysis.
Handbooks of modern statistical methods 855--856
Shuangzhe Liu Book Review: Fieller, N.:
\booktitleBasics of Matrix Algebra for
Statistics with R . . . . . . . . . . . 857--858
Uwe Hassler Book Review: M. H. Pesaran (2015):
\booktitleTime series and panel data
econometrics. Oxford University Press,
Oxford, 1104 pp, Hardcover 110.00
\pounds \pounds \pounds, ISBN:
978-0-19-873691-2 . . . . . . . . . . . 859--860
Peter Hackl Book Review: Giovanni Cerulli:
\booktitleEconometric evaluation of
socio-economic programs: theory and
applications . . . . . . . . . . . . . . 861--862
Anonymous Problem section . . . . . . . . . . . . 863--866
Anonymous Problem Section . . . . . . . . . . . . 867--870
Radoslav Harman and
Werner G. Müller Editorial for the Special Issue
PROBASTAT 2015 . . . . . . . . . . . . . 871--873
Mariano Amo-Salas and
Elvira Delgado-Márquez and
Lenka Filová and
Jesús López-Fidalgo Optimal designs for model discrimination
and fitting for the flow of particles 875--891
Katarína Burclová and
Andrej Pázman Optimal design of experiments via linear
programming . . . . . . . . . . . . . . 893--910
Fikriye Kurtoglu and
M. Revan Özkale Liu estimation in generalized linear
models: application on gamma distributed
response variable . . . . . . . . . . . 911--928
Lynn R. LaMotte and
Jeffrey D. Wells Inverse prediction for multivariate
mixed models with standard software . . 929--938
Matús Maciak and
Ivan Mizera Regularization techniques in joinpoint
regression . . . . . . . . . . . . . . . 939--955
Simos G. Meintanis and
James Allison and
Leonard Santana Goodness-of-fit tests for semiparametric
and parametric hypotheses based on the
probability weighted empirical
characteristic function . . . . . . . . 957--976
Bojana Milosevi\'c and
Marko Obradovi\'c New class of exponentiality tests based
on $U$-empirical Laplace transform . . . 977--990
M. Revan Özkale Iterative algorithms of biased
estimation methods in binary logistic
regression . . . . . . . . . . . . . . . 991--1016
Victor Patrangenaru and
Robert Paige and
K. David Yao and
Mingfei Qiu and
David Lester Projective shape analysis of contours
and finite $3$D configurations from
digital camera images . . . . . . . . . 1017--1040
Michal Pesta Unitarily invariant errors-in-variables
estimation . . . . . . . . . . . . . . . 1041--1057
Luc Pronzato and
Henry P. Wynn and
Anatoly Zhigljavsky Extremal measures maximizing functionals
based on simplicial volumes . . . . . . 1059--1075
Samuel Rosa and
Radoslav Harman Optimal approximate designs for
estimating treatment contrasts resistant
to nuisance effects . . . . . . . . . . 1077--1106
Georgy Yu. Sofronov A multiple optimal stopping rule for a
buying--selling problem with a
deterministic trend . . . . . . . . . . 1107--1119
Korakot Wichitsa-nguan and
Henning Läuter and
Hannelore Liero Estimability in Cox models . . . . . . . 1121--1140
Rados\law Kala and
Simo Puntanen and
Yongge Tian Some notes on linear sufficiency . . . . 1--17
Antonio J. Sáez-Castillo and
Antonio Conde-Sánchez Detecting over- and under-dispersion in
zero inflated data with the
hyper-Poisson regression model . . . . . 19--33
Nicole Fuchs and
Werner Pölz and
Arne C. Bathke Confidence intervals for population
means of partially paired observations 35--51
Hong-Xia Xu and
Guo-Liang Fan and
Han-Ying Liang Hypothesis test on response mean with
inequality constraints under data
missing when covariables are present . . 53--75
Lucy L. Gao and
Julie Zhou $D$-optimal designs based on the
second-order least squares estimator . . 77--94
Ai-Ai Liu and
Han-Ying Liang Jackknife empirical likelihood of error
variance in partially linear
varying-coefficient errors-in-variables
models . . . . . . . . . . . . . . . . . 95--122
Sonja Hahn and
Luigi Salmaso A comparison of different synchronized
permutation approaches to testing
effects in two-level two-factor
unbalanced ANOVA designs . . . . . . . . 123--146
Heewon Park and
Sadanori Konishi Principal component selection via
adaptive regularization method and
generalized information criterion . . . 147--160
Joakim Westerlund and
Sagarika Mishra On the determination of the number of
factors using information criteria with
data-driven penalty . . . . . . . . . . 161--184
Majid Mojirsheibani and
Timothy Reese Kernel regression estimation for
incomplete data with applications . . . 185--209
Thuy Tuong Nguyen and
Yury Tsoy A kernel PLS based classification method
with missing data handling . . . . . . . 211--225
Guochang Wang and
Jianjun Zhou and
Wuqing Wu and
Min Chen Robust functional sliced inverse
regression . . . . . . . . . . . . . . . 227--245
Aldo M. Garay and
Victor H. Lachos and
Heleno Bolfarine and
Celso R. B. Cabral Linear censored regression models with
scale mixtures of normal distributions 247--278
Peter Hackl Book Review: Alex Bottle, Paul Aylin:
\booktitleStatistical methods for
healthcare performance monitoring . . . 279--280
Shuangzhe Liu Book Review: Moss, C. B.:
\booktitleMathematical statistics for
applied econometrics . . . . . . . . . . 281--282
Uwe Hassler Book Review: Palma, W.: \booktitleTime
series analysis . . . . . . . . . . . . 283--284
Peter Hackl Book Review: Nigel C. Smeeton,
\booktitleDental Statistics Made Easy,
Third Edition. Chapman and Hall/CRC
Textbook, 2016, xiv + 198 pp., BP 38.00,
ISBN 978-1-4987-7505-2 . . . . . . . . . 285--286
M. Kayid and
S. Izadkhah and
Ming J. Zuo Some results on the relative ordering of
two frailty models . . . . . . . . . . . 287--301
Xuejun Wang and
Xin Deng and
Fengxi Xia and
Shuhe Hu The consistency for the estimators of
semiparametric regression model based on
weakly dependent errors . . . . . . . . 303--318
Nader Nematollahi Admissible and minimax estimation of the
parameter of the selected Pareto
population under squared log error loss
function . . . . . . . . . . . . . . . . 319--339
Abhik Ghosh and
Ayanendranath Basu The minimum $S$-divergence estimator
under continuous models: the
Basu--Lindsay approach . . . . . . . . . 341--372
Werner Hürlimann A comprehensive extension of the FGM
copula . . . . . . . . . . . . . . . . . 373--392
Wooi Chen Khoo and
Seng Huat Ong and
Atanu Biswas Modeling time series of counts with a
new class of INAR(1) model . . . . . . . 393--416
Tianyong Zhang and
Demei Yuan and
Jiali Ma and
Xuemei Hu Assessing white noise assumption with
semi-parametric additive partial linear
models . . . . . . . . . . . . . . . . . 417--431
T. Cali\'nski and
S. Czajka and
Z. Kaczmarek and
P. Krajewski and
W. Pilarczyk and
I. Siatkowski and
M. Siatkowski On a mixed model analysis of
multi-environment variety trials: a
reconsideration of the one-stage and the
two-stage models and analyses . . . . . 433--465
Y. Tian Some equalities and inequalities for
covariance matrices of estimators under
linear model . . . . . . . . . . . . . . 467--484
Rajib Dey and
M. Ataharul Islam A conditional count model for repeated
count data and its application to GEE
approach . . . . . . . . . . . . . . . . 485--504
Mohamed Lemdani and
Elias Ould Sa\"\id Nonparametric robust regression
estimation for censored data . . . . . . 505--525
Andrea Ghiglietti and
Francesca Ieva and
Anna Maria Paganoni and
Giacomo Aletti On linear regression models in infinite
dimensional spaces with scalar response 527--548
Jasmin Wachter Book Review: Unwin, A.,
\booktitleGraphical Data Analysis with
R, Chapman and Hall/CRC, 2015, 310 pp.,
\pounds 49.99, ISBN 978-1-4987-1523-2 549--551
Zheng Xu Book Review: Andy Hector (2015):
\booktitleThe 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 . . . . . . . . . . . 553--554
Patrick de Matos Ribeiro and
Lukas Matuschek and
Martin Wagner Book Review: Jose Casals, Alfredo
Garcia--Hiernaux, Miguel Jerez, Sonia
Sotoca and A. Alexandre Trindade (2016):
\booktitleState-space methods for time
series analysis: theory, applications
and software . . . . . . . . . . . . . . 555--556
Michael Wegener and
Göran Kauermann Forecasting in nonlinear univariate time
series using penalized splines . . . . . 557--576
Jurgita Markeviciute and
Alfredas Rackauskas and
Charles Suquet Testing epidemic change in nearly
nonstationary process with statistics
based on residuals . . . . . . . . . . . 577--606
Chanchal Kundu and
Kshirod Sarkar Characterizations based on higher order
and partial moments of inactivity time 607--626
Mengta Yang and
Reza Modarres Multivariate tests of uniformity . . . . 627--639
Giovanni De Luca and
Paola Zuccolotto Dynamic tail dependence clustering of
financial time series . . . . . . . . . 641--657
Qiang Zhang and
Lijun Wu and
Qianqian Cui The balanced credibility estimators with
correlation risk and inflation factor 659--672
O. Chatrabgoun and
G. Parham and
R. Chinipardaz A Legendre multiwavelets approach to
copula density estimation . . . . . . . 673--690
Jianbo Li and
Yuan Li and
Riquan Zhang B spline variable selection for the
single index models . . . . . . . . . . 691--706
Zhuoheng Chen and
Yijun Hu Cumulative sum estimator for
change-point in panel data . . . . . . . 707--728
Sivarajah Arumairajan and
Pushpakanthie Wijekoon The generalized preliminary test
estimator when different sets of
stochastic restrictions are available 729--747
José Rodríguez-Avi and
María José Olmo-Jiménez A regression model for overdispersed
data without too many zeros . . . . . . 749--773
H. Finner and
M. Roters and
K. Strassburger On the Simes test under dependence . . . 775--789
Fatemeh Hassanzadeh and
Iraj Kazemi Regression modeling of one-inflated
positive count data . . . . . . . . . . 791--809
Xiaojian Xu and
Xiaoli Shang $D$-optimal designs for full and reduced
Fourier regression models . . . . . . . 811--829
K. K. Kamalja Markov binomial distribution of order
$k$ and its applications . . . . . . . . 831--853
Hamid Rahmani and
Mostafa Razmkhah Perfect ranking test in moving extreme
ranked set sampling . . . . . . . . . . 855--875
Takeshi Emura and
Ya-Hsuan Hu and
Yoshihiko Konno Asymptotic inference for maximum
likelihood estimators under the special
exponential family with
double-truncation . . . . . . . . . . . 877--909
Aiting Shen and
Yu Zhang and
Benqiong Xiao and
Andrei Volodin Moment inequalities for $m$-negatively
associated random variables and their
applications . . . . . . . . . . . . . . 911--928
R. Salmerón and
J. García and
C. B. García and
M. M. López Martín A note about the corrected VIF . . . . . 929--945
Christian Kleiber Book Review: Belzunce, F.,
Martínez--Riquelme, C. and J. Mulero:
\booktitleAn Introduction to Stochastic
Orders. Academic Press, New York, 2016,
174 pp., EUR 53.95 (print), ISBN
978-0-12-803768-3 . . . . . . . . . . . 947--949
Michael Weba and
Nora Dörmann Application of the delta method to
functions of the sample mean when
observations are dependent . . . . . . . 957--986
Mohammed Attouch and
Ali Laksaci and
Nafissa Messabihi Nonparametric relative error regression
for spatial random variables . . . . . . 987--1008
Chaohui Guo and
Hu Yang and
Jing Lv Robust variable selection in
high-dimensional varying coefficient
models based on weighted composite
quantile regression . . . . . . . . . . 1009--1033
A. Aghamohammadi and
S. Mohammadi Bayesian analysis of penalized quantile
regression for longitudinal data . . . . 1035--1053
Karl Mosler and
Pavlo Mozharovskyi Fast DD-classification of functional
data . . . . . . . . . . . . . . . . . . 1055--1089
Nian-Sheng Tang and
De-Wang Li and
An-Min Tang Semiparametric Bayesian inference on
generalized linear measurement error
models . . . . . . . . . . . . . . . . . 1091--1113
Mohammad Sepehrifar and
Shantia Yarahmadian Decreasing renewal dichotomous Markov
noise shock model with hypothesis
testing applications . . . . . . . . . . 1115--1124
Bozidar V. Popovi\'c and
Miroslav M. Risti\'c and
Narayana Balakrishna A mixed stationary autoregressive model
with exponential marginals . . . . . . . 1125--1148
Jesse Frey and
Timothy G. Feeman Efficiency comparisons for partially
rank-ordered set sampling . . . . . . . 1149--1163
Pavel Krupskii Copula-based measures of reflection and
permutation asymmetry and statistical
tests . . . . . . . . . . . . . . . . . 1165--1187
Niklas Ahlgren and
Paul Catani Wild bootstrap tests for autocorrelation
in vector autoregressive models . . . . 1189--1216
Jin-young Choi and
Myoung-jae Lee Regression discontinuity: review with
extensions . . . . . . . . . . . . . . . 1217--1246
Brenton R. Clarke and
Thomas Davidson and
Robert Hammarstrand A comparison of the $ L_2 $ minimum
distance estimator and the EM-algorithm
when fitting $ \varvec {k}$-component
univariate normal mixtures . . . . . . . 1247--1266
A. R. Nematollahi and
A. R. Soltani and
M. R. Mahmoudi Periodically correlated modeling by
means of the periodograms asymptotic
distributions . . . . . . . . . . . . . 1267--1278
Christian Kleiber Book Review: John M. Chambers (2016):
\booktitleExtending R. Chapman and
Hall/CRC Press, 364 pp., ISBN
978-1-4987-7571-7, GBP 44.99 (print),
GBP 31.49 (eBook) . . . . . . . . . . . 1279--1280
Peter Hackl Book Review: Claus Thorn Ekstròm (2017):
\booktitleThe R Primer, Second Edition,
Chapman & Hall/CRC, The R Series, xvii +
408 pp., \pounds 39.99, ISBN
978-1-138-63197-7 . . . . . . . . . . . 1281--1282
Karl Mosler Book Review: Ernesto Estrada and Philip
A. Knight (2015): \booktitleA First
Course in Network Theory, Oxford
University Press, 272 pp., \pounds
29.99, ISBN 978-0-19-872646-3 . . . . . 1283--1284
Sha Jiang and
Tingting Li and
Xin Liao Distributional expansions on extremes
from skew-normal distribution under
power normalization . . . . . . . . . . 1--20
Sukhdev Singh and
Yogesh Mani Tripathi Estimating the parameters of an inverse
Weibull distribution under progressive
Type-I interval censoring . . . . . . . 21--56
Nan-Cheng Su and
Wan-Ping Hung Characterizations of the geometric
distribution via residual lifetime . . . 57--73
Vinicius Q. S. Maior and
Francisco José A. Cysneiros SYMARMA: a new dynamic model for
temporal data on conditional symmetric
distribution . . . . . . . . . . . . . . 75--97
Yuebao Wang and
Hui Xu and
Dongya Cheng and
Changjun Yu The local asymptotic estimation for the
supremum of a random walk with
generalized strong subexponential
summands . . . . . . . . . . . . . . . . 99--126
Nora Saadi and
Smail Adjabi and
Ali Gannoun The selection of the number of terms in
an orthogonal series cumulative function
estimator . . . . . . . . . . . . . . . 127--152
Tomasz Górecki and
Miros\law Krzy\'sko and
\Lukasz Waszak and
Waldemar Woly\'nski Selected statistical methods of data
analysis for multivariate functional
data . . . . . . . . . . . . . . . . . . 153--182
Riyadh Rustam Al-Mosawi and
Shahjahan Khan Estimating moments of a selected Pareto
population under asymmetric scale
invariant loss function . . . . . . . . 183--198
Ji Hwan Cha and
Maxim Finkelstein On stochastic comparisons for population
age and remaining lifetime . . . . . . . 199--213
P. Cízek and
S. Sadikoglu Bias-corrected quantile regression
estimation of censored regression models 215--247
Kiyoshi Inoue and
Sigeo Aki Joint distributions of numbers of runs
of specified lengths on directed trees 249--269
Fulya Gokalp Yavuz and
Olcay Arslan Linear mixed model with Laplace
distribution (LLMM) . . . . . . . . . . 271--289
Shu-Hui Hsieh and
Shen-Ming Lee and
Su-Hao Tu Randomized response techniques for a
multi-level attribute using a single
sensitive question . . . . . . . . . . . 291--306
Fatih Kizilaslan and
Mustafa Nadar Estimation of reliability in a
multicomponent stress-strength model
based on a bivariate Kumaraswamy
distribution . . . . . . . . . . . . . . 307--340
Reza Modarres Multinomial interpoint distances . . . . 341--360
Matieyendou Lamboni Global sensitivity analysis: a
generalized, unbiased and optimal
estimator of total-effect variance . . . 361--386
Kim Phuc Tran and
Philippe Castagliola and
Giovanni Celano Monitoring the ratio of population means
of a bivariate normal distribution using
CUSUM type control charts . . . . . . . 387--413
Ricardo Maronna Book Review: Claus Weihs, Dietmar
Jannach, Igor Vatolkin and Günter Rudolph
(eds.), \booktitleMusic Data Analysis:
Foundations and Applications, Chapman &
Hall/CRC, 2016, 676 pp., \$89.95, ISBN
978-1-4987-1956-8} . . . . . . . . . . . 415--416
Uwe Hassler Book Review: Wayne A. Woodward, Henry L.
Gray and Alan C. Elliott (2017):
\booktitleApplied Time Series Analysis
with R, Second Edition, Chapman &
Hall/CRC, 618 pp., \$109.95, ISBN
978-1-4987-3422-6} . . . . . . . . . . . 417--418
Peter Hackl Book Review: Jelke Bethlehem (2017):
\booktitleUnderstanding Public Opinion
Polls, Chapman and Hall/CRC, 286 pp. +
xii, \$59.95, ISBN 978-1-4987-6974-7} 419--420
Paola Gloria Ferrario Partitioning estimation of local
variance based on nearest neighbors
under censoring . . . . . . . . . . . . 423--447
Wenzhi Yang and
Haiyun Xu and
Ling Chen and
Shuhe Hu Complete consistency of estimators for
regression models based on extended
negatively dependent errors . . . . . . 449--465
Francesca Condino and
Filippo Domma and
Giovanni Latorre Likelihood and Bayesian estimation of $
P(Y < X) $ using lower record values from
a proportional reversed hazard family 467--485
Jianhong Shi and
Fanrong Zhao Statistical inference for
heteroscedastic semi-varying coefficient
EV models under restricted condition . . 487--511
Najla M. Qarmalah and
Jochen Einbeck and
Frank P. A. Coolen $k$-Boxplots for mixture data . . . . . 513--528
Hadi Emami Local influence for Liu estimators in
semiparametric linear models . . . . . . 529--544
S. Aerts and
G. Haesbroeck and
C. Ruwet Distribution under elliptical symmetry
of a distance-based multivariate
coefficient of variation . . . . . . . . 545--579
Liwen Xu and
Hongxia Guo and
Shenghua Yu Generalized $p$ value tests for variance
components in a class of linear mixed
models . . . . . . . . . . . . . . . . . 581--604
H. M. Barakat and
E. M. Nigm and
Magdy E. El-Adll and
M. Yusuf Prediction of future generalized order
statistics based on exponential
distribution with random sample size . . 605--631
Kei Hirose and
Miyuki Imada Sparse factor regression via penalized
maximum likelihood estimation . . . . . 633--662
Vasyl Golosnoy Sequential monitoring of portfolio betas 663--684
Yu Shen and
Han-Ying Liang Quantile regression and its empirical
likelihood with missing response at
random . . . . . . . . . . . . . . . . . 685--707
F. Ghapani and
A. R. Rasekh and
B. Babadi The weighted ridge estimator in
stochastic restricted linear measurement
error models . . . . . . . . . . . . . . 709--723
Rashad M. El-Sagheer Estimation of parameters of
Weibull--Gamma distribution based on
progressively censored data . . . . . . 725--757
A. Asgharzadeh and
A. Fallah and
M. Z. Raqab and
R. Valiollahi Statistical inference based on Lindley
record data . . . . . . . . . . . . . . 759--779
Jorge Navarro Distribution-free comparisons of
residual lifetimes of coherent systems
based on copula properties . . . . . . . 781--800
Graham M. Wheeler Incoherent dose-escalation in phase I
trials using the escalation with
overdose control approach . . . . . . . 801--811
Aboubacar Amiri and
Baba Thiam Regression estimation by local
polynomial fitting for multivariate data
streams . . . . . . . . . . . . . . . . 813--843
Miroslav M. Risti\'c Book Review: Lyle D. Broemeling:
\booktitleBayesian inference for
stochastic processes . . . . . . . . . . 845--846
Marc Hüsch Book Review: Thomas Rahlf:
\booktitleData Visualisation with R . . 847--848
Benchong Li and
Liya Fu Exact test of goodness of fit for
binomial distribution . . . . . . . . . 851--860
M. Mahdizadeh and
Ehsan Zamanzade A new reliability measure in ranked set
sampling . . . . . . . . . . . . . . . . 861--891
Nenghui Kuang and
Bingquan Liu Least squares estimator for $ \alpha
$-sub-fractional bridges . . . . . . . . 893--912
David J. Olive Applications of hyperellipsoidal
prediction regions . . . . . . . . . . . 913--931
Baocai Guo and
Bing Xing Wang Control charts for the coefficient of
variation . . . . . . . . . . . . . . . 933--955
Chaohui Guo and
Hu Yang and
Jing Lv Two step estimations for a single-index
varying-coefficient model with
longitudinal data . . . . . . . . . . . 957--983
Xiaoli Gao A flexible shrinkage operator for fussy
grouped variable selection . . . . . . . 985--1008
Nassira Menni and
Abdelkader Tatachak A note on estimating the conditional
expectation under censoring and
association: strong uniform consistency 1009--1030
Ivan Jeliazkov and
Angela Vossmeyer The impact of estimation uncertainty on
covariate effects in nonlinear models 1031--1042
Bruno Ebner and
Bernhard Klar and
Simos G. Meintanis Fourier inference for stochastic
volatility models with heavy-tailed
innovations . . . . . . . . . . . . . . 1043--1060
Amit Ghosh and
Chanchal Kundu Chernoff distance for conditionally
specified models . . . . . . . . . . . . 1061--1083
Ehsan Zamanzade and
Michael Vock Some nonparametric tests of perfect
judgment ranking for judgment post
stratification . . . . . . . . . . . . . 1085--1100
Changli Lu and
Yuqin Sun and
Yongge Tian Two competing linear random-effects
models and their connections . . . . . . 1101--1115
Yi Wu and
Xuejun Wang A note on the consistency for the
estimators of semiparametric regression
model . . . . . . . . . . . . . . . . . 1117--1130
Kai Yang and
Dehui Wang and
Boting Jia and
Han Li An integer-valued threshold
autoregressive process based on negative
binomial thinning . . . . . . . . . . . 1131--1160
Fatih Kizilaslan Classical and Bayesian estimation of
reliability in a multicomponent
stress-strength model based on a general
class of inverse exponentiated
distributions . . . . . . . . . . . . . 1161--1192
Jibo Wu and
Chaolin Liu The best linear unbiased estimator in a
singular linear regression model . . . . 1193--1204
Diaa Al Mohamad Towards a better understanding of the
dual representation of phi divergences 1205--1253
S. Huda and
Rahul Mukerjee Optimal designs with string property
under asymmetric errors and SLS
estimation . . . . . . . . . . . . . . . 1255--1268
Jiang Hu Book Review: Arup Bose (2018):
\booktitlePatterned random matrices,
Chapman & Hall/CRC, 291 pp. + xxi,
Hardcover, \$129.95,
ISBN:978-1-138-59146-2} . . . . . . . . 1269--1270
Yacov Satin and
Evsey Morozov and
Ruslana Nekrasova and
Alexander Zeifman and
Ksenia Kiseleva and
Anna Sinitcina and
Alexander Sipin and
Galina Shilova and
Irina Gudkova Upper bounds on the rate of convergence
for constant retrial rate queueing model
with two servers . . . . . . . . . . . . 1271--1282
Namgil Lee and
Jong-Min Kim Block tensor train decomposition for
missing data estimation . . . . . . . . 1283--1305
Víctor Casero-Alonso and
Andrey Pepelyshev and
Weng K. Wong A web-based tool for designing
experimental studies to detect hormesis
and estimate the threshold dose . . . . 1307--1324
Jack Noonan and
Anatoly Zhigljavsky Approximations of the boundary crossing
probabilities for the maximum of moving
weighted sums . . . . . . . . . . . . . 1325--1337
Olga N. Soboleva and
Mikhail I. Epov and
Ekaterina P. Kurochkina Effective coefficients in the
electromagnetic logging problem with
log-normal distribution, multiscale
conductivity and permittivity . . . . . 1339--1350
Aleksey S. Polunchenko and
Andrey Pepelyshev Analytic moment and Laplace transform
formulae for the quasi-stationary
distribution of the Shiryaev diffusion
on an interval . . . . . . . . . . . . . 1351--1377
Simos G. Meintanis and
Joseph Ngatchou-Wandji and
James Allison Testing for serial independence in
vector autoregressive models . . . . . . 1379--1410
Grazia Vicario and
Giovanni Pistone Simulated variogram-based error
inspection of manufactured parts . . . . 1411--1423
Yu. D. Grigoriev and
V. B. Melas and
P. V. Shpilev Excess of locally $D$-optimal designs
for Cobb--Douglas model . . . . . . . . 1425--1439
Ansgar Steland Shrinkage for covariance estimation:
asymptotics, confidence intervals,
bounds and applications in sensor
monitoring and finance . . . . . . . . . 1441--1462
Konstantin Samouylov and
Yuliya Gaidamaka Analysis of loss systems with
overlapping resource requirements . . . 1463--1470
Nina Kargapolova and
Elena Khlebnikova and
Vasily Ogorodnikov Monte Carlo simulation of the joint
non-Gaussian periodically correlated
time-series of air temperature and
relative humidity . . . . . . . . . . . 1471--1481
Rosa Arboretti and
Riccardo Ceccato and
Livio Corain and
Fabrizio Ronchi and
Luigi Salmaso Multivariate small sample tests for
two-way designs with applications to
industrial statistics . . . . . . . . . 1483--1503
Yana Belopolskaya Stochastic models for forward systems of
nonlinear parabolic equations . . . . . 1505--1519
Vasily A. Ogorodnikov and
Evgeniya G. Kablukova and
Sergei M. Prigarin Stochastic models of atmospheric clouds
structure . . . . . . . . . . . . . . . 1521--1532
Gely Basharin and
Valeriy Naumov and
Konstantin Samouylov On Markovian modelling of arrival
processes . . . . . . . . . . . . . . . 1533--1540
Natalya Tracheva and
Sergey Ukhinov On the evaluation of spatial-angular
distributions of polarization
characteristics of scattered radiation 1541--1557
Yury G. Dmitriev and
Gennady M. Koshkin Nonparametric estimators of probability
characteristics using unbiased prior
conditions . . . . . . . . . . . . . . . 1559--1575
V. Rykov On steady state probabilities of
renewable system with Marshal--Olkin
failure model . . . . . . . . . . . . . 1577--1588
Y. Andriyana and
I. Gijbels and
A. Verhasselt Quantile regression in
varying-coefficient models: non-crossing
quantile curves and heteroscedasticity 1589--1621
Abbas Parchami and
S. Mahmoud Taheri and
Reinhard Viertl and
Mashaallah Mashinchi Minimax test for fuzzy hypotheses . . . 1623--1648
Mohammad Mohammadi A variance bound for unbiased estimation
in inverse sampling without replacement 1649--1655
J. I. Beltrán-Beltrán and
F. J. O'Reilly On goodness of fit tests for the
Poisson, negative binomial and binomial
distributions . . . . . . . . . . . . . 1--18
Yalian Li and
Hu Yang Performance of the restricted almost
unbiased type principal components
estimators in linear regression model 19--34
F. Marta L. Di Lascio and
Simone Giannerini Clustering dependent observations with
copula functions . . . . . . . . . . . . 35--51
J. Jarrahiferiz and
M. Kayid and
S. Izadkhah Stochastic properties of a weighted
frailty model . . . . . . . . . . . . . 53--72
Sudheesh K. Kattumannil and
P. Anisha A simple non-parametric test for
decreasing mean time to failure . . . . 73--87
A. Sikov and
J. M. Stern Application of the full Bayesian
significance test to model selection
under informative sampling . . . . . . . 89--104
D. Rosadi and
P. Filzmoser Robust second-order least-squares
estimation for regression models with
autoregressive errors . . . . . . . . . 105--122
Wanbo Lu and
Rui Ke A generalized least squares estimation
method for the autoregressive
conditional duration model . . . . . . . 123--146
Woo Dong Lee and
Sang Gil Kang and
Yongku Kim Objective Bayesian testing for the
linear combinations of normal means . . 147--172
Gabriela Ciuperca Adaptive group LASSO selection in
quantile models . . . . . . . . . . . . 173--197
Mahdi Hosseinpouri and
Majid Jafari Khaledi An area-specific stick breaking process
for spatial data . . . . . . . . . . . . 199--221
Félix Belzunce and
Carolina Martínez-Riquelme On the unimodality of the likelihood
ratio with applications . . . . . . . . 223--237
Charles-Elie Rabier and
Jean-Marc Aza\"\is and
Jean-Michel Elsen and
Céline Delmas Chi-square processes for gene mapping in
a population with family structure . . . 239--271
Bo Jiang and
Yuqin Sun On the equality of estimators under a
general partitioned linear model with
parameter restrictions . . . . . . . . . 273--292
Manuel Galea and
Patricia Giménez Local influence diagnostics for the test
of mean-variance efficiency and
systematic risks in the capital asset
pricing model . . . . . . . . . . . . . 293--312
Aeneas Rooch and
Ieva Zelo and
Roland Fried Estimation methods for the LRD parameter
under a change in the mean . . . . . . . 313--347
Miroslav M. Risti\'c Book Review: Dieter Rasch and Dieter
Schott, \booktitleMathematical
statistics . . . . . . . . . . . . . . . 349--350
Radoslav Harman and
Werner G. Müller and
David Woods Editorial for the special issue mODa12:
Advances in Model-Oriented Design and
Analysis . . . . . . . . . . . . . . . . 351--354
Tobias Mielke and
Vladimir Dragalin Adaptive designs for drug combination
informed by longitudinal model for the
response . . . . . . . . . . . . . . . . 355--371
Sergey Tarima and
Nancy Flournoy Asymptotic properties of maximum
likelihood estimators with sample size
recalculation . . . . . . . . . . . . . 373--394
Yanying Wang and
William F. Rosenberger and
Diane Uschner Randomization-based inference and the
choice of randomization procedures . . . 395--404
R. A. Bailey and
Peter J. Cameron Multi-part balanced incomplete-block
designs . . . . . . . . . . . . . . . . 405--426
Katarzyna Filipiak and
Razieh Khodsiani and
Augustyn Markiewicz Optimality of block designs under the
model with the first-order circular
autoregression . . . . . . . . . . . . . 427--447
Nadja Malevich and
Christine H. Müller Optimal design of inspection times for
interval censoring . . . . . . . . . . . 449--464
Maryna Prus Optimal designs for minimax-criteria in
random coefficient regression models . . 465--478
Roberto Fontana and
Fabio Rapallo On the aberrations of mixed level
orthogonal arrays with removed runs . . 479--493
Fritjof Freise and
Rainer Schwabe Optimal designs for $K$-factor two-level
models with first-order interactions on
a symmetrically restricted design region 495--513
Martin Radloff and
Rainer Schwabe Locally $D$-optimal designs for a wider
class of non-linear models on the
$k$-dimensional ball . . . . . . . . . . 515--527
Andrej Pázman Distribution of the multivariate
nonlinear LS estimator under an
uncertain input . . . . . . . . . . . . 529--544
Luc Pronzato and
Henry P. Wynn and
Anatoly Zhigljavsky Bregman divergences based on optimal
design criteria and simplicial measures
of dispersion . . . . . . . . . . . . . 545--564
Guillaume Sagnol and
Edouard Pauwels An unexpected connection between Bayes
$A$-optimal designs and the group lasso 565--584
Yaqiong Yao and
HaiYing Wang Optimal subsampling for softmax
regression . . . . . . . . . . . . . . . 585--599
Gul Inan and
Ozlem Ilk A marginalized multilevel model for
bivariate longitudinal binary data . . . 601--628
Olusola Samuel Makinde Classification rules based on
distribution functions of functional
depth . . . . . . . . . . . . . . . . . 629--640
Xin Dang and
Hailin Sang and
Lauren Weatherall Gini covariance matrix and its affine
equivariant version . . . . . . . . . . 641--666
M. Arashi and
Mahdi Roozbeh Some improved estimation strategies in
high-dimensional semiparametric
regression models with application to
riboflavin production data . . . . . . . 667--686
Amit Shelef and
Edna Schechtman A Gini-based time series analysis and
test for reversibility . . . . . . . . . 687--716
Jean-François Quessy Consistent nonparametric tests for
detecting gradual changes in the
marginals and the copula of multivariate
time series . . . . . . . . . . . . . . 717--746
Zhangong Zhou and
Linjun Tang Testing for parametric component of
partially linear models with missing
covariates . . . . . . . . . . . . . . . 747--760
R. Arabi Belaghi and
M. Noori Asl Estimation based on progressively type-I
hybrid censored data from the Burr XII
distribution . . . . . . . . . . . . . . 761--803
M. Kelkinnama and
M. Asadi Stochastic and ageing properties of
coherent systems with dependent
identically distributed components . . . 805--821
Christian H. Weiß and
Annika Homburg and
Pedro Puig Testing for zero inflation and
overdispersion in INAR(1) models . . . . 823--848
Jianjun Zhang and
Lei Yang and
Xianyi Wu Polya tree priors and their estimation
with multi-group data . . . . . . . . . 849--875
Arnab Kumar Laha and
A. C. Pravida Raja and
K. C. Mahesh SB-robust estimation of mean direction
for some new circular distributions . . 877--902
Oleksii Pokotylo and
Karl Mosler Classification with the pot-pot plot . . 903--931
G. Rajesh and
S. M. Sunoj Some properties of cumulative Tsallis
entropy of order $ \alpha $ . . . . . . 933--943
Nagarajah Varathan and
Pushpakanthie Wijekoon Logistic Liu Estimator under stochastic
linear restrictions . . . . . . . . . . 945--962
Pooja Soni and
Isha Dewan and
Kanchan Jain Nonparametric tests for ordered
quantiles . . . . . . . . . . . . . . . 963--981
Ningning Xia and
Zhidong Bai Convergence rate of eigenvector
empirical spectral distribution of large
Wigner matrices . . . . . . . . . . . . 983--1015
David E. Giles Book Review: David A. Harville:
\booktitleLinear models and the relevant
distributions and matrix algebra . . . . 1017--1019
Sofia Paulino and
Manuel Cabral Morais and
Sven Knoth On ARL-unbiased $c$-charts for INAR(1)
Poisson counts . . . . . . . . . . . . . 1021--1038
Xuemei Hu and
Weiming Yang Semi-parametric small area inference in
generalized semi-varying coefficient
mixed effects models . . . . . . . . . . 1039--1058
Mário de Castro and
Ignacio Vidal Bayesian inference in measurement error
models from objective priors for the
bivariate normal distribution . . . . . 1059--1078
Roy Cerqueti and
Mauro Costantini and
Luciano Gutierrez and
Joakim Westerlund Panel stationary tests against changes
in persistence . . . . . . . . . . . . . 1079--1100
Jia-Han Shih and
Takeshi Emura Bivariate dependence measures and
bivariate competing risks models under
the generalized FGM copula . . . . . . . 1101--1118
Julian Górny and
Erhard Cramer From B-spline representations to gamma
representations in hybrid censoring . . 1119--1135
Hong-Xia Xu and
Zhen-Long Chen and
Jiang-Feng Wang and
Guo-Liang Fan Quantile regression and variable
selection for partially linear model
with randomly truncated data . . . . . . 1137--1160
Xiaofeng Lv and
Gupeng Zhang and
Xinkuo Xu and
Qinghai Li Weighted quantile regression for
censored data with application to export
duration data . . . . . . . . . . . . . 1161--1192
Aiting Shen Asymptotic properties of LS estimators
in the errors-in-variables model with MD
errors . . . . . . . . . . . . . . . . . 1193--1206
Pao-sheng Shen and
Yi Liu Pseudo maximum likelihood estimation for
the Cox model with doubly truncated data 1207--1224
Juxia Xiao and
Xu Li and
Jianhong Shi Local linear smoothers using inverse
Gaussian regression . . . . . . . . . . 1225--1253
Jing Yang and
Hu Yang and
Fang Lu Rank-based shrinkage estimation for
identification in semiparametric
additive models . . . . . . . . . . . . 1255--1281
Ricardo Saldanha de Morais and
Roberto da Costa Quinino and
Emilio Suyama and
Linda Lee Ho Estimators of parameters of a mixture of
three multinomial distributions based on
simple majority results . . . . . . . . 1283--1316
A. P. Martins and
J. R. Sebastião Methods for estimating the upcrossings
index: improvements and comparison . . . 1317--1347
Uoseph Hamdi Salemi and
Sadegh Rezaei and
Saralees Nadarajah $A$-optimal and $D$-optimal censoring
plans in progressively Type-II right
censored order statistics . . . . . . . 1349--1367
G. I. Rivas-Martínez and
M. D. Jiménez-Gamero and
J. L. Moreno-Rebollo A two-sample test for the error
distribution in nonparametric regression
based on the characteristic function . . 1369--1395
Huapeng Li and
Yukun Liu and
Riquan Zhang Small area estimation under transformed
nested-error regression models . . . . . 1397--1418
Uwe Hassler Book Review: Katsuto Tanaka (2017):
\booktitleTime series analysis:
nonstationary and noninvertible
distribution theory, 2nd edition . . . . 1419--1420
Shengqi Tian and
Dehui Wang and
Shuai Cui Correction to: A seasonal geometric INAR
process based on negative binomial
thinning operator . . . . . . . . . . . 1421--1421
Xiaowen Dai and
Libin Jin and
Maozai Tian and
Lei Shi Bayesian Local Influence for Spatial
Autoregressive Models with
Heteroscedasticity . . . . . . . . . . . 1423--1446
María Carmen Pardo and
Rosa Alonso Working correlation structure selection
in GEE analysis . . . . . . . . . . . . 1447--1467
Mingqiu Wang and
Guo-Liang Tian Adaptive group Lasso for
high-dimensional generalized linear
models . . . . . . . . . . . . . . . . . 1469--1486
Levon Demirdjian and
Majid Mojirsheibani Kernel classification with missing data
and the choice of smoothing parameters 1487--1513
Manik Awale and
N. Balakrishna and
T. V. Ramanathan Testing the constancy of the thinning
parameter in a random coefficient
integer autoregressive model . . . . . . 1515--1539
Diego Ramos Canterle and
Fábio Mariano Bayer Variable dispersion beta regressions
with parametric link functions . . . . . 1541--1567
Qianqian Zhao and
Shengli Zhao Some results on two-level regular
designs with multi block variables
containing clear effects . . . . . . . . 1569--1582
Weng Kee Wong and
Yue Yin and
Julie Zhou Using SeDuMi to find various optimal
designs for regression models . . . . . 1583--1603
Helton Saulo and
Jeremias Leão and
Víctor Leiva and
Robert G. Aykroyd Birnbaum--Saunders autoregressive
conditional duration models applied to
high-frequency financial data . . . . . 1605--1629
Zohreh Pakdaman and
Jafar Ahmadi and
Mahdi Doostparast Signature-based approach for
stress-strength systems . . . . . . . . 1631--1647
Kangning Wang and
Lu Lin Robust and efficient estimator for
simultaneous model structure
identification and variable selection in
generalized partial linear varying
coefficient models with longitudinal
data . . . . . . . . . . . . . . . . . . 1649--1676
Daniel Kosiorowski and
Jerzy P. Rydlewski and
Ma\lgorzata Snarska Detecting a structural change in
functional time series using local
Wilcoxon statistic . . . . . . . . . . . 1677--1698
Zujun Ou and
Hong Qin Optimal foldover plans of asymmetric
factorials with minimum wrap-around $
L_2 $-discrepancy . . . . . . . . . . . 1699--1716
Fikri Akdeniz and
Mahdi Roozbeh Generalized difference-based weighted
mixed almost unbiased ridge estimator in
partially linear models . . . . . . . . 1717--1739
Xiaolin Chen and
Xiaojing Chen and
Yi Liu A note on quantile feature screening via
distance correlation . . . . . . . . . . 1741--1762
Yin Liu and
Guo-Liang Tian and
Qin Wu and
Man-Lai Tang Poisson--Poisson item count techniques
for surveys with sensitive discrete
quantitative data . . . . . . . . . . . 1763--1791
Li-Pang Chen Book Review: Mehryar Mohri, Afshin
Rostamizadeh, and Ameet Talwalkar:
\booktitleFoundations of machine
learning, second edition . . . . . . . . 1793--1795
Jonas Rieger Book Review: Mónica Bécue--Bertaut (2019):
\booktitleTextual Data Science with R 1797--1798
Anonymous Correction to: Erroneous Pagination in
Volume 60, Issue 2 and Issue 3 . . . . . 1799--1802
Takuma Yoshida Two stage smoothing in additive models
with missing covariates . . . . . . . . 1803--1826
Xiaoping Zhan and
Tiefeng Ma and
Shuangzhe Liu and
Kunio Shimizu On circular correlation for data on the
torus . . . . . . . . . . . . . . . . . 1827--1847
M. Norouzirad and
M. Arashi Preliminary test and Stein-type
shrinkage ridge estimators in robust
regression . . . . . . . . . . . . . . . 1849--1882
N. Martín and
L. Pardo and
K. Zografos On divergence tests for composite
hypotheses under composite likelihood 1883--1919
Priyanka Majumder and
Murari Mitra A test for detecting Laplace order
dominance and related Bahadur efficiency
issues . . . . . . . . . . . . . . . . . 1921--1937
Lisa Crosato and
Luigi Grossi Correcting outliers in GARCH models: a
weighted forward approach . . . . . . . 1939--1970
S. M. Sunoj and
N. Vipin Some properties of conditional partial
moments in the context of stochastic
modelling . . . . . . . . . . . . . . . 1971--1999
M. Shafaei Noughabi and
M. Kayid Bivariate quantile residual life: a
characterization theorem and statistical
properties . . . . . . . . . . . . . . . 2001--2012
Mar Fenoy and
Pilar Ibarrola and
Juan B. Seoane-Sepúlveda Generalized $p$ value for multivariate
Gaussian stochastic processes in
continuous time . . . . . . . . . . . . 2013--2030
Nirpeksh Kumar Exact distributions of tests of outliers
for exponential samples . . . . . . . . 2031--2061
Yunlu Jiang and
Guo-Liang Tian and
Yu Fei A robust and efficient estimation method
for partially nonlinear models via a new
MM algorithm . . . . . . . . . . . . . . 2063--2085
Xuejun Wang and
Meimei Ge and
Yi Wu The asymptotic properties of the
estimators in a semiparametric
regression model . . . . . . . . . . . . 2087--2108
Emre Aylar and
Stephan Smeekes and
Joakim Westerlund Lag truncation and the local asymptotic
distribution of the ADF test for a unit
root . . . . . . . . . . . . . . . . . . 2109--2118
Wagner Barreto-Souza Mixed Poisson INAR(1) processes . . . . 2119--2139
Ehsan Zamanzade EDF-based tests of exponentiality in
pair ranked set sampling . . . . . . . . 2141--2159
Alicja Jokiel-Rokita and
Rafa\l Topolnicki Minimum distance estimation of the
binormal ROC curve . . . . . . . . . . . 2161--2183
Akram Kohansal On estimation of reliability in a
multicomponent stress-strength model for
a Kumaraswamy distribution based on
progressively censored sample . . . . . 2185--2224
Amit Ghosh and
Chanchal Kundu Bivariate extension of (dynamic)
cumulative residual and past inaccuracy
measures . . . . . . . . . . . . . . . . 2225--2252
Guangjun Shen and
Qian Yu Least squares estimator for
Ornstein--Uhlenbeck processes driven by
fractional Lévy processes from discrete
observations . . . . . . . . . . . . . . 2253--2271
Tran Hoang Hai Estimation of volatility causality in
structural autoregressions with
heteroskedasticity using independent
component analysis . . . . . . . . . . . 1--16
Norbert Henze and
Stefan Koch On a test of normality based on the
empirical moment generating function . . 17--29
Joelmir A. Borssoi and
Gilberto A. Paula and
Manuel Galea Elliptical linear mixed models with a
covariate subject to measurement error 31--69
Lynn Roy LaMotte Following K. Pearson to test the general
linear hypothesis . . . . . . . . . . . 71--83
K. Motarjem and
M. Mohammadzadeh and
A. Abyar Geostatistical survival model with
Gaussian random effect . . . . . . . . . 85--107
Qiang Li and
Liming Wang Robust change point detection method via
adaptive LAD--LASSO . . . . . . . . . . 109--121
Simos G. Meintanis and
Bojana Milosevi\'c and
Marko Obradovi\'c Goodness-of-fit tests in conditional
duration models . . . . . . . . . . . . 123--140
Qifa Xu and
Chao Cai and
Cuixia Jiang and
Fang Sun and
Xue Huang Block average quantile regression for
massive dataset . . . . . . . . . . . . 141--165
Mariana C. Araújo and
Audrey H. M. A. Cysneiros and
Lourdes C. Montenegro Improved heteroskedasticity likelihood
ratio tests in symmetric nonlinear
regression models . . . . . . . . . . . 167--188
Jin Zhang Consistency of MLE, LSE and
$M$-estimation under mild conditions . . 189--199
Feng Xu and
Zekai He Testing slope homogeneity in panel data
models with a multifactor error
structure . . . . . . . . . . . . . . . 201--224
Jun Lu and
Lu Lin Model-free conditional screening via
conditional distance correlation . . . . 225--244
Xinyang Wang and
Dehui Wang and
Haixiang Zhang Poisson autoregressive process modeling
via the penalized conditional maximum
likelihood procedure . . . . . . . . . . 245--260
Jazaa S. Al-Mutairi and
Mohammad Z. Raqab Confidence intervals for quantiles based
on samples of random sizes . . . . . . . 261--277
Milan Hladík and
Michal Cerný and
Jaromír Antoch EIV regression with bounded errors in
data: total `least squares' with
Chebyshev norm . . . . . . . . . . . . . 279--301
Xiaohui Liu and
Shihua Luo and
Yijun Zuo Some results on the computing of Tukey's
halfspace median . . . . . . . . . . . . 303--316
Wolfgang Wiedermann and
Alexander von Eye Log-linear models to evaluate direction
of effect in binary variables . . . . . 317--346
Antonio Calcagn\`\i and
Luigi Lombardi and
Lorenzo Avanzi and
Eduardo Pascali Multiple mediation analysis for
interval-valued data . . . . . . . . . . 347--369
Tatjana von Rosen and
Dietrich von Rosen and
Julia Volaufova A new method for obtaining explicit
estimators in unbalanced mixed linear
models . . . . . . . . . . . . . . . . . 371--383
S. J. Haslett and
X. Q. Liu and
A. Markiewicz and
S. Puntanen Some properties of linear sufficiency
and the BLUPs in the linear mixed model 385--401
M. G. Kulkarni and
M. B. Rajarshi Estimation of parameters of component
lifetime distribution in a coherent
system . . . . . . . . . . . . . . . . . 403--421
Nengxiang Ling and
Germán Aneiros and
Philippe Vieu $k$ NN estimation in functional partial
linear modeling . . . . . . . . . . . . 423--444
Sonal Budhiraja and
Biswabrata Pradhan Point and interval estimation under
progressive type-I interval censoring
with random removal . . . . . . . . . . 445--477
Takeshi Emura and
Chi-Hung Pan Parametric likelihood inference and
goodness-of-fit for dependently
left-truncated data, a copula-based
approach . . . . . . . . . . . . . . . . 479--501
Vahid Ranjbar and
Gholamreza Hesamian Copula function for fuzzy random
variables: applications in measuring
association between two fuzzy random
variables . . . . . . . . . . . . . . . 503--522
Xiaobing Zhao and
Xian Zhou Partial sufficient dimension reduction
on additive rates model for recurrent
event data with high-dimensional
covariates . . . . . . . . . . . . . . . 523--541
Yongku Kim and
Woo Dong Lee and
Sang Gil Kang A matching prior based on the modified
profile likelihood for the common mean
in multiple log-normal distributions . . 543--573
Xiang Jia and
Saralees Nadarajah and
Bo Guo Inference on $q$-Weibull parameters . . 575--593
Francesca Ieva and
Anna Maria Paganoni Component-wise outlier detection methods
for robustifying multivariate functional
samples . . . . . . . . . . . . . . . . 595--614
Zhongde Luo Nonparametric kernel estimation of CVaR
under $ \alpha $-mixing sequences . . . 615--643
Zeng-Hua Lu Bahadur intercept with applications to
one-sided testing . . . . . . . . . . . 645--658
Qi Li and
Fukang Zhu Mean targeting estimator for the
integer-valued GARCH(1, 401) model . . . 659--679
Yang Lu The distribution of unobserved
heterogeneity in competing risks models 681--696
Tianqing Liu and
Xiaohui Yuan Empirical likelihood-based weighted rank
regression with missing covariates . . . 697--725
Bing Guo and
Xue-Ping Chen and
Min-Qian Liu Construction of Latin hypercube designs
with nested and sliced structures . . . 727--740
Sergei Leonov and
Bahjat Qaqish Correlated endpoints: simulation,
modeling, and extreme correlations . . . 741--766
Ali Dastbaravarde and
Ehsan Zamanzade On estimation of $ P \left (X > Y \right)
$ based on judgement post stratification 767--785
Angelo Mazza and
Antonio Punzo Mixtures of multivariate contaminated
normal regression models . . . . . . . . 787--822
A. M. Elsawah and
Kai-Tai Fang New foundations for designing
$U$-optimal follow-up experiments with
flexible levels . . . . . . . . . . . . 823--849
M. Mahdizadeh and
Ehsan Zamanzade Estimation of a symmetric distribution
function in multistage ranked set
sampling . . . . . . . . . . . . . . . . 851--867
Bahadir Yüzbasi and
S. Ejaz Ahmed and
Dursun Aydin Ridge-type pretest and shrinkage
estimations in partially linear models 869--898
Yi Wu and
Xuejun Wang and
Narayanaswamy Balakrishnan On the consistency of the P-C estimator
in a nonparametric regression model . . 899--915
Ricardo Maronna Book Review: Norman Matloff (2017):
\booktitleStatistical regression and
classification: from linear models to
machine learning . . . . . . . . . . . . 917--918
Walter Krämer Book Review: Dieter Rasch, Rob Verdooren
and Jürgen Pilz: \booktitleApplied
statistics: theory and problem solutions
with R . . . . . . . . . . . . . . . . . 919--920
Vera Pawlowsky-Glahn Book Review: Peter Filzmoser, Karel
Hron, Matthias Templ: \booktitleApplied
compositional data analysis, with worked
examples in R . . . . . . . . . . . . . 921--922
Hyunju Lee and
Ji Hwan Cha A new general class of discrete
bivariate distributions constructed by
using the likelihood ratio . . . . . . . 923--944
Achim Dörre Bayesian estimation of a lifetime
distribution under double truncation
caused by time-restricted data
collection . . . . . . . . . . . . . . . 945--965
Kangning Wang and
Xiaofei Sun Efficient parameter estimation and
variable selection in partial linear
varying coefficient quantile regression
model with longitudinal data . . . . . . 967--995
Muhammad Amin and
Muhammad Qasim and
Muhammad Amanullah and
Saima Afzal Performance of some ridge estimators for
the gamma regression model . . . . . . . 997--1026
Mariusz Bieniek and
Agnieszka Goroncy Sharp lower bounds on expectations of
gOS based on DGFR distributions . . . . 1027--1042
Lihong Wang Lack of fit test for long memory
regression models . . . . . . . . . . . 1043--1067
Koji Tsukuda and
Hiroshi Kurata Covariance structure associated with an
equality between two general ridge
estimators . . . . . . . . . . . . . . . 1069--1084
Veronika Kopcová and
Ivan Zezula On intraclass structure estimation in
the growth curve model . . . . . . . . . 1085--1106
Ping Yu and
Jiang Du and
Zhongzhan Zhang Single-index partially functional linear
regression model . . . . . . . . . . . . 1107--1123
Tianfa Xie and
Ruiyuan Cao and
Jiang Du Variable selection for spatial
autoregressive models with a diverging
number of parameters . . . . . . . . . . 1125--1145
Xuejun Wang and
Yi Wu and
Shuhe Hu and
Nengxiang Ling Complete moment convergence for
negatively orthant dependent random
variables and its applications in
statistical models . . . . . . . . . . . 1147--1180
Saliha Derrar and
Ali Laksaci and
Elias Ould Sa\"\id $M$-estimation of the regression
function under random left truncation
and functional time series model . . . . 1181--1202
Lukas Koelbl and
Manfred Deistler A new approach for estimating VAR
systems in the mixed-frequency case . . 1203--1212
Luis Gutiérrez and
Ramsés H. Mena and
Carlos Díaz-Avalos Linear models for statistical shape
analysis based on parametrized closed
curves . . . . . . . . . . . . . . . . . 1213--1229
Hongyi Li and
Hong Qin New lower bounds of four-level and
two-level designs via two
transformations . . . . . . . . . . . . 1231--1243
Shan Luo Variable selection in high-dimensional
sparse multiresponse linear regression
models . . . . . . . . . . . . . . . . . 1245--1267
Chuanhua Wei and
Jin Yang Stochastic restricted estimation in
partially linear additive
errors-in-variables models . . . . . . . 1269--1279
Christian E. Galarza and
Luis M. Castro and
Francisco Louzada and
Victor H. Lachos Quantile regression for nonlinear mixed
effects models: a likelihood based
perspective . . . . . . . . . . . . . . 1281--1307
N. Alemohammad and
S. Rezakhah and
S. H. Alizadeh Markov switching asymmetric GARCH model:
stability and forecasting . . . . . . . 1309--1333
Sanyu Zhou and
Defa Wang and
Jingjing Zhu Construction of simultaneous confidence
bands for a percentile hyper-plane with
predictor variables constrained in an
ellipsoidal region . . . . . . . . . . . 1335--1346
Georgy Sofronov and
Martin Wendler and
Volkmar Liebscher Editorial for the special issue: Change
point detection . . . . . . . . . . . . 1347--1349
Zdenek Hlávka and
Marie Husková and
Simos G. Meintanis Change-point methods for multivariate
time-series: paired vectorial
observations . . . . . . . . . . . . . . 1351--1383
Matús Maciak and
Michal Pesta and
Barbora Pestová Changepoint in dependent and
non-stationary panels . . . . . . . . . 1385--1407
Alfredas Rackauskas and
Martin Wendler Convergence of $U$-processes in Hölder
spaces with application to robust
detection of a changed segment . . . . . 1409--1435
Maria Mohr and
Leonie Selk Estimating change points in
nonparametric time series regression
models . . . . . . . . . . . . . . . . . 1437--1463
Qing Yang and
Yu-Ning Li and
Yi Zhang Change point detection for nonparametric
regression under strongly mixing process 1465--1506
Lijing Ma and
Andrew J. Grant and
Georgy Sofronov Multiple change point detection and
validation in autoregressive time series
data . . . . . . . . . . . . . . . . . . 1507--1528
Pavel V. Gapeev On the problems of sequential
statistical inference for Wiener
processes with delayed observations . . 1529--1544
Krzysztof J. Szajowski Rationalization of detection of the
multiple disorders . . . . . . . . . . . 1545--1563
Christoph Bandt Order patterns, their variation and
change points in financial time series
and Brownian motion . . . . . . . . . . 1565--1588
Yi Chu and
Lu Lin Conditional SIRS for nonparametric and
semiparametric models by marginal
empirical likelihood . . . . . . . . . . 1589--1606
Xin Deng and
Xuejun Wang An exponential inequality and its
application to $M$ estimators in
multiple linear models . . . . . . . . . 1607--1627
Shun Matsuura and
Thaddeus Tarpey Optimal principal points estimators of
multivariate distributions of
location-scale and
location-scale-rotation families . . . . 1629--1643
Massimo Aria and
Antonio D'Ambrosio and
Carmela Iorio and
Roberta Siciliano and
Valentina Cozza Dynamic recursive tree-based
partitioning for malignant melanoma
identification in skin lesion
dermoscopic images . . . . . . . . . . . 1645--1661
Mengmei Xi and
Rui Wang and
Zhaoyang Cheng and
Xuejun Wang Some convergence properties for partial
sums of widely orthant dependent random
variables and their statistical
applications . . . . . . . . . . . . . . 1663--1684
Sergio Alvarez-Andrade and
Salim Bouzebda Cramér's type results for some
bootstrapped $U$-statistics . . . . . . 1685--1699
Toyoto Tanaka and
Yoshihiro Hirose and
Fumiyasu Komaki Second-order matching prior family
parametrized by sample size and matching
probability . . . . . . . . . . . . . . 1701--1717
Shangwei Zhao and
Jun Liao and
Dalei Yu Model averaging estimator in ridge
regression and its large sample
properties . . . . . . . . . . . . . . . 1719--1739
Lengyi Han and
W. John Braun and
Jason Loeppky Random coefficient minification
processes . . . . . . . . . . . . . . . 1741--1762
Liuping Hu and
Kashinath Chatterjee and
Jiaqi Liu and
Zujun Ou New lower bound for Lee discrepancy of
asymmetrical factorials . . . . . . . . 1763--1772
Eliana Christou Robust dimension reduction using sliced
inverse median regression . . . . . . . 1799--1818
Predrag M. Popovi\'c and
Hassan S. Bakouch A bivariate integer-valued bilinear
autoregressive model with random
coefficients . . . . . . . . . . . . . . 1819--1840
Mingqiu Wang and
Peixin Zhao and
Xiaoning Kang Structure identification for varying
coefficient models with measurement
errors based on kernel smoothing . . . . 1841--1857
Djalel-Eddine Meskaldji and
Dimitri Van De Ville and
Jean-Philippe Thiran and
Stephan Morgenthaler A comprehensive error rate for multiple
testing . . . . . . . . . . . . . . . . 1859--1874
Xiaofang He and
Wangxue Chen and
Wenshu Qian Maximum likelihood estimators of the
parameters of the log-logistic
distribution . . . . . . . . . . . . . . 1875--1892
Ryo Miyazaki and
Hidetoshi Murakami The non-null limiting distribution of
the generalized Baumgartner statistic
based on the Fourier series
approximation . . . . . . . . . . . . . 1893--1909
Hu Yang and
Ning Li and
Jing Yang A robust and efficient estimation and
variable selection method for partially
linear models with large-dimensional
covariates . . . . . . . . . . . . . . . 1911--1937
Matieyendou Lamboni Uncertainty quantification: a minimum
variance unbiased (joint) estimator of
the non-normalized Sobol' indices . . . 1939--1970
Jafar Ahmadi and
H. N. Nagaraja Conditional properties of a random
sample given an order statistic . . . . 1971--1996
Lei He and
Rong-Xian Yue $R$-optimal designs for trigonometric
regression models . . . . . . . . . . . 1997--2013
Fen Jiang and
Junmei Zhou and
Jin Zhang Restricted minimum volume confidence
region for Pareto distribution . . . . . 2015--2029
Jun Zhang and
Junpeng Zhu and
Yan Zhou and
Xia Cui and
Tao Lu Multiplicative regression models with
distortion measurement errors . . . . . 2031--2057
Selma Toker Investigating the two parameter analysis
of Lipovetsky for simultaneous systems 2059--2089
Saeideh Kamgar and
Florian Meinfelder and
Ralf Münnich and
Hamidreza Navvabpour Estimation within the new integrated
system of household surveys in Germany 2091--2117
Xiao Guo and
Hai Zhang Sparse directed acyclic graphs
incorporating the covariates . . . . . . 2119--2148
Sascha Wörz and
Heinz Bernhardt Towards an uniformly most powerful
binomial test . . . . . . . . . . . . . 2149--2156
Livio Finos and
Fortunato Pesarin On zero-inflated permutation testing and
some related problems . . . . . . . . . 2157--2174
Helmut Herwartz and
Simone Maxand Nonparametric tests for independence: a
review and comparative simulation study
with an application to malnutrition data
in India . . . . . . . . . . . . . . . . 2175--2201
K. Chatterjee and
C. Koukouvinos and
K. Mylona Construction of supersaturated
split-plot designs . . . . . . . . . . . 2203--2219
Michael Schomaker and
Christian Heumann When and when not to use optimal model
averaging . . . . . . . . . . . . . . . 2221--2240
Tianqing Liu and
Xiaohui Yuan Doubly robust
augmented-estimating-equations
estimation with nonignorable nonresponse
data . . . . . . . . . . . . . . . . . . 2241--2270
Lingxiang Zhang Linearity tests and stochastic trend
under the STAR framework . . . . . . . . 2271--2282
Heewon Park and
Sadanori Konishi Sparse common component analysis for
multiple high-dimensional datasets via
noncentered principal component analysis 2283--2311
Caiya Zhang and
Kaihong Xu and
Lianfen Qian Asymptotic properties of the QMLE in a
log-linear RealGARCH model with Gaussian
errors . . . . . . . . . . . . . . . . . 2313--2330
Liwang Ding and
Ping Chen and
Yongming Li Consistency for wavelet estimator in
nonparametric regression model with
extended negatively dependent samples 2331--2349
Bang-Qiang He and
Xing-Jian Hong and
Guo-Liang Fan Penalized empirical likelihood for
partially linear errors-in-variables
panel data models with fixed effects . . 2351--2381
Uwe Hassler Note on sample quantiles for ordinal
data . . . . . . . . . . . . . . . . . . 2383--2391
B. Lafuente-Rego and
P. D'Urso and
J. A. Vilar Robust fuzzy clustering based on
quantile autocovariances . . . . . . . . 2393--2448
Glen Livingston, Jr. and
Darfiana Nur Bayesian inference of smooth transition
autoregressive (STAR)($k$)-GARCH($l$, $
40 m$) models . . . . . . . . . . . . . 2449--2482
Zhenghui Feng and
Jun Zhang and
Qian Chen Statistical inference for linear
regression models with additive
distortion measurement errors . . . . . 2483--2509
Lakshmi Kanta Patra and
Suchandan Kayal and
Somesh Kumar Estimating a function of scale parameter
of an exponential population with
unknown location under general loss
function . . . . . . . . . . . . . . . . 2511--2527
Abdoulkarim Ilmi Amir and
Yacouba Boubacar Ma\"\inassara Multivariate portmanteau tests for weak
multiplicative seasonal VARMA models . . 2529--2560
Shengqi Tian and
Dehui Wang and
Shuai Cui A seasonal geometric INAR process based
on negative binomial thinning operator 2561--2581
Ruili Sun and
Tiefeng Ma and
Shuangzhe Liu Portfolio selection: shrinking the
time-varying inverse conditional
covariance matrix . . . . . . . . . . . 2583--2604
Nataliya Chukhrova and
Arne Johannssen Randomized versus non-randomized
hypergeometric hypothesis testing with
crisp and fuzzy hypotheses . . . . . . . 2605--2641
Wan-Lun Wang and
Ahad Jamalizadeh and
Tsung-I Lin Finite mixtures of multivariate
scale-shape mixtures of skew-normal
distributions . . . . . . . . . . . . . 2643--2670
Aiting Shen and
Huiling Tao and
Xuejun Wang The asymptotic properties for the
estimators of the survival function and
failure rate function based on WOD
samples . . . . . . . . . . . . . . . . 2671--2684
Yu-Ye Zou and
Han-Ying Liang CLT for integrated square error of
density estimators with censoring
indicators missing at random . . . . . . 2685--2714
Ruiyuan Cao and
Jiang Du and
Jianjun Zhou and
Tianfa Xie FPCA-based estimation for generalized
functional partially linear models . . . 2715--2735
Belmiro P. M. Duarte and
Guillaume Sagnol Approximate and exact optimal designs
for $ 2^k $ factorial experiments for
generalized linear models via second
order cone programming . . . . . . . . . 2737--2767
Werner G. Müller and
Carsten Jentsch and
Ulrike Schneider Editorial . . . . . . . . . . . . . . . 1--2
Chyong-Mei Chen and
Pao-sheng Shen and
Yi Liu On semiparametric transformation model
with LTRC data: pseudo likelihood
approach . . . . . . . . . . . . . . . . 3--30
Priyanka Majumder and
Murari Mitra Detecting trend change in hazard
functions --- an $L$-statistic approach 31--52
Chengbo Li and
Yong Zhou The estimation for the general
additive-multiplicative hazard model
using the length-biased survival data 53--74
Chi-Kuang Yeh and
Julie Zhou Properties of optimal regression designs
under the second-order least squares
estimator . . . . . . . . . . . . . . . 75--92
Feng Li and
Lu Lin and
Sanying Feng An adaptive estimation for
covariate-adjusted nonparametric
regression model . . . . . . . . . . . . 93--115
Christian M. Dahl and
Emma M. Iglesias Asymptotic normality of the MLE in the
level-effect ARCH model . . . . . . . . 117--135
Manuel Guerra and
Cláudia Nunes and
Carlos Oliveira The optimal stopping problem revisited 137--169
J. M. Lennartz and
S. Bedbur and
U. Kamps Minimum area confidence regions and
their coverage probabilities for type-II
censored exponential data . . . . . . . 171--191
Guochang Wang and
Beiting Liang and
Baojian Xie Dimension reduction for functional
regression with a binary response . . . 193--208
Lakshmi Kanta Patra and
Suchandan Kayal and
Somesh Kumar Minimax estimation of the common
variance and precision of two normal
populations with ordered restricted
means . . . . . . . . . . . . . . . . . 209--233
Paula R. Bouzas and
Nuria Ruiz-Fuentes and
Juan Eloy Ruiz-Castro Forecasting counting and time statistics
of compound Cox processes: a focus on
intensity phase type process, deletions
and simultaneous events . . . . . . . . 235--265
A. M. Elsawah and
Kai-Tai Fang and
Xiao Ke New recommended designs for screening
either qualitative or quantitative
factors . . . . . . . . . . . . . . . . 267--307
Akram Kohansal and
Shirin Shoaee Bayesian and classical estimation of
reliability in a multicomponent
stress-strength model under adaptive
hybrid progressive censored data . . . . 309--359
Huiwen Wang and
Zhichao Wang and
Shanshan Wang Sliced inverse regression method for
multivariate compositional data modeling 361--393
Wenshu Qian and
Wangxue Chen and
Xiaofang He Parameter estimation for the Pareto
distribution based on ranked set
sampling . . . . . . . . . . . . . . . . 395--417
Ruhul Ali Khan and
Murari Mitra Estimation issues in the
Exponential--Logarithmic model under
hybrid censoring . . . . . . . . . . . . 419--450
Daiqing Xi and
Tianxiao Pang Estimating multiple breaks in mean
sequentially with fractionally
integrated errors . . . . . . . . . . . 451--494
Suli Cheng and
Jianbao Chen Estimation of partially linear
single-index spatial autoregressive
model . . . . . . . . . . . . . . . . . 495--531
Ruochen Zha and
Ofer Harel Power calculation in multiply imputed
data . . . . . . . . . . . . . . . . . . 533--559
Hyunju Lee and
Ji Hwan Cha On a multivariate IFR and positively
dependent lifetime model induced by
multiple shot-noise processes . . . . . 561--590
Fayyaz Bahari and
Safar Parsi and
Mojtaba Ganjali Empirical likelihood inference in
general linear model with missing values
in response and covariates by MNAR
mechanism . . . . . . . . . . . . . . . 591--622
Philipp Otto and
Wolfgang Schmid and
Robert Garthoff Stochastic properties of spatial and
spatiotemporal ARCH models . . . . . . . 623--638
Hongchang Hu and
Weifu Hu and
Xinxin Yu Pseudo-maximum likelihood estimators in
linear regression models with fractional
time series . . . . . . . . . . . . . . 639--659
Ning Li and
Hu Yang Nonnegative estimation and variable
selection under minimax concave penalty
for sparse high-dimensional linear
regression models . . . . . . . . . . . 661--680
Lasanthi C. R. Pelawa Watagoda and
David J. Olive Bootstrapping multiple linear regression
after variable selection . . . . . . . . 681--700
Zhidong Bai and
Jiang Hu and
Chao Zhang Test on the linear combinations of
covariance matrices in high-dimensional
data . . . . . . . . . . . . . . . . . . 701--719
Hui Jiang and
Jin Shao and
Qingshan Yang Sharp large deviations for a class of
normalized $L$-statistics and
applications . . . . . . . . . . . . . . 721--744
Yao Kang and
Dehui Wang and
Kai Yang A new INAR(1) process with bounded
support for counts showing
equidispersion, underdispersion and
overdispersion . . . . . . . . . . . . . 745--767
Yan Wang and
Xuejun Wang Complete $f$-moment convergence for
Sung's type weighted sums and its
application to the EV regression models 769--793
Qian Yu Least squares estimator of fractional
Ornstein--Uhlenbeck processes with
periodic mean for general Hurst
parameter . . . . . . . . . . . . . . . 795--815
Adriano Zanin Zambom and
Gregory J. Matthews Sure independence screening in the
presence of missing data . . . . . . . . 817--845
Pallab Ghosh and
Kevin Grier and
Jaeho Kim Heterogeneous endogeneity . . . . . . . 847--886
Jun Zhang Estimation and variable selection for
partial linear single-index distortion
measurement errors models . . . . . . . 887--913
Wenchen Liu and
Yincai Tang and
Ancha Xu Zero-and-one-inflated Poisson regression
model . . . . . . . . . . . . . . . . . 915--934
Xuejun Wang and
Yi Wu and
Shuhe Hu On consistency of wavelet estimator in
nonparametric regression models . . . . 935--962
Xin Deng and
Xuejun Wang and
Yi Wu The Berry--Esseen type bounds of the
weighted estimator in a nonparametric
model with linear process errors . . . . 963--984
Nagarajah Varathan and
Pushpakanthie Wijekoon Optimal stochastic restricted logistic
estimator . . . . . . . . . . . . . . . 985--1002
E. Castilla and
N. Martín and
K. Zografos Composite likelihood methods: Rao-type
tests based on composite minimum density
power divergence estimator . . . . . . . 1003--1041
M. Nooi Asl and
H. Bevrani and
K. Mansson Ridge-type shrinkage estimators in
generalized linear models with an
application to prostate cancer data . . 1043--1085
Marco Meyer Book Review: Tucker S. McElroy, Dimitris
N. Politis (2020): \booktitleTime
series: a first course with bootstrap
starter . . . . . . . . . . . . . . . . 1087--1089
Christophe Ley Book Review: Thomas A. Severini (2020):
\booktitleAnalytic Methods in Sports ---
Using Mathematics and Statistics to
Understand Data from Baseball, Football,
Basketball, and Other Sports . . . . . . 1091--1092
Edzer Pebesma Book Review: Christopher K. Wikle,
Andrew Zammit-Mangion and Noel Cressie
(2019): \booktitleSpatio-temporal
Statistics with R. Chapman and Hall/CRC,
396 pp. \$47.96 (Hardcover), ISBN
978-1-1387-1113-6} . . . . . . . . . . . 1093--1094
M. Taavoni and
M. Arashi Kernel estimation in semiparametric
mixed effect longitudinal modeling . . . 1095--1116
Ru Yuan and
Bing Guo and
Min-Qian Liu Flexible sliced Latin hypercube designs
with slices of different sizes . . . . . 1117--1134
Stanislav Nagy Halfspace depth does not characterize
probability distributions . . . . . . . 1135--1139
Jianglin Fang Feature screening for
ultrahigh-dimensional survival data when
failure indicators are missing at random 1141--1166
Yijun Zuo Robustness of the deepest projection
regression functional . . . . . . . . . 1167--1193
Wangxue Chen and
Rui Yang and
Dongsen Yao and
Chunxian Long Pareto parameters estimation using
moving extremes ranked set sampling . . 1195--1211
Tao Zhang and
Zhiwen Wang and
Yanling Wan Functional test for high-dimensional
covariance matrix, with application to
mitochondrial calcium concentration . . 1213--1230
Ana Pérez-González and
Tomás R. Cotos-Yáñez and
Wenceslao González-Manteiga and
Rosa M. Crujeiras-Casais Goodness-of-fit tests for quantile
regression with missing responses . . . 1231--1264
Fengqing Zhang and
Jiangtao Gou Refined critical boundary with enhanced
statistical power for non-directional
two-sided tests in group sequential
designs with multiple endpoints . . . . 1265--1290
Cláudia Santos and
Isabel Pereira and
Manuel G. Scotto On the theory of periodic multivariate
INAR processes . . . . . . . . . . . . . 1291--1348
Lei He and
Rong-Xian Yue $D$-optimal designs for hierarchical
linear models with intraclass covariance
structure . . . . . . . . . . . . . . . 1349--1361
Luca Frigau and
Claudio Conversano and
Francesco Mola Consistent validation of gray-level
thresholding image segmentation
algorithms based on machine learning
classifiers . . . . . . . . . . . . . . 1363--1386
Yu. D. Grigoriev and
V. B. Melas and
P. V. Shpilev Excess and saturated $D$-optimal designs
for the rational model . . . . . . . . . 1387--1405
Ke-Ang Fu and
Ting Li and
Chang Ni and
Wenkai He and
Renshui Wu Asymptotics for the conditional
self-weighted $M$-estimator of GRCA(1)
models with possibly heavy-tailed errors 1407--1419
M. Revan Özkale and
Hans Nyquist The stochastic restricted ridge
estimator in generalized linear models 1421--1460
A. M. Elsawah and
Kai-Tai Fang and
Ping He and
Hong Qin Sharp lower bounds of various uniformity
criteria for constructing uniform
designs . . . . . . . . . . . . . . . . 1461--1482
Andreas Eberl and
Bernhard Klar A note on a measure of asymmetry . . . . 1483--1497
Liangzhi Chen and
Thomas Hotz and
Haizhang Zhang Admissible kernels for RKHS embedding of
probability distributions . . . . . . . 1499--1518
Antonio Punzo and
Salvatore Ingrassia and
Antonello Maruotti Multivariate hidden Markov regression
models: random covariates and
heavy-tailed distributions . . . . . . . 1519--1555
R. A. Bailey and
Peter J. Cameron Appendage to: Multi-part balanced
incomplete-block designs . . . . . . . . 1557--1558
Ricardo A. Maronna Robust functional principal components
for irregularly spaced longitudinal data 1563--1582
Elisa Cabana and
Rosa E. Lillo and
Henry Laniado Multivariate outlier detection based on
a robust Mahalanobis distance with
shrinkage estimators . . . . . . . . . . 1583--1609
M. Shams On weakly equivariant estimators . . . . 1611--1650
Jose Ameijeiras-Alonso and
Christophe Ley and
Arthur Pewsey and
Thomas Verdebout On optimal tests for circular reflective
symmetry about an unknown central
direction . . . . . . . . . . . . . . . 1651--1674
Göran Kauermann and
Mehboob Ali Semi-parametric regression when some
(expensive) covariates are missing by
design . . . . . . . . . . . . . . . . . 1675--1696
Shulin Zhang and
Qian M. Zhou and
Huazhen Lin Goodness-of-fit test of copula functions
for semi-parametric univariate time
series models . . . . . . . . . . . . . 1697--1721
Zhihua Sun and
Dongshan Luo and
Xiaohua Zhou and
Qingzhao Zhang Comparative studies on the adequacy
check of parametric measurement error
models with auxiliary variable . . . . . 1723--1751
M. Mahdizadeh and
Ehsan Zamanzade Smooth estimation of the area under the
ROC curve in multistage ranked set
sampling . . . . . . . . . . . . . . . . 1753--1776
Kang Wang and
Zujun Ou and
Jiaqi Liu and
Hongyi Li Uniformity pattern of $q$-level
factorials under mixture discrepancy . . 1777--1793
Weiping Zhou and
Jinyu Yang and
Min-Qian Liu Construction of orthogonal marginally
coupled designs . . . . . . . . . . . . 1795--1820
Rui Wang and
Xingzhong Xu A Bayesian-motivated test for
high-dimensional linear regression
models with fixed design matrix . . . . 1821--1852
Ingo Hoffmann and
Christoph J. Börner The risk function of the goodness-of-fit
tests for tail models . . . . . . . . . 1853--1869
Osama Idais On local optimality of vertex type
designs in generalized linear models . . 1871--1898
Martina Hancová and
Andrej Gajdos and
Jozef Hanc and
Gabriela Vozáriková Estimating variances in time series
kriging using convex optimization and
empirical BLUPs . . . . . . . . . . . . 1899--1938
Yuping Song and
Hangyan Li and
Yetong Fang Efficient estimation for the volatility
of stochastic interest rate models . . . 1939--1964
Vasilis Chasiotis and
Stavros A. Chatzopoulos and
Stratis Kounias and
Nikos Farmakis On the optimality of orthogonal and
balanced arrays with $ N \equiv 0 (\bmod
9) $ runs . . . . . . . . . . . . . . . 1965--1980
Rong Jiang and
Wei-wei Chen and
Xin Liu Adaptive quantile regressions for
massive datasets . . . . . . . . . . . . 1981--1995
Christian Leschinski and
Michelle Voges and
Philipp Sibbertsen A comparison of semiparametric tests for
fractional cointegration . . . . . . . . 1997--2030
Hao Chen and
Yan Zhang and
Xue Yang Uniform projection nested Latin
hypercube designs . . . . . . . . . . . 2031--2045
Hassan Sharghi Ghale-Joogh and
S. Mohammad E. Hosseini-Nasab On mean derivative estimation of
longitudinal and functional data: from
sparse to dense . . . . . . . . . . . . 2047--2066
Eric Nyarko Optimal $ 2^K $ paired comparison
designs for third-order interactions . . 2067--2082
Damian Jelito and
Marcin Pitera New fat-tail normality test based on
conditional second moments with
applications to finance . . . . . . . . 2083--2108
Roman Zmy\'slony and
Arkadiusz Kozio\l Ratio $F$ test for testing simultaneous
hypotheses in models with blocked
compound symmetric covariance structure 2109--2118
Wan-Lun Wang and
Luis M. Castro and
Wan-Chen Hsieh and
Tsung-I Lin Mixtures of factor analyzers with
covariates for modeling multiply
censored dependent variables . . . . . . 2119--2145
Kangning Wang and
Mengjie Hao and
Xiaofei Sun Robust and efficient estimating
equations for longitudinal data partial
linear models and its applications . . . 2147--2168
Yi Wu and
Xuejun Wang and
Aiting Shen Strong convergence properties for
weighted sums of $m$-asymptotic
negatively associated random variables
and statistical applications . . . . . . 2169--2194
Ash Abebe and
Huybrechts F. Bindele and
Masego Otlaadisa and
Boikanyo Makubate Robust estimation of single index models
with responses missing at random . . . . 2195--2225
Ji Hwan Cha and
F. G. Badía Variables acceptance reliability
sampling plan based on degradation test 2227--2245
Samira Zahmatkesh and
Mohsen Mohammadzadeh Bayesian prediction of spatial data with
non-ignorable missingness . . . . . . . 2247--2268
Ricardo A. Maronna and
Victor J. Yohai Optimal robust estimators for families
of distributions on the integers . . . . 2269--2281
Jean-François Quessy On nonparametric tests of multivariate
meta-ellipticity . . . . . . . . . . . . 2283--2310
Parisa Hasanalipour and
Mostafa Razmkhah Testing skew-symmetry based on extreme
ranked set sampling . . . . . . . . . . 2311--2332
Ji-Eun Choi and
Dong Wan Shin A self-normalization break test for
correlation matrix . . . . . . . . . . . 2333--2353
Ryusei Shingaki and
Hiroshi Kanda and
Manabu Kuroki Selection and integration of generalized
instrumental variables for estimating
total effects . . . . . . . . . . . . . 2355--2381
Yongxin Liu and
Peng Zeng and
Lu Lin Degrees of freedom for regularized
regression with Huber loss and linear
constraints . . . . . . . . . . . . . . 2383--2405
Lasanthi C. R. Pelawa Watagoda and
David J. Olive Comparing six shrinkage estimators with
large sample theory and asymptotically
optimal prediction intervals . . . . . . 2407--2431
Zujun Ou and
Hongyi Li A new foldover strategy and optimal
foldover plans for three-level design 2433--2451
Mozhgan Alirezaei Dizicheh and
Nasrollah Iranpanah and
Ehsan Zamanzade Bootstrap Methods for Judgment Post
Stratification . . . . . . . . . . . . . 2453--2471
Maria del Mar Rueda and
Maria Giovanna Ranalli and
Antonio Arcos and
David Molina Population empirical likelihood
estimation in dual frame surveys . . . . 2473--2490
Sárka Hudecová and
Miroslav Siman Testing symmetry around a subspace . . . 2491--2508
Yuli Liang and
Dietrich von Rosen and
Tatjana von Rosen On properties of Toeplitz-type
covariance matrices in models with
nested random effects . . . . . . . . . 2509--2528
Fangfang Wang and
Lu Lin and
Lei Liu and
Kangning Wang Estimation and clustering for partially
heterogeneous single index model . . . . 2529--2556
Rafael Kawka Limit theorems for locally stationary
processes . . . . . . . . . . . . . . . 2557--2571
Li Cai and
Suojin Wang Global statistical inference for the
difference between two regression mean
curves with covariates possibly
partially missing . . . . . . . . . . . 2573--2602
Jafar Ahmadi Characterization of continuous symmetric
distributions using information measures
of records . . . . . . . . . . . . . . . 2603--2626
Li Liu and
Hao Wang and
Yanyan Liu and
Jian Huang Model pursuit and variable selection in
the additive accelerated failure time
model . . . . . . . . . . . . . . . . . 2627--2659
Jingwen Tu and
Hu Yang and
Chaohui Guo and
Jing Lv Model averaging marginal regression for
high dimensional conditional quantile
prediction . . . . . . . . . . . . . . . 2661--2689
Wenlong Li and
Bing Guo and
Hengzhen Huang and
Min-Qian Liu Semifoldover plans for three-level
orthogonal arrays with quantitative
factors . . . . . . . . . . . . . . . . 2691--2709
Jing Zhang and
Yanyan Liu and
Hengjian Cui Model-free feature screening via
distance correlation for ultrahigh
dimensional survival data . . . . . . . 2711--2738
Yves G. Berger and
Paola M. Chiodini and
Mariangela Zenga Bounds for monetary-unit sampling in
auditing: an adjusted empirical
likelihood approach . . . . . . . . . . 2739--2761
M. S. Kotb and
M. Z. Raqab Estimation of reliability for
multi-component stress-strength model
based on modified Weibull distribution 2763--2797
Tang Qingguo and
Bian Minjie Estimation for functional linear
semiparametric model . . . . . . . . . . 2799--2823
Mingjing Chen Tests for the explanatory power of
latent factors . . . . . . . . . . . . . 2825--2856
Jan Pablo Burgard and
Joscha Krause and
Dennis Kreber and
Domingo Morales The generalized equivalence of
regularization and min-max
robustification in linear mixed models 2857--2883
Xiaochao Xia Model averaging prediction for
nonparametric varying-coefficient models
with B-spline smoothing . . . . . . . . 2885--2905
Hongyi Li and
Xingyou Huang and
Huili Xue and
Hong Qin A novel method for constructing mixed
two- and three-level uniform factorials
with large run sizes . . . . . . . . . . 2907--2921
A. M. Elsawah Multiple doubling: a simple effective
construction technique for optimal
two-level experimental designs . . . . . 2923--2967
Dexter Cahoy and
Elvira Di Nardo and
Federico Polito Flexible models for overdispersed and
underdispersed count data . . . . . . . 2969--2990
Helena Ferreira and
Ana Paula Martins and
Maria da Graça Temido Extremal behaviour of a periodically
controlled sequence with imputed values 2991--3013
Ruhul Ali Khan and
Dhrubasish Bhattacharyya and
Murari Mitra Exact and asymptotic tests of
exponentiality against nonmonotonic mean
time to failure type alternatives . . . 3015--3045
Jun Zhao and
Guan'ao Yan and
Yi Zhang Robust estimation and shrinkage in
ultrahigh dimensional expectile
regression with heavy tails and variance
heterogeneity . . . . . . . . . . . . . 1--28
Jan Beran and
Britta Steffens and
Sucharita Ghosh On nonparametric regression for
bivariate circular long-memory time
series . . . . . . . . . . . . . . . . . 29--52
Xiaofei Wu and
Rongmei Liang and
Hu Yang Penalized and constrained LAD estimation
in fixed and high dimension . . . . . . 53--95
Kai Yang and
Xue Ding and
Xiaohui Yuan Bayesian empirical likelihood inference
and order shrinkage for autoregressive
models . . . . . . . . . . . . . . . . . 97--121
Shun Matsuura and
Hiroshi Kurata Optimal estimator under risk matrix in a
seemingly unrelated regression model and
its generalized least squares expression 123--141
Yannick Hoga Quantifying the data-dredging bias in
structural break tests . . . . . . . . . 143--155
Alessandro Baldi Antognini and
Marco Novelli and
Maroussa Zagoraiou A simple solution to the inadequacy of
asymptotic likelihood-based inference
for response-adaptive clinical trials 157--180
Uwe Hassler and
Mehdi Hosseinkouchack Understanding nonsense correlation
between (independent) random walks in
finite samples . . . . . . . . . . . . . 181--195
Long-Hao Xu and
Kai-Tai Fang and
Ping He Properties and generation of
representative points of the exponential
distribution . . . . . . . . . . . . . . 197--223
Judith H. Parkinson-Schwarz and
Arne C. Bathke Testing for equality of distributions
using the concept of (niche) overlap . . 225--242
Tizheng Li and
Xiaojuan Kang Variable selection of higher-order
partially linear spatial autoregressive
model with a diverging number of
parameters . . . . . . . . . . . . . . . 243--285
Joseph Ngatchou-Wandji and
Echarif Elharfaoui and
Michel Harel On change-points tests based on
two-samples $U$-Statistics for weakly
dependent observations . . . . . . . . . 287--316
Zhan Liu and
Chun Yip Yau A propensity score adjustment method for
longitudinal time series models under
nonignorable nonresponse . . . . . . . . 317--342
Ivair R. Silva and
Yan Zhuang and
Julio C. A. da Silva Junior Kronecker delta method for testing
independence between two vectors in
high-dimension . . . . . . . . . . . . . 343--365
Jing Luo and
Tour Liu and
Qiuping Wang Affiliation weighted networks with a
differentially private degree sequence 367--395
Nan Cheng and
Chao Lu and
Xuejun Wang Complete moment convergence for randomly
weighted sums of extended negatively
dependent random variables with
application to semiparametric regression
models . . . . . . . . . . . . . . . . . 397--419
Emmanuel O. Ogundimu Regularization and variable selection in
Heckman selection model . . . . . . . . 421--439
Yan-Ping Gao and
Si-Yu Yi and
Yong-Dao Zhou Level-augmented uniform designs . . . . 441--460
Reinaldo B. Arellano-Valle and
Adelchi Azzalini Some properties of the unified
skew-normal distribution . . . . . . . . 461--487
Ouafae Benrabah and
Feriel Bouhadjera and
Elias Ould Sa\"\id Local linear estimation of the
regression function for twice censored
data . . . . . . . . . . . . . . . . . . 489--514
Wenlong Li and
Min-Qian Liu and
Jian-Feng Yang Construction of column-orthogonal strong
orthogonal arrays . . . . . . . . . . . 515--530
T. I. Katsaounis On multistage experiments with
restrictions in the randomization of
treatments . . . . . . . . . . . . . . . 531--541
Pavel Krupskii and
Harry Joe Approximate likelihood with proxy
variables for parameter estimation in
high-dimensional factor copula models 543--569
Masoud Faridi and
Majid Jafari Khaledi The polar-generalized normal
distribution: properties, Bayesian
estimation and applications . . . . . . 571--603
Tingting Zou and
Shurong Zheng and
Hongtu Zhu CLT for linear spectral statistics of
large dimensional sample covariance
matrices with dependent data . . . . . . 605--664
Nengxiang Ling and
Lilei Cheng and
Hui Ding Missing responses at random in
functional single index model for time
series data . . . . . . . . . . . . . . 665--692
Edmond Levy On the density for sums of independent
exponential, Erlang and gamma variates 693--721
Stergios B. Fotopoulos and
Alex Paparas and
Venkata K. Jandhyala Change point detection and estimation
methods under gamma series of
observations . . . . . . . . . . . . . . 723--754
Yacouba Boubacar Ma\"\inassara and
Othman Kadmiri and
Bruno Saussereau Portmanteau test for the asymmetric
power GARCH model when the power is
unknown . . . . . . . . . . . . . . . . 755--793
Bao-Anh Dang and
K. Krishnamoorthy Confidence intervals, prediction
intervals and tolerance intervals for
negative binomial distributions . . . . 795--820
Marcelo Bourguignon and
Diego I. Gallardo and
Rodrigo M. R. Medeiros A simple and useful regression model for
underdispersed count data based on
Bernoulli--Poisson convolution . . . . . 821--848
Petra Laketa and
Stanislav Nagy Halfspace depth for general measures:
the ray basis theorem and its
consequences . . . . . . . . . . . . . . 849--883
Jun Zhang and
Bingqing Lin and
Yiping Yang Maximum nonparametric kernel likelihood
estimation for multiplicative linear
regression models . . . . . . . . . . . 885--918
Jorge I. Figueroa-Zúñiga and
Cristian L. Bayes and
Shuangzhe Liu Robust beta regression modeling with
errors-in-variables: a Bayesian approach
and numerical applications . . . . . . . 919--942
J. Lars Kirkby and
Dang H. Nguyen and
Nhu N. Nguyen Inversion-free subsampling Newton's
method for large sample logistic
regression . . . . . . . . . . . . . . . 943--963
Renjith Mohan and
Sreelakshmi N and
Sudheesh K. Kattumannil Non-parametric test for decreasing
renewal dichotomous Markov noise shock
model . . . . . . . . . . . . . . . . . 965--982
Mikhail Trifonov Bessel representation for amplitude
distribution of noisy sinusoidal signals 983--988
Alexander Kreiß Book Review: Skyler J. Cranmer, Bruce A.
Desmarais, Jason W. Morgan:
\booktitleInferential network analysis 989--990
Andreas Groll and
Carsten Jentsch Book Review: Paola Zuccolotto and Marica
Manisera (2020): \booktitleBasketball
Data Science: With Applications in R,
CRC Press, 243 pp., \pounds 80.50
(Hardcover), ISBN: 978-1-138-60079-9 . . 991--993
Alla Slynko Asymptotic analysis of reliability
measures for an imperfect dichotomous
test . . . . . . . . . . . . . . . . . . 995--1012
Marie Husková and
Simos G. Meintanis and
Charl Pretorius Tests for heteroskedasticity in
transformation models . . . . . . . . . 1013--1049
Mingao Yuan and
Fan Yang and
Zuofeng Shang Hypothesis testing in sparse weighted
stochastic block model . . . . . . . . . 1051--1073
Ji-Eun Choi and
Dong Wan Shin Quantile correlation coefficient: a new
tail dependence measure . . . . . . . . 1075--1104
Jin-Ting Zhang and
Bu Zhou and
Jia Guo Testing high-dimensional mean vector
with applications . . . . . . . . . . . 1105--1137
Yujing Shao and
Lei Wang Optimal subsampling for composite
quantile regression model in massive
data . . . . . . . . . . . . . . . . . . 1139--1161
Masoomeh Forughi and
Zohreh Shishebor and
Atefeh Zamani Portmanteau tests for generalized
integer-valued autoregressive time
series models . . . . . . . . . . . . . 1163--1185
Masoud M. Nasari and
Mohamedou Ould-Haye Confidence intervals with higher
accuracy for short and long-memory
linear processes . . . . . . . . . . . . 1187--1220
John C. Gower and
Niël J. Le Roux and
Sugnet Gardner-Lubbe Properties of individual differences
scaling and its interpretation . . . . . 1221--1245
Rafael Weißbach and
Dominik Wied Truncating the exponential with a
uniform distribution . . . . . . . . . . 1247--1270
Tommaso Lando Testing convexity of the generalised
hazard function . . . . . . . . . . . . 1271--1289
Tommaso Lando Correction to: Testing convexity of the
generalised hazard function . . . . . . 1291--1293
Hung Hung and
Su-Yun Huang and
Ching-Kang Ing A generalized information criterion for
high-dimensional PCA rank selection . . 1295--1321
Gabriela Ciuperca Real-time detection of a change-point in
a linear expectile model . . . . . . . . 1323--1367
Yiran Chen and
Giray Ökten A goodness-of-fit test for copulas based
on the collision test . . . . . . . . . 1369--1385
Bastien Marquis and
Maarten Jansen Information criteria bias correction for
group selection . . . . . . . . . . . . 1387--1414
Yang Wei and
Zhouping Li and
Yunqiu Dai Unified smoothed jackknife empirical
likelihood tests for comparing income
inequality indices . . . . . . . . . . . 1415--1475
Reiko Aoki and
Juan P. M. Bustamante and
Gilberto A. Paula Local influence diagnostics with forward
search in regression analysis . . . . . 1477--1497
Oskar Maria Baksalary and
Götz Trenkler An alternative look at the linear
regression model . . . . . . . . . . . . 1499--1509
Thomas Gkelsinis and
Alex Karagrigoriou and
Vlad Stefan Barbu Statistical inference based on weighted
divergence measures with simulations and
applications . . . . . . . . . . . . . . 1511--1536
Roberto Fontana and
Fabio Rapallo and
Henry P. Wynn Circuits for robust designs . . . . . . 1537--1560
Laíla Luana Campos and
Daniel Furtado Ferreira Robust modified classical spherical
tests in the presence of outliers . . . 1561--1576
Lawrence L. Kupper and
Sandra L. Martin Replication study design: confidence
intervals and commentary . . . . . . . . 1577--1583
Yuge Dong and
Qingtong Xie and
Hu Wang The evaluation of bivariate normal
probabilities for failure of parallel
systems . . . . . . . . . . . . . . . . 1585--1614
Christophe Chesneau and
Salima El Kolei and
Fabien Navarro Parametric estimation of hidden Markov
models by least squares type estimation
and deconvolution . . . . . . . . . . . 1615--1648
Xiaohui Yuan and
Yong Li and
Tianqing Liu Optimal subsampling for composite
quantile regression in big data . . . . 1649--1676
Majid Mojirsheibani On the maximal deviation of kernel
regression estimators with NMAR response
variables . . . . . . . . . . . . . . . 1677--1705
Richard Hunt and
Shelton Peiris and
Neville Weber Estimation methods for stationary
Gegenbauer processes . . . . . . . . . . 1707--1741
Razieh Khodsiani and
Saeid Pooladsaz Optimality of circular equineighbored
block designs under correlated
observations . . . . . . . . . . . . . . 1743--1755
Zikang Xiong and
Wenjie Liu and
Jianhui Ning and
Hong Qin Sequential support points . . . . . . . 1757--1775
M. Mahdizadeh and
Ehsan Zamanzade New insights on goodness-of-fit tests
for ranked set samples . . . . . . . . . 1777--1799
H. M. Barakat and
Haidy A. Newer Exact prediction intervals for future
exponential and Pareto lifetimes based
on ordered ranked set sampling of
non-random and random size . . . . . . . 1801--1827
Ramón Ferri-García and
María del Mar Rueda Variable selection in Propensity Score
Adjustment to mitigate selection bias in
online surveys . . . . . . . . . . . . . 1829--1881
Jun Yu and
HaiYing Wang Subdata selection algorithm for linear
model discrimination . . . . . . . . . . 1883--1906
Shogo Kato and
Toshinao Yoshiba and
Shinto Eguchi Copula-based measures of asymmetry
between the lower and upper tail
probabilities . . . . . . . . . . . . . 1907--1929
Alexandre Galvão Patriota A measure of evidence based on the
likelihood-ratio statistics . . . . . . 1931--1951
Carlos A. Cardozo and
Gilberto A. Paula and
Luiz H. Vanegas Generalized log-gamma additive partial
linear models with P-spline smoothing 1953--1978
M. Revan Özkale and
Atif Abbasi Iterative restricted OK estimator in
generalized linear models and the
selection of tuning parameters via MSE
and genetic algorithm . . . . . . . . . 1979--2040
Tang Qingguo and
Chen Wenyu Estimation for partially linear additive
regression with spatial data . . . . . . 2041--2063
Wojciech Zieli\'nski The shortest confidence interval for
Poisson mean . . . . . . . . . . . . . . 2065--2072
Kanchan Jain and
Sudheesh K. Kattumannil and
Anjana Rajagopal Replacement model with random
replacement time . . . . . . . . . . . . 1--15
Julius Juodakis and
Stephen Marsland Epidemic changepoint detection in the
presence of nuisance changes . . . . . . 17--39
Ma\lgorzata Laz\kecka and
Jan Mielniczuk Squared error-based shrinkage estimators
of discrete probabilities and their
application to variable selection . . . 41--72
Buatikan Mirezi and
Selahattin Kaçiranlar Admissible linear estimators in the
general Gauss--Markov model under
generalized extended balanced loss
function . . . . . . . . . . . . . . . . 73--92
Lin-Chen Weng and
Kai-Tai Fang and
A. M. Elsawah Degree of isomorphism: a novel criterion
for identifying and classifying
orthogonal designs . . . . . . . . . . . 93--116
Yo Sheena Convergence of estimative density:
criterion for model complexity and
sample size . . . . . . . . . . . . . . 117--137
Amany E. Aly Predictive inference of dual generalized
order statistics from the inverse
Weibull distribution . . . . . . . . . . 139--160
Elham Zamanzade and
Majid Asadi and
Afshin Parvardeh and
Ehsan Zamanzade A ranked-based estimator of the mean
past lifetime with an application . . . 161--177
José Dias Curto Inference about the arithmetic average
of log transformed data . . . . . . . . 179--204
Zongzhi Yue and
Xiaoqing Zhang and
P. van den Driessche and
Julie Zhou Constructing $K$-optimal designs for
regression models . . . . . . . . . . . 205--226
Juan C. Laria and
M. Carmen Aguilera-Morillo and
Rosa E. Lillo Group linear algorithm with sparse
principal decomposition: a variable
selection and clustering method for
generalized linear models . . . . . . . 227--253
Sakineh Dehghan and
Mohammad Reza Faridrohani and
Zahra Barzegar Testing for diagonal symmetry based on
center-outward ranking . . . . . . . . . 255--283
Federico Maddanu Forecasting highly persistent time
series with bounded spectrum processes 285--319
Terezinha K. A. Ribeiro and
Silvia L. P. Ferrari Robust estimation in beta regression via
maximum $ L_q $-likelihood . . . . . . . 321--353
Janet Aisbett and
Eric J. Drinkwater and
Kenneth L. Quarrie and
Stephen Woodcock Applying generalized funnel plots to
help design statistical analyses . . . . 355--364
Sévérien Nkurunziza Correction to: On efficiency of some
restricted estimators in a multivariate
regression model . . . . . . . . . . . . 365--365
Tsung-I Lin and
I-An Chen and
Wan-Lun Wang A robust factor analysis model based on
the canonical fundamental skew-$t$
distribution . . . . . . . . . . . . . . 367--393
Brenton R. Clarke and
Andrew Grose A further study comparing forward search
multivariate outlier methods including
ATLA with an application to clustering 395--420
Feriel Bouhadjera and
Mohamed Lemdani and
Elias Ould Sa\"\id Strong uniform consistency of the local
linear relative error regression
estimator under left truncation . . . . 421--447
Mritunjay Rai and
Tanmoy Maity and
Agha Asim Husain and
R. K. Yadav Pearson's correlation and background
subtraction (BGS) based approach for
object's motion detection in infrared
video frame sequences . . . . . . . . . 449--475
Hong-Jiang Wu and
Ying-Ying Zhang and
Han-Yu Li Expectation identities from integration
by parts for univariate continuous
random variables with applications to
high-order moments . . . . . . . . . . . 477--496
Bader Alruwaili The modality of skew $t$-distribution 497--507
Andreas Eberl and
Bernhard Klar Stochastic orders and measures of
skewness and dispersion based on
expectiles . . . . . . . . . . . . . . . 509--527
Xu Li and
Wenjuan Hu and
Baoxue Zhang Measuring and testing homogeneity of
distributions by characteristic distance 529--556
M. Mesfioui and
T. Bouezmarni and
M. Belalia Copula-based link functions in binary
regression models . . . . . . . . . . . 557--585
Belmiro P. M. Duarte and
Anthony C. Atkinson and
Satya P. Singh and
Marco S. Reis Optimal design of experiments for
hypothesis testing on ordered treatments
via intersection-union tests . . . . . . 587--615
Sévérien Nkurunziza On efficiency of some restricted
estimators in a multivariate regression
model . . . . . . . . . . . . . . . . . 617--642
Saptarshi Chakraborty and
Samuel W. K. Wong On the circular correlation coefficients
for bivariate von Mises distributions on
a torus . . . . . . . . . . . . . . . . 643--675
Katarzyna Filipiak and
Mateusz John and
Daniel Klein Testing independence under a block
compound symmetry covariance structure 677--704
Sangita Kulathinal and
Isha Dewan Weighted $U$-statistics for
likelihood-ratio ordering of bivariate
data . . . . . . . . . . . . . . . . . . 705--735
Yichuan Zhao and
Min Lu RETRACTED ARTICLE: Empirical likelihood
inference for the calibration regression
model with lifetime medical cost . . . . 737--737
Bruno Ebner and
Norbert Henze On the eigenvalues associated with the
limit null distribution of the
Epps--Pulley test of normality . . . . . 739--752
Junwei Hu and
Lihong Wang A weighted $U$-statistic based change
point test for multivariate time series 753--778
Nicoletta D'Angelo and
Giada Adelfio and
Jorge Mateu Local inhomogeneous second-order
characteristics for spatio-temporal
point processes occurring on linear
networks . . . . . . . . . . . . . . . . 779--805
Ping Wang and
Lu Lin Conditional characteristic feature
screening for massive imbalanced data 807--834
Motahareh Parsa and
Ingrid Van Keilegom Accelerated failure time vs Cox
proportional hazards mixture cure
models: David vs Goliath? . . . . . . . 835--855
Kevin Leckey and
Dennis Malcherczyk and
Melanie Horn and
Christine H. Müller Simple powerful robust tests based on
sign depth . . . . . . . . . . . . . . . 857--882
Gabriele Perrone and
Gabriele Soffritti Seemingly unrelated clusterwise linear
regression for contaminated data . . . . 883--921
Mingyue Hu and
Yongcheng Qi Limiting distributions of the likelihood
ratio test statistics for independence
of normal random vectors . . . . . . . . 923--954
Kamila Facevicová and
Peter Filzmoser and
Karel Hron Compositional cubes: a new concept for
multi-factorial compositions . . . . . . 955--985
Bing Guo and
Xiao-Rong Li and
Min-Qian Liu and
Xue Yang Construction of orthogonal general
sliced Latin hypercube designs . . . . . 987--1014
David C. Woods and
Stefanie Biedermann and
Chiara Tommasi Editorial for the special issue for mODa
13: model-oriented data analysis and
optimum design . . . . . . . . . . . . . 1015--1019
Martin Radloff and
Rainer Schwabe $D$-optimal and nearly $D$-optimal exact
designs for binary response on the ball 1021--1040
Chiara Tommasi and
Juan M. Rodríguez-Díaz and
Jesús F. López-Fidalgo An equivalence theorem for design
optimality with respect to a
multi-objective criterion . . . . . . . 1041--1056
Maryna Prus Optimal designs for prediction in random
coefficient regression with one
observation per individual . . . . . . . 1057--1068
Jun Yu and
Jiaqi Liu and
HaiYing Wang Information-based optimal subdata
selection for non-linear models . . . . 1069--1093
Torsten Reuter and
Rainer Schwabe Optimal subsampling design for
polynomial regression in one covariate 1095--1117
Laura Deldossi and
Elena Pesce and
Chiara Tommasi Accounting for outliers in optimal
subsampling methods . . . . . . . . . . 1119--1135
Amalan Mahendran and
Helen Thompson and
James M. McGree A model robust subsampling approach for
Generalised Linear Models in big data
settings . . . . . . . . . . . . . . . . 1137--1157
Christine H. Müller and
Kirsten Schorning $A$-optimal designs for state estimation
in networks . . . . . . . . . . . . . . 1159--1186
Luc Pronzato and
Anatoly Zhigljavsky BLUE against OLSE in the location model:
energy minimization and asymptotic
considerations . . . . . . . . . . . . . 1187--1208
Arno Strouwen and
Bart M. Nicola\"\i and
Peter Goos Adaptive and robust experimental design
for linear dynamical models using Kalman
filter . . . . . . . . . . . . . . . . . 1209--1231
Hugo Maruri-Aguilar and
Henry Wynn Sparse polynomial prediction . . . . . . 1233--1249
Roberto Fontana and
Alberto Molena and
Luca Pegoraro and
Luigi Salmaso Design of experiments and machine
learning with application to industrial
experiments . . . . . . . . . . . . . . 1251--1274
Elham Yousefi and
Luc Pronzato and
Markus Hainy and
Werner G. Müller and
Henry P. Wynn Discrimination between Gaussian process
models: active learning and static
constructions . . . . . . . . . . . . . 1275--1304
Alessandro Baldi Antognini and
Rosamarie Frieri and
Maroussa Zagoraiou New insights into adaptive enrichment
designs . . . . . . . . . . . . . . . . 1305--1328
Nancy Flournoy and
Sergey Tarima Posterior alternatives with informative
early stopping . . . . . . . . . . . . . 1329--1341
Younan Chen and
Michael Fries and
Sergei Leonov Longitudinal model for a dose-finding
study for a rare disease treatment . . . 1343--1360
Sergey Tarima and
Nancy Flournoy Group sequential tests: beyond
exponential family models . . . . . . . 1361--1372
Stathis Chadjiconstantinidis and
Serkan Eryilmaz Computing waiting time probabilities
related to $ (k_1, k_2, \ldots, k_l) $
pattern . . . . . . . . . . . . . . . . 1373--1390
Antonio Di Crescenzo and
Paola Paraggio and
Patricia Román-Román and
Francisco Torres-Ruiz Statistical analysis and
first-passage-time applications of a
lognormal diffusion process with
multi-sigmoidal logistic mean . . . . . 1391--1438
Abraão Nascimento and
Jodavid Ferreira and
Alisson Silva Divergence-based tests for the bivariate
gamma distribution applied to
polarimetric synthetic aperture radar 1439--1463
Yijun Zuo Non-asymptotic analysis and inference
for an outlyingness induced winsorized
mean . . . . . . . . . . . . . . . . . . 1465--1481
Pier Francesco Perri and
Eleni Manoli and
Tasos C. Christofides Assessing the effectiveness of indirect
questioning techniques by detecting
liars . . . . . . . . . . . . . . . . . 1483--1506
Renren Zhao and
Robert L. Paige Optimal equivalence testing in
exponential families . . . . . . . . . . 1507--1525
Gülesen Üstündag Siray Simultaneous prediction using target
function based on principal components
estimator with correlated errors . . . . 1527--1628
Karel Hron and
Jitka Machalová and
Alessandra Menafoglio Bivariate densities in Bayes spaces:
orthogonal decomposition and spline
representation . . . . . . . . . . . . . 1629--1667
Alessandro Barbiero and
Asmerilda Hitaj Discrete approximations of continuous
probability distributions obtained by
minimizing Cramér--von Mises-type
distances . . . . . . . . . . . . . . . 1669--1697
Siyu Pan and
Jie Li and
Zujun Ou and
Peng Zhu Projection uniformity of nearly balanced
designs . . . . . . . . . . . . . . . . 1699--1720
Philipp Otto and
Wolfgang Schmid A general framework for spatial GARCH
models . . . . . . . . . . . . . . . . . 1721--1747
G. C. Livingston, Jr. and
Darfiana Nur Bayesian inference of
multivariate-GARCH-BEKK models . . . . . 1749--1774
Pravash Jena and
Manas Ranjan Tripathy and
Somesh Kumar Point and Interval Estimation of Powers
of Scale Parameters for Two Normal
Populations with a Common Mean . . . . . 1775--1804
Yijun Wang and
Weiwei Wang and
Xiaobing Zhao Polynomial spline estimation of panel
count data model with an unknown link
function . . . . . . . . . . . . . . . . 1805--1832
Reza Modarres Nonparametric classification of high
dimensional observations . . . . . . . . 1833--1859
Wiktor Ejsmont and
Bojana Milosevi\'c and
Marko Obradovi\'c A test for normality and independence
based on characteristic function . . . . 1861--1889
Reza Arabi Belaghi and
Yasin Asar and
Rolf Larsson Improved shrinkage estimators in the
beta regression model with application
in econometric and educational data . . 1891--1912
Anjana Mondal and
Markus Pauly and
Somesh Kumar Testing for ordered alternatives in
heteroscedastic ANOVA under normality 1913--1941
Qian Yan and
Hanyu Li and
Chengmei Niu Optimal subsampling for functional
quantile regression . . . . . . . . . . 1943--1968
Aniket Biswas and
Gaurangadeb Chattopadhyay New results for adaptive false discovery
rate control with $p$-value weighting 1969--1996
Lei He and
Daojiang He Bayesian and maximin optimal designs for
heteroscedastic multi-factor regression
models . . . . . . . . . . . . . . . . . 1997--2013
Erich Peter Klement and
Damjana Kokol Bukov\vsek and
Matja\vz Omladi\vc and
Susanne Saminger-Platz and
Nik Stopar Multivariate copulas with given values
at two arbitrary points . . . . . . . . 2015--2055
Hui Chen and
Linhan Ouyang and
Lijun Liu and
Yizhong Ma Sequential design of multi-fidelity
computer experiments with effect
sparsity . . . . . . . . . . . . . . . . 2057--2080
Xuehua Yin and
Narayanaswamy Balakrishnan and
Chuancun Yin Bounds for Gini's mean difference based
on first four moments, with some
applications . . . . . . . . . . . . . . 2081--2100
Marwan Al-Momani and
M. Riaz and
M. F. Saleh Pretest and shrinkage estimation of the
regression parameter vector of the
marginal model with multinomial
responses . . . . . . . . . . . . . . . 2101--2117
Jun Zhao and
Hyoung-Moon Kim New closed-form efficient estimators for
the negative binomial distribution . . . 2119--2135
Rahul Singh and
Neeraj Misra A class of estimators based on
overlapping sample spacings . . . . . . 2137--2160
Chiara Di Maria Structural multilevel models for
longitudinal mediation analysis: a
definition variable approach . . . . . . 2161--2182
Ignacio Cascos and
Giuseppe Pandolfo and
Beatriz Sinova The zonoid region parameter depth . . . 2183--2205
Peng Lai and
Xi Yan and
Xin Sun and
Haozhe Pang and
Yanqiu Zhou Variable selection for nonparametric
quantile regression via measurement
error model . . . . . . . . . . . . . . 2207--2224
Yasuyuki Hamura and
Tatsuya Kubokawa Robustness of a truncated estimator for
the smaller of two ordered means . . . . 2225--2244
Alicja Jokiel-Rokita and
Sylwester Pi\katek Estimation of parameters and quantiles
of the Weibull distribution . . . . . . 1--18
Alessandro Baldi Antognini and
Rosamarie Frieri and
Maroussa Zagoraiou and
Marco Novelli The Efficient Covariate--Adaptive Design
for high-order balancing of quantitative
and qualitative covariates . . . . . . . 19--44
Bruno Ebner and
Lena Eid and
Bernhard Klar Cauchy or not Cauchy? New
goodness-of-fit tests for the Cauchy
distribution . . . . . . . . . . . . . . 45--78
Deemat C. Mathew and
Reeba Mary Alex and
Sudheesh K. Kattumannil Jackknife empirical likelihood ratio
test for testing mean time to failure
order . . . . . . . . . . . . . . . . . 79--92
Yanxia Liu and
Zhihao Wang and
Maozai Tian and
Keming Yu Estimation and variable selection for
generalized functional partially varying
coefficient hybrid models . . . . . . . 93--119
A. M. Mathai and
Serge B. Provost On the distribution of sample scale-free
scatter matrices . . . . . . . . . . . . 121--138
Sayoni Roychowdhury and
Indrila Ganguly and
Abhik Ghosh Robust estimation of average treatment
effects from panel data . . . . . . . . 139--179
Khandoker Akib Mohammad and
Yuichi Hirose and
Budhi Surya and
Yuan Yao Profile likelihood estimation for the
Cox proportional hazards (PH) cure model
and standard errors . . . . . . . . . . 181--201
Ori Davidov and
Tamás Rudas On the use of historical estimates . . . 203--236
Xiao Fang and
Malay Ghosh High-dimensional properties for
empirical priors in linear regression
with unknown error variance . . . . . . 237--262
N. A. Cruz and
O. O. Melo and
C. A. Martinez A correlation structure for the analysis
of Gaussian and non-Gaussian responses
in crossover experimental designs with
repeated measures . . . . . . . . . . . 263--290
Nitin Gupta and
Santosh Kumar Chaudhary Some characterizations of continuous
symmetric distributions based on extropy
of record values . . . . . . . . . . . . 291--308
Michael Evans and
Miaoshiqi Liu and
Michael Moon and
Sabrina Sixta and
Siyi Wei and
Siyue Yang On some problems of Bayesian region
construction with guaranteed coverages 309--334
Yahia S. El-Horbaty and
Eman M. Hanafy A Monte Carlo permutation procedure for
testing variance components using robust
estimation methods . . . . . . . . . . . 335--356
Wenlong Li and
Min-Qian Liu and
Jian-Feng Yang Several new classes of space-filling
designs . . . . . . . . . . . . . . . . 357--379
Bogdan \'Cmiel and
Jakub Nawa\la and
Lucjan Janowski and
Krzysztof Rusek Generalised score distribution:
underdispersed continuation of the
beta-binomial distribution . . . . . . . 381--413
Andreas Eberl and
Bernhard Klar Centre-free kurtosis orderings for
asymmetric distributions . . . . . . . . 415--433
M. D. Jiménez-Gamero Testing normality of a large number of
populations . . . . . . . . . . . . . . 435--465
Jun Yu and
Mingyao Ai and
Zhiqiang Ye A review on design inspired subsampling
for big data . . . . . . . . . . . . . . 467--510
Sagnik Mondal and
Reinaldo B. Arellano-Valle and
Marc G. Genton A multivariate modified skew-normal
distribution . . . . . . . . . . . . . . 511--555
Ludwig Baringhaus and
Rudolf Grübel Discrete mixture representations of
spherical distributions . . . . . . . . 557--596
Ulduz Mammadova and
M. Revan Özkale Detecting shifts in
Conway--Maxwell--Poisson profile with
deviance residual-based CUSUM and EWMA
charts under multicollinearity . . . . . 597--643
Tarik Faouzi and
Emilio Porcu and
Igor Kondrashuk and
Moreno Bevilacqua Convergence arguments to bridge Cauchy
and Matérn covariance functions . . . . . 645--660
Francesco Buono and
Jorge Navarro Simulations and predictions of future
values in the time-homogeneous
load-sharing model . . . . . . . . . . . 661--685
Amar S. Ahmad and
Munther Al-Hassan and
Hamid Y. Hussain and
Nirmin F. Juber and
Fred N. Kiwanuka and
Mohammed Hag-Ali and
Raghib Ali A method of correction for heaping error
in the variables using validation data 687--704
Hamid Haji Aghabozorgi and
Farzad Eskandari Clustering and estimation of finite
mixture models under bivariate ranked
set sampling with application to a
breast cancer study . . . . . . . . . . 705--736
Byeong Yeob Choi Instrumental variable estimation of
weighted local average treatment effects 737--770
Christian Hennig Parameters not empirically identifiable
or distinguishable, including
correlation between Gaussian
observations . . . . . . . . . . . . . . 771--794
Fabio Centofanti and
Antonio Lepore and
Biagio Palumbo Sparse and smooth functional data
clustering . . . . . . . . . . . . . . . 795--825
Liugen Xue and
Junshan Xie Efficient robust estimation for
single-index mixed effects models with
missing observations . . . . . . . . . . 827--864
Maryna Prus and
Lenka Filová Computational aspects of experimental
designs in multiple-group mixed models 865--886
Yonghui Liu and
Yichen Lin and
Xin Song and
Conan Liu and
Shuangzhe Liu Nonnegative group bridge and application
in financial index tracking . . . . . . 887--907
Eric Adjakossa and
Yannig Goude and
Olivier Wintenberger Kalman recursions Aggregated Online . . 909--944
Andrea Meilán-Vila and
Rosa M. Crujeiras and
Mario Francisco-Fernández Nonparametric estimation for a
functional-circular regression model . . 945--974
Nesrin Güler and
Melek Eris Büyükkaya Further remarks on constrained
over-parameterized linear models . . . . 975--988
Fang Yang and
Liangliang Zhang and
Jingyi Zheng and
Xuan Cao Consistent group selection using
nonlocal priors in regression . . . . . 989--1019
Marija Cupari\'c and
Bojana Milosevi\'c To impute or to adapt? Model
specification tests' perspective . . . . 1021--1039
Guilherme Pumi and
Taiane S. Prass and
Sílvia R. C. Lopes A novel copula-based approach for
parametric estimation of univariate time
series through its covariance decay . . 1041--1063
Omid Karimi A Hamiltonian Monte Carlo EM algorithm
for generalized linear mixed models with
spatial skew latent variables . . . . . 1065--1084
Tizheng Li and
Yuping Wang and
Ke Fang A semiparametric dynamic higher-order
spatial autoregressive model . . . . . . 1085--1123
Timo Dimitriadis and
Tobias Fissler and
Johanna Ziegel Osband's principle for identification
functions . . . . . . . . . . . . . . . 1125--1132
Reinaldo B. Arellano-Valle and
Adelchi Azzalini Correction to: Some properties of the
unified skew-normal distribution . . . . 1133--1133
Yang Sun and
Xiangzhong Fang A new $ L_2 $ calibration procedure of
computer models based on the smoothing
spline ANOVA . . . . . . . . . . . . . . 1901--1926
Fulvio De Santis and
Stefania Gubbiotti On the limit distribution of the power
function induced by a design prior . . . 1927--1945
Naresh Garg and
Neeraj Misra A unified study for estimation of order
restricted parameters of a general
bivariate model under the generalized
Pitman nearness criterion . . . . . . . 1947--1983
Holger Dette and
Andrey Pepelyshev and
Anatoly Zhigljavsky Prediction in regression models with
continuous observations . . . . . . . . 1985--2009
Isaac Rankin and
Julie Zhou Bayesian and maximin $A$-optimal designs
for spline regression models with
unknown knots . . . . . . . . . . . . . 2011--2032
Félix Camirand Lemyre and
Jean-François Quessy Kendall's tau-based inference for
gradually changing dependence structures 2033--2075
Pangpang Liu and
Yichuan Zhao Smoothed empirical likelihood for the
difference of two quantiles with the
paired sample . . . . . . . . . . . . . 2077--2108
Wookyeong Song and
Hee-Seok Oh and
Ying Kuen Cheung and
Yaeji Lim Multi-feature clustering of step data
using multivariate functional principal
component analysis . . . . . . . . . . . 2109--2134
Riccardo D'Alberto and
Meri Raggi Integrating rather than collecting:
statistical matching in the data flood
era . . . . . . . . . . . . . . . . . . 2135--2163
Xin Ye and
Baihua He and
Yanyan Liu and
Shuangge Ma Privacy-preserving and
homogeneity-pursuit integrative analysis
for high-dimensional censored data . . . 2165--2190
Tiago M. Magalhães and
Gustavo H. A. Pereira and
Denise A. Botter and
Mônica C. Sandoval Bartlett corrections for zero-adjusted
generalized linear models . . . . . . . 2191--2209
Jin Zhang Uniformly most powerful tests under weak
restrictions . . . . . . . . . . . . . . 2211--2220
Min Ren and
Shengli Zhao and
Mingqiu Wang and
Xinbei Zhu Robust optimal subsampling based on
weighted asymmetric least squares . . . 2221--2251
Fang Lu and
Guoliang Tian and
Jing Yang GMM estimation and variable selection of
partially linear additive spatial
autoregressive model . . . . . . . . . . 2253--2288
Mariusz Bieniek and
Tomasz Rychlik Conditions for finiteness and bounds on
moments of generalized order statistics 2289--2312
Monitirtha Dey and
Subir Kumar Bhandari Bounds on generalized family-wise error
rates for normal distributions . . . . . 2313--2326
Marie-Christine Düker and
Seok-Oh Jeong and
Taewook Lee and
Changryong Baek Detection of multiple change-points in
high-dimensional panel data with
cross-sectional and temporal dependence 2327--2359
Omid Khademnoe and
S. Mohammad E. Hosseini-Nasab On the validity of the bootstrap
hypothesis testing in functional linear
regression . . . . . . . . . . . . . . . 2361--2396
Daiqing Xi and
Tianxiao Pang Change point in variance of fractionally
integrated noise . . . . . . . . . . . . 2397--2439
Chao Wei Least squares estimation for a class of
uncertain Vasicek model and its
application to interest rates . . . . . 2441--2459
Bo Zhao and
Shuying Wang and
Chunjie Wang Variable selection in proportional odds
model with informatively
interval-censored data . . . . . . . . . 2461--2488
Matteo Farn\`e and
Angelos Vouldis ROBOUT: a conditional outlier detection
methodology for high-dimensional data 2489--2525
Jan Beran and
Frieder Droullier On strongly dependent zero-inflated
INAR(1) processes . . . . . . . . . . . 2527--2553
Alberto Lanconelli and
Christopher S. A. Lauria Maximum Likelihood With a Time Varying
Parameter . . . . . . . . . . . . . . . 2555--2566
Hong-Xia Xu and
Guo-Liang Fan and
Han-Ying Liang Quantile regression for
varying-coefficient partially nonlinear
models with randomly truncated data . . 2567--2604
Shuangzhe Liu and
Götz Trenkler and
Tõnu Kollo and
Dietrich von Rosen and
Oskar Maria Baksalary Professor Heinz Neudecker and matrix
differential calculus . . . . . . . . . 2605--2639
Muhammad Qasim A weighted average limited information
maximum likelihood estimator . . . . . . 2641--2666
Astrid Jourdan Space-filling designs with a Dirichlet
distribution for mixture experiments . . 2667--2686
Yongshuai Chen and
Wenwen Guo and
Hengjian Cui On the test of covariance between two
high-dimensional random vectors . . . . 2687--2717
Panxu Yuan and
Yinfei Kong and
Gaorong Li FDR control and power analysis for
high-dimensional logistic regression via
StabKoff . . . . . . . . . . . . . . . . 2719--2749
Yang Liu and
Rong Kuang and
Guanfu Liu Penalized likelihood inference for the
finite mixture of Poisson distributions
from capture-recapture data . . . . . . 2751--2773
Worku Biyadgie Ewnetu and
Ir\`ene Gijbels and
Anneleen Verhasselt Two-piece distribution based
semi-parametric quantile regression for
right censored data . . . . . . . . . . 2775--2810
Fritjof Freise and
Norbert Gaffke and
Rainer Schwabe A $p$-step-ahead sequential adaptive
algorithm for $D$-optimal nonlinear
regression design . . . . . . . . . . . 2811--2834
Xu-Qing Liu and
Xiao-Cai Wang and
Li Tao and
Feng-Xian An and
Gui-Ren Jiang Alleviating conditional independence
assumption of naive Bayes . . . . . . . 2835--2863
Valdério Anselmo Reisen and
Céline Lévy-Leduc and
Edson Zambon Monte and
Pascal Bondon A dimension reduction factor approach
for multivariate time series with
long-memory: a robust alternative method 2865--2886
Stergios B. Fotopoulos and
Abhishek Kaul and
Vasileios Pavlopoulos and
Venkata K. Jandhyala Adaptive parametric change point
inference under covariance structure
changes . . . . . . . . . . . . . . . . 2887--2913
Weiwei Wang and
Zhiyang Cui and
Ruijie Chen and
Yijun Wang and
Xiaobing Zhao Regression analysis of clustered panel
count data with additive mean models . . 2915--2936
Petr \vCoupek and
Viktor Dolník and
Zden\vek Hlávka and
Daniel Hlubinka Fourier approach to goodness-of-fit
tests for Gaussian random processes . . 2937--2972
Muhammad Jaffri Mohd Nasir and
Ramzan Nazim Khan and
Gopalan Nair and
Darfiana Nur Active-set based block coordinate
descent algorithm in group LASSO for
self-exciting threshold autoregressive
model . . . . . . . . . . . . . . . . . 2973--3006
Joni Virta and
Niko Lietzén and
Henri Nyberg Robust signal dimension estimation via
SURE . . . . . . . . . . . . . . . . . . 3007--3038
Faysal Satter and
Yichuan Zhao and
Ni Li Empirical likelihood inference for the
panel count data with informative
observation process . . . . . . . . . . 3039--3061
Huilan Liu and
Xiawei Zhang and
Huaiqing Hu and
Junjie Ma Analysis of the positive response data
with the varying coefficient partially
nonlinear multiplicative model . . . . . 3063--3092
Andrea Beccarini Testing omitted variables in VARs . . . 3093--3109
Mohamedou Ould Haye and
Anne Philippe and
Caroline Robet Inference for continuous-time long
memory randomly sampled processes . . . 3111--3134
Mohammed S. Kotb and
Huda M. Alomari Estimating the entropy of a Rayleigh
model under progressive first-failure
censoring . . . . . . . . . . . . . . . 3135--3154
Paul F. V. Wiemann and
Thomas Kneib and
Julien Hambuckers Using the softplus function to construct
alternative link functions in
generalized linear models and beyond . . 3155--3180
Chang-Yu Liu and
Xin Liu and
Rong-Xian Yue Locally optimal designs for comparing
curves in generalized linear models . . 3181--3201
Yucong Lin and
Jinhua Su and
Yang Liu and
Jue Hou and
Feifei Wang Implicit profiling estimation for
semiparametric models with bundled
parameters . . . . . . . . . . . . . . . 3203--3234
Jierui Du and
Xia Cui Semiparametric estimation in generalized
additive partial linear models with
nonignorable nonresponse data . . . . . 3235--3259
Linjuan Zheng and
Beiting Liang and
Guochang Wang Adaptive slicing for functional slice
inverse regression . . . . . . . . . . . 3261--3284
Yan-ni Jhan and
Wan-cen Li and
Shin-hui Ruan and
Jia-jyun Sie and
Iebin Lian Optimal dichotomization of bimodal
Gaussian mixtures . . . . . . . . . . . 3285--3301
Talha Omer and
Kristofer Månsson and
Pär Sjölander and
B. M. Golam Kibria Improved Breitung and Roling estimator
for mixed-frequency models with
application to forecasting inflation
rates . . . . . . . . . . . . . . . . . 3303--3325
Weirong Li and
Wensheng Zhu Subgroup analysis with concave pairwise
fusion penalty for ordinal response . . 3327--3355
Jinyu Zhou and
Jigao Yan and
Dongya Cheng Strong consistency of tail value-at-risk
estimator and corresponding general
results under widely orthant dependent
samples . . . . . . . . . . . . . . . . 3357--3394
Karim Benhenni and
Ali Hajj Hassan and
Yingcai Su The effect of correlated errors on the
performance of local linear estimation
of regression function based on random
functional design . . . . . . . . . . . 3395--3423
Rauf Ahmad and
Per Johansson and
Mårten Schultzberg Is Fisher inference inferior to Neyman
inference for policy analysis? . . . . . 3425--3445
Bruno Ebner and
Norbert Henze and
Simos Meintanis A unified approach to goodness-of-fit
testing for spherical and hyperspherical
data . . . . . . . . . . . . . . . . . . 3447--3475
Mingxiang Cao and
Ziyang Cheng and
Kai Xu and
Daojiang He A scale-invariant test for linear
hypothesis of means in high dimensions 3477--3497
Shuyi Liang and
Kai-Tai Fang and
Xin-Wei Huang and
Yijing Xin and
Chang-Xing Ma Homogeneity tests and interval
estimations of risk differences for
stratified bilateral and unilateral
correlated data . . . . . . . . . . . . 3499--3543
Fengying Li and
Yuqiang Li and
Xianyi Wu Minimax weight learning for absorbing
MDPs . . . . . . . . . . . . . . . . . . 3545--3582
Abbas Parchami and
Przemyslaw Grzegorzewski and
Maciej Romaniuk Statistical simulations with LR random
fuzzy numbers . . . . . . . . . . . . . 3583--3600
Zhaoyang Li and
Yuehan Yang A semi-orthogonal nonnegative matrix
tri-factorization algorithm for
overlapping community detection . . . . 3601--3619
Long-Hao Xu and
Yinan Li and
Kai-Tai Fang The resampling method via representative
points . . . . . . . . . . . . . . . . . 3621--3649
Nicoletta D'Angelo and
Giada Adelfio Minimum contrast for the first-order
intensity estimation of spatial and
spatio-temporal point processes . . . . 3651--3679
Eckhard Liebscher Fitting copulas in the case of missing
data . . . . . . . . . . . . . . . . . . 3681--3711
Yinjun Chen and
Hao Ming and
Hu Yang Efficient variable selection for
high-dimensional multiplicative models:
a novel LPRE-based approach . . . . . . 3713--3737
Ahmed Ghezal and
Maddalena Cavicchioli and
Imane Zemmouri On the existence of stationary threshold
bilinear processes . . . . . . . . . . . 3739--3767
Katherine Burak and
Adam Kashlak Bootstrapping generalized linear models
to accommodate overdispersed count data 3769--3788
Eugenio Melilli and
Piero Veronese Confidence distributions and hypothesis
testing . . . . . . . . . . . . . . . . 3789--3820
Koki Momoki and
Takuma Yoshida Hypothesis testing for varying
coefficient models in tail index
regression . . . . . . . . . . . . . . . 3821--3852
Vasileios Alevizakos and
Arpita Chatterjee and
Kashinath Chatterjee and
Christos Koukouvinos The exponentiated exponentially weighted
moving average control chart . . . . . . 3853--3891
Baolong Ying and
Qijing Yan and
Zehua Chen and
Jinchao Du A sequential feature selection approach
to change point detection in mean-shift
change point models . . . . . . . . . . 3893--3915
Dagmara Dudek and
Anna Kuczmaszewska Some practical and theoretical issues
related to the quantile estimators . . . 3917--3933
Tianqi Sun and
Weiyu Li and
Lu Lin Matrix-variate generalized linear model
with measurement error . . . . . . . . . 3935--3958
Frédéric Ouimet Deficiency bounds for the multivariate
inverse hypergeometric distribution . . 3959--3969
Jürgen Groß and
Annette Möller Some additional remarks on statistical
properties of Cohen's $d$ in the
presence of covariates . . . . . . . . . 3971--3979
David Curtis Welch's $t$ test is more sensitive to
real world violations of distributional
assumptions than Student's $t$ test but
logistic regression is more robust than
either . . . . . . . . . . . . . . . . . 3981--3989
Ard H. J. den Reijer and
Pieter W. Otter and
Jan P. A. M. Jacobs An heuristic scree plot criterion for
the number of factors . . . . . . . . . 3991--4000
Juan Baz and
Diego García-Zamora and
Irene Díaz and
Susana Montes and
Luis Martínez Flexible-dimensional $L$-statistic for
mean estimation of symmetric
distributions . . . . . . . . . . . . . 4001--4024
Hyung Park and
Thaddeus Tarpey and
Eva Petkova and
R. Todd Ogden A high-dimensional single-index
regression for interactions between
treatment and covariates . . . . . . . . 4025--4056
Guochang Wang and
Zengyao Wen and
Shanming Jia and
Shanshan Liang Supervised dimension reduction for
functional time series . . . . . . . . . 4057--4077
Sima Sharghi and
Kevin Stoll and
Wei Ning Statistical inferences for missing
response problems based on modified
empirical likelihood . . . . . . . . . . 4079--4120
Andrea Ongaro and
Sonia Migliorati and
Roberto Ascari and
Enrico Ripamonti Testing practical relevance of treatment
effects . . . . . . . . . . . . . . . . 4121--4145
Asma Ben Saber and
Abderrazek Karoui On some stable linear functional
regression estimators based on random
projections . . . . . . . . . . . . . . 4147--4178
Zhou Yu and
Niloufar Dousti Mousavi and
Jie Yang A trigamma-free approach for computing
information matrices related to trigamma
function . . . . . . . . . . . . . . . . 4179--4199
Ke Wang and
Dehui Wang Estimation for partially linear
single-index spatial autoregressive
model with covariate measurement errors 4201--4241
Lisa Parveen and
Ruhul Ali Khan and
Murari Mitra A two sample nonparametric test for
variability via empirical likelihood
methods . . . . . . . . . . . . . . . . 4243--4265
Jianbo Xu Multiple random change points in
survival analysis with applications to
clinical trials . . . . . . . . . . . . 4267--4298
Xiaodi Wang and
Hengzhen Huang Nested symmetrical Latin hypercube
designs . . . . . . . . . . . . . . . . 4299--4330
Martial Longla New copula families and mixing
properties . . . . . . . . . . . . . . . 4331--4363
Tanmay Sahoo and
Nil Kamal Hazra and
Narayanaswamy Balakrishnan Multivariate stochastic comparisons of
sequential order statistics with
non-identical components . . . . . . . . 4365--4404
Ping Sun and
Ze-Chun Hu and
Wei Sun Variation comparison between infinitely
divisible distributions and the normal
distribution . . . . . . . . . . . . . . 4405--4429
Nadeem Akhtar and
Sajjad Ahmad Khan and
Emad A. A. Ismail and
Fuad A. Awwad and
Akbar Ali Khan and
Taza Gul and
Haifa Alqahtani Analyzing quantitative performance:
Bayesian estimation of 3-component
mixture geometric distributions based on
Kumaraswamy prior . . . . . . . . . . . 4431--4451
Ryan H. L. Ip and
K. Y. K. Wu A mixture distribution for modelling
bivariate ordinal data . . . . . . . . . 4453--4488
Guangyu Wu and
Anders Lindquist A non-classical parameterization for
density estimation using sample moments 4489--4513
Monika S. Dhull and
Arun Kumar Geometric infinitely divisible
autoregressive models . . . . . . . . . 4515--4536
Katarzyna Filipiak and
Tõnu Kollo Covariance structure tests for
multivariate $t$-distribution . . . . . 4537--4566
Ling Peng and
Xiaohui Liu and
Xiangyong Tan and
Yiweng Zhou and
Shihua Luo The statistical rate for support matrix
machines under low rankness and row
(column) sparsity . . . . . . . . . . . 4567--4598
Morteza Mohammadi and
Majid Hashempour On weighted version of dynamic
cumulative residual inaccuracy measure
based on extropy . . . . . . . . . . . . 4599--4629
Xuehu Zhu and
Rongzhu Zhao and
Dan Zeng and
Qian Zhao and
Jun Zhang Dimension reduction-based
adaptive-to-model semi-supervised
classification . . . . . . . . . . . . . 4631--4675
Qian M. Zhou Information matrix equivalence in the
presence of censoring: a goodness-of-fit
test for semiparametric copula models
with multivariate survival data . . . . 4677--4713
Chuancun Yin and
Jing Yao and
Yang Yang Hessian and increasing-Hessian orderings
of multivariate skew-elliptical random
vectors with applications in actuarial
science . . . . . . . . . . . . . . . . 4715--4744
Héctor Araya and
Soledad Torres and
Ciprian A. Tudor Least squares estimation for the
Ornstein--Uhlenbeck process with small
Hermite noise . . . . . . . . . . . . . 4745--4766
Lea Wegner and
Martin Wendler Robust change-point detection for
functional time series based on
$U$-statistics and dependent wild
bootstrap . . . . . . . . . . . . . . . 4767--4810
Mohamed Belalia and
Jean-François Quessy Generalized simulated method-of-moments
estimators for multivariate copulas . . 4811--4841
Yongli Sang and
Xin Dang Asymptotic normality of a modified
estimator of Gini distance correlation 4843--4860
Alexander Novoselsky and
Eugene Kagan A distance based two-sample test of
means difference for multivariate
datasets . . . . . . . . . . . . . . . . 4861--4874
Matthieu Garcin and
Maxime L. D. Nicolas Nonparametric estimator of the tail
dependence coefficient: balancing bias
and variance . . . . . . . . . . . . . . 4875--4913
Bogui Li and
Jianbao Chen and
Hao Chen Estimation of fixed effects
semiparametric single-index panel model
with spatio-temporal correlated errors 4915--4953
Mohammad Esmail Dehghan Monfared Exact distribution of change-point MLE
for a Multivariate normal sequence . . . 4955--4970
Kenichi Hayashi and
Shinto Eguchi A new integrated discrimination
improvement index via odds . . . . . . . 4971--4990
Junfan Mao and
Zhigen Gao and
Bing-Yi Jing and
Jianhua Guo On the statistical analysis of
high-dimensional factor models . . . . . 4991--5019
Abdullah Fathi and
Al-Wageh A. Farghal and
Ahmed A. Soliman Inference on Weibull inverted
exponential distribution under
progressive first-failure censoring with
constant-stress partially accelerated
life test . . . . . . . . . . . . . . . 5021--5053
Daniel Ochieng Multiple testing of interval composite
null hypotheses using randomized
$p$-values . . . . . . . . . . . . . . . 5055--5076
Nabakumar Jana and
Samadrita Bera Estimation of multicomponent system
reliability for inverse Weibull
distribution using survival signature 5077--5108
Ruiqin Tian and
Miaojie Xia and
Dengke Xu Profile quasi-maximum likelihood
estimation for semiparametric
varying-coefficient spatial
autoregressive panel models with fixed
effects . . . . . . . . . . . . . . . . 5109--5143
Shu Wei Chou-Chen and
Rodrigo A. Oliveira and
Irina Raicher and
Gilberto A. Paula Additive partial linear models with
autoregressive symmetric errors and its
application to the hospitalizations for
respiratory diseases . . . . . . . . . . 5145--5166
José R. Berrendero and
Alejandro Cholaquidis and
Antonio Cuevas On the functional regression model and
its finite-dimensional approximations 5167--5201
Reza Modarres Hotelling $ T^2 $ test in high
dimensions with application to Wilks
outlier method . . . . . . . . . . . . . 5203--5218
Na Young Yoo and
Ji Hwan Cha General classes of bivariate
distributions for modeling data with
common observations . . . . . . . . . . 5219--5238
Agah Kozan and
Burak Uyar and
Halil Tanil Exceedance statistics based on
bottom-$k$-lists . . . . . . . . . . . . 5239--5251
Marcelo Bourguignon and
Célestin C. Kokonendji Coherent indexes for shifted count and
semicontinuous models . . . . . . . . . 5253--5271
Abbas Alhakim Hadamard matrices, quaternions, and the
Pearson chi-square statistic . . . . . . 5273--5291
Asma Saleh Reduced bias estimation of the log odds
ratio . . . . . . . . . . . . . . . . . 5293--5331
Guogen Shan and
Xinlin Lu and
Yahui Zhang and
Samuel S. Wu Confidence intervals for overall
response rate difference in the
sequential parallel comparison design 5333--5349
Marek Skarupski and
Qinhao Wu Confidence bounds for compound Poisson
process . . . . . . . . . . . . . . . . 5351--5377
Abdul Haq and
William H. Woodall A critical note on the exponentiated
EWMA chart . . . . . . . . . . . . . . . 5379--5387
David R. Bickel Bayesian and frequentist inference
derived from the maximum entropy
principle with applications to
propagating uncertainty about
statistical methods . . . . . . . . . . 5389--5407
Markus Kreer and
Ay\cse Kìzìlersü and
Jake Guscott and
Lukas Christopher Schmitz and
Anthony W. Thomas Maximum likelihood estimation for
left-truncated log-logistic
distributions with a given truncation
point . . . . . . . . . . . . . . . . . 5409--5445
Julie Josse and
Jacob M. Chen and
Nicolas Prost and
Gaël Varoquaux and
Erwan Scornet On the consistency of supervised
learning with missing values . . . . . . 5447--5479
Lingling Tian and
Yunan Su and
Chuanhua Wei Tests for time-varying coefficient
spatial autoregressive panel data model
with fixed effects . . . . . . . . . . . 5481--5501
Chunwei Zheng and
Wenlong Li and
Jian-Feng Yang Nested strong orthogonal arrays . . . . 5503--5528
Sergey Tarima and
Nancy Flournoy The cost of sequential adaptation and
the lower bound for mean squared error 5529--5553
Francesco Mariani and
Fulvio De Santis and
Stefania Gubbiotti The distribution of power-related random
variables (and their use in clinical
trials) . . . . . . . . . . . . . . . . 5555--5574
Xirui Liu and
Mixia Wu and
Liwen Xu Communication-efficient distributed EM
algorithm . . . . . . . . . . . . . . . 5575--5592
Baolin Chen and
Shanshan Song and
Yong Zhou Estimation and testing of expectile
regression with efficient subsampling
for massive data . . . . . . . . . . . . 5593--5613
Majid Mojirsheibani Strong optimality of kernel functional
regression in $ L^p $ norms with
partial response variables and
applications . . . . . . . . . . . . . . 5615--5648
Aldo M. Garay and
Francyelle L. Medina and
Suelem Torres de Freitas and
Víctor H. Lachos Bayesian analysis of linear regression
models with autoregressive symmetrical
errors and incomplete data . . . . . . . 5649--5690
Monitirtha Dey On limiting behaviors of stepwise
multiple testing procedures . . . . . . 5691--5717
Naresh Garg and
Lakshmi Kanta Patra and
Neeraj Misra On improved estimation of the larger
location parameter . . . . . . . . . . . 5719--5752
Lixia Hu and
Baolin Chen and
Jinhong You Locally sparse estimator for functional
linear panel models with fixed effects 5753--5773
Yao Xiao and
Hong Qin and
Kashinath Chatterjee and
Na Zou Theory and application of absolute
discrepancy in experimental designs . . 5775--5795
Furio Urso and
Antonino Abbruzzo and
Marcello Chiodi and
Maria Francesca Cracolici Model selection for mixture hidden
Markov models: an application to
clickstream data . . . . . . . . . . . . 5797--5834
Wessel N. van Wieringen and
Gwenaël G. R. Leday Ridge-type covariance and precision
matrix estimators of the multivariate
normal distribution . . . . . . . . . . 5835--5849
Adriano Pareto On a correlation coefficient based on
the $ L_1 $-norm . . . . . . . . . . . . 5851--5871
Yixuan Fan and
Jianhua Cheng and
Dehui Wang A new integer-valued threshold
autoregressive process based on modified
negative binomial operator driven by
explanatory variables . . . . . . . . . 5873--5901
Jiujing Wu and
Hengjian Cui Model-free feature screening based on
Hellinger distance for ultrahigh
dimensional data . . . . . . . . . . . . 5903--5930
S. Scarlatti Enhanced Cauchy--Schwarz inequality and
some of its statistical applications . . 5931--5940
Tiago M. Magalhães and
Gustavo H. A. Pereira and
Denise A. Botter and
Mônica C. Sandoval Correction to: Bartlett corrections for
zero-adjusted generalized linear models 5941--5941
Noël Veraverbeke Bernstein estimator for conditional
copulas . . . . . . . . . . . . . . . . 5943--5954
Zikica Luki\'c and
Bojana Milosevi\'c Change-point analysis for matrix data:
the empirical Hankel transform approach 5955--5980
Jun Jin and
Chenyan Hao and
Yewen Chen Composite quantile regression for a
distributed system with non-randomly
distributed data . . . . . . . . . . . . ??
Samyajoy Pal and
Christian Heumann Revisiting Dirichlet Mixture Model:
unraveling deeper insights and practical
applications . . . . . . . . . . . . . . ??
Liqi Xia and
Ruiyuan Cao and
Jiang Du and
Jun Dai Consistent complete independence test in
high dimensions based on Chatterjee
correlation coefficient . . . . . . . . ??
Facheng Li and
Huilan Liu Kernel density regression in the
additive model: a B-spline approach . . ??
Tianming Xu and
Dong Jiang and
Yuesong Wei and
Chong Wang A Test for Trend Gradual Changes in
Heavy Tailed AR ($p$) Sequences . . . . ??
Suparna Basu and
Hon Keung Tony Ng A density power divergence measure to
discriminate between generalized
exponential and Weibull distributions ??
Dan Lou and
Yuehan Yang Joint estimation of transfer learning on
time series data . . . . . . . . . . . . ??
Jianghao Li and
Shizhe Hong and
Zhenzhen Niu and
Zhidong Bai Test for high-dimensional linear
hypothesis of mean vectors via random
integration . . . . . . . . . . . . . . ??
Yan-Yong Zhao and
Ling-Ling Ge and
Yuan Liu Estimation of panel data partially
linear time-varying coefficient models
with cross-sectional spatial
autoregressive errors . . . . . . . . . ??
Jingsen Kong and
Yiming Liu and
Guangren Yang and
Wang Zhou Conformal prediction for robust deep
nonparametric regression . . . . . . . . ??
Linda M. Haines Optimal designs for spherical harmonic
regression . . . . . . . . . . . . . . . ??
A. Wong and
X. Shi Inference for the normal coefficient of
variation: an approximate marginal
likelihood approach . . . . . . . . . . ??
Nezha Mohaoui and
Hamid Mraoui and
Abdelilah Monir Distribution and density estimation
based on variation-diminishing spline
approximation . . . . . . . . . . . . . ??
Lyasmine Harrouche and
Hocine Fellag and
Lynda Atil Bayesian prior robustness using general
$ \phi $-divergence measure . . . . . . ??
Changsheng Liu and
Hanying Liang and
Yongmei Li Bayesian quantile regression for
partially linear single-index model with
longitudinal data . . . . . . . . . . . ??
Saparya Suresh and
Sudheesh K. Kattumannil Jackknife empirical likelihood ratio
test for testing the equality of
semivariance . . . . . . . . . . . . . . ??
Ming Han Bayesian estimation and posterior risk
under the generalized weighted squared
error loss function and its applications ??
Menghua Zhang and
Mengjiao Peng and
Yong Zhou Semi-supervised learning for various
comparison functions across two
populations . . . . . . . . . . . . . . ??
Benoit Ahanda and
Leif Ellingson and
Daniel E. Osborne The Cholesky normal distribution for SPD
matrices and inference for the mean . . ??
Edgar Brunner and
Frank Konietschke An unbiased rank-based estimator of the
Mann--Whitney variance including the
case of ties . . . . . . . . . . . . . . ??
Umberto Amato and
Anestis Antoniadis and
Italia De Feis and
Ir\`ene Gijbels Functional time series forecasting: a
systematic review . . . . . . . . . . . ??
Raul Kangro and
Kristi Kuljus and
Jüri Lember Pseudo-likelihood approach for parameter
estimation in univariate normal mixture
models . . . . . . . . . . . . . . . . . ??
Xianhua Zhang and
Lu Lin and
Qihua Wang Updatable Estimation in Generalized
Linear Models with Missing Data . . . . ??
Giovanni Fonseca and
Federica Giummol\`e and
Paolo Vidoni Optimal prediction for quantiles and
probabilities . . . . . . . . . . . . . ??
Zhen-Hang Yang and
Jing-Feng Tian Monotonicity results and new bounds for
the Mills ratio . . . . . . . . . . . . ??
Luis Mendo Estimating odds and log odds with
guaranteed accuracy . . . . . . . . . . ??
Hirai Mukasa and
Koji Tsukuda Equality between two general ridge
estimators and equivalence of their
residual sums of squares . . . . . . . . ??
Amin Ghalamfarsa Mostofi and
Mahmood Kharrati-Kopaei Nonparametric Bayesian inferences on the
skewed data using a Dirichlet process
mixture model . . . . . . . . . . . . . ??
Issey Sukeda and
Tomonari Sei On the minimum information checkerboard
copula under fixed Kendall's $ \tau $ ??
Xiaoling Dou and
Satoshi Kuriki and
Gwo Dong Lin and
Donald Richards EM estimation of the B-spline copula
with penalized pseudo-likelihood
functions . . . . . . . . . . . . . . . ??
Anonymous Journal navigation . . . . . . . . . . . ??