Content
August 2024, Volume 78, Issue 3
- 478-484 Generalized k‐variate proportional hazard function for censored survival data
by Hilmi Fadel Kittani - 485-490 Connections between two classes of estimators for single‐index models
by Weichao Yang & Xu Guo & Niwen Zhou & Changliang Zou - 491-504 Scaling priors for intrinsic Gaussian Markov random fields applied to blood pressure data
by Maria‐Zafeiria Spyropoulou & James Bentham - 505-522 Asymptotic approximations of expectations of power means
by Tomislav Burić & Lenka Mihoković - 523-543 Marginal log‐linear parameters and their collapsibility for categorical data
by Sayan Ghosh & P. Vellaisamy - 544-562 The concept of sufficiency in conditional frequentist inference
by Paul Kabaila & A. H. Welsh - 563-568 Duals of convolution thinned relationships
by M. C. Jones
May 2024, Volume 78, Issue 2
- 264-280 A gamma tail statistic and its asymptotics
by Toshiya Iwashita & Bernhard Klar - 281-301 Competing risks regression for clustered survival data via the marginal additive subdistribution hazards model
by Xinyuan Chen & Denise Esserman & Fan Li - 302-309 Franklin's randomized response model with correlated scrambled variables
by Christopher Aguirre‐Hamilton & Stephen A. Sedory & Sarjinder Singh - 310-333 Improved estimation of average treatment effects under covariate‐adaptive randomization methods
by Jun Wang & Yahe Yu - 334-356 The Yates, Conover, and Mantel statistics in 2 × 2 tables revisited (and extended)
by Antonio Martín Andrés & María Álvarez Hernández & Francisco Gayá Moreno - 357-373 An informative prior distribution on functions with application to functional regression
by Christophe Abraham - 374-396 Semiparametric recovery of central dimension reduction space with nonignorable nonresponse
by Siming Zheng & Alan T. K. Wan & Yong Zhou - 397-426 Testing conditional independence in casual inference for time series data
by Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang - 427-440 Asymptotic comparison of negative multinomial and multivariate normal experiments
by Christian Genest & Frédéric Ouimet - 441-474 Forecasting performance of machine learning, time series, and hybrid methods for low‐ and high‐frequency time series
by Ozancan Ozdemir & Ceylan Yozgatligil
February 2024, Volume 78, Issue 1
- 4-24 The multilateral spatial integer‐valued process of order 1
by Dimitris Karlis & Azmi Chutoo & Naushad Mamode Khan & Vandna Jowaheer - 25-67 Linear regression models with multiplicative distortions under new identifiability conditions
by Jun Zhang & Bingqing Lin & Yan Zhou - 68-78 Orthogonal contrasts for both balanced and unbalanced designs and both ordered and unordered treatments
by J. C. W. Rayner & G. C. Livingston - 79-104 Testing for jumps with robust spot volatility estimators
by Yucheng Sun - 105-135 On partially observed competing risks model for Chen distribution under generalized progressive hybrid censoring
by Kundan Singh & Amulya Kumar Mahto & Yogesh Mani Tripathi - 136-166 A case study of Gulf Securities Market in the last 20 years: A Long Short‐Term Memory approach
by Abhibasu Sen & Karabi Dutta Choudhury - 167-190 Robust Liu‐type estimator based on GM estimator
by Melike Işılar & Y. Murat Bulut - 191-207 The analysis of semi‐competing risks data using Archimedean copula models
by Antai Wang & Ziyan Guo & Yilong Zhang & Jihua Wu - 208-227 Poisson average maximum likelihood‐centered penalized estimator: A new estimator to better address multicollinearity in Poisson regression
by Sheng Li & Wei Wang & Menghan Yao & Junyu Wang & Qianqian Du & Xuelin Li & Xinyue Tian & Jing Zeng & Ying Deng & Tao Zhang & Fei Yin & Yue Ma - 228-243 Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean
by Henryk Gzyl & Silvia Mayoral - 244-260 An efficient automatic clustering algorithm for probability density functions and its applications in surface material classification
by Thao Nguyen‐Trang & Tai Vo‐Van & Ha Che‐Ngoc
November 2023, Volume 77, Issue 4
- 406-407 New article types in Statistica Neerlandica
by Ernst‐Jan Camiel Wit - 408-428 A partial posterior p value test for multilevel mediation
by Kyle Cox & Benjamin Kelcey - 429-443 Logistic or not Logistic?
by James S. Allison & Bruno Ebner & Marius Smuts - 444-470 A robust mixed‐effects parametric quantile regression model for continuous proportions: Quantifying the constraints to vitality in cushion plants
by Divan A. Burger & Sean van der Merwe & Emmanuel Lesaffre & Peter C. le Roux & Morgan J. Raath‐Krüger - 471-496 Estimating function method for nonnegative autoregressive models
by E. Hari Prasad & N. Balakrishna - 497-515 Stochastic comparisons of largest claim amounts from heterogeneous portfolios
by Pradip Kundu & Amarjit Kundu & Biplab Hawlader - 516-542 Analysis of cross‐over experiments with count data in the presence of carry‐over effects
by Nelson Alirio Cruz & Luis Alberto López Pérez & Oscar Orlando Melo - 543-554 The optimal input‐independent baseline for binary classification: The Dutch Draw
by Joris Pries & Etienne van de Bijl & Jan Klein & Sandjai Bhulai & Rob van der Mei - 555-572 New closed‐form efficient estimator for multivariate gamma distribution
by Yu‐Hyeong Jang & Jun Zhao & Hyoung‐Moon Kim & Kyusang Yu & Sunghoon Kwon & SungHwan Kim - 573-591 Assessing replicability with the sceptical p$$ p $$‐value: Type‐I error control and sample size planning
by Charlotte Micheloud & Fadoua Balabdaoui & Leonhard Held - 592-592 Editorial statistics
by Edwin van den Heuvel & Veronica Vinciotti & Ernst‐Jan Camiel Wit
August 2023, Volume 77, Issue 3
- 252-253 Editorial
by Ernst C. Wit - 254-283 Asymptotic properties of nonparametric quantile estimation with spatial dependency
by S.‐H. Arnaud Kanga & Ouagnina Hili & Sophie Dabo‐Niang & Assi N'Guessan - 284-303 Discretized skew‐t mixture model for deconvoluting liquid chromatograph mass spectrometry data
by Xuwen Zhu & Xiang Zhang - 304-321 Estimating random effects in a finite Markov chain with absorbing states: Application to cognitive data
by Pei Wang & Erin L. Abner & Changrui Liu & David W. Fardo & Frederick A. Schmitt & Gregory A. Jicha & Linda J. Van Eldik & Richard J. Kryscio - 322-339 Inference in the presence of likelihood monotonicity for proportional hazards regression
by John E. Kolassa & Juan Zhang - 340-364 Testing the common risk difference of proportions for stratified uni‐ and bilateral correlated data
by Zhiming Li & Changxing Ma & Keyi Mou - 365-390 Bayesian solution to the monotone likelihood in the standard mixture cure model
by Frederico M. Almeida & Vinícius D. Mayrink & Enrico A. Colosimo - 391-402 A portmanteau test for the iid hypothesis
by Ricardo Bórquez
May 2023, Volume 77, Issue 2
- 134-145 Testing for differences in chain equating
by Michela Battauz - 146-155 A phenomenological model for COVID‐19 data taking into account neighboring‐provinces effect and random noise
by Julia Calatayud & Marc Jornet & Jorge Mateu - 156-187 A discrete truncated Zipf distribution
by Kwame Boamah‐Addo & Tomasz J. Kozubowski & Anna K. Panorska - 188-207 Bayesian inference for a mixture double autoregressive model
by Kai Yang & Qingqing Zhang & Xinyang Yu & Xiaogang Dong - 208-232 Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data
by Soumya Roy & Biswabrata Pradhan - 233-248 Prior effective sample size in phase II clinical trials with mixed binary and continuous responses
by Meghna Bose & Jean‐François Angers & Atanu Biswas
February 2023, Volume 77, Issue 1
- 4-47 Threshold estimation for continuous three‐phase polynomial regression models with constant mean in the middle regime
by Chih‐Hao Chang & Kam‐Fai Wong & Wei‐Yee Lim - 48-70 Assessing skewness in financial markets
by Giovanni Campisi & Luca La Rocca & Silvia Muzzioli - 99-112 Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables
by Longxiang Fang & Narayanaswamy Balakrishnan & Wenyu Huang & Shuai Zhang - 113-129 Inverse‐probability‐weighted logrank test for stratified survival data with missing measurements
by Rim Ben Elouefi & Foued Saâdaoui
November 2022, Volume 76, Issue 4
- 372-390 Bayesian subcohort selection for longitudinal covariate measurements in follow‐up studies
by Jaakko Reinikainen & Juha Karvanen - 391-417 Bartlett correction of an independence test in a multivariate Poisson model
by Rolf Larsson - 418-449 Optimal subsampling for multiplicative regression with massive data
by Tianzhen Wang & Haixiang Zhang - 450-470 The basic distributional theory for the product of zero mean correlated normal random variables
by Robert E. Gaunt - 471-471 Editorial Statistics
by Miroslav Ristic & Marijtje van Duijn & Nan van Geloven
August 2022, Volume 76, Issue 3
- 254-282 Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic
by Shibin Zhang & Xin M. Tu - 283-308 Prediction intervals for all of M future observations based on linear random effects models
by Max Menssen & Frank Schaarschmidt - 309-330 Rank correlation inferences for clustered data with small sample size
by Sally Hunsberger & Lori Long & Sarah E. Reese & Gloria H. Hong & Ian A. Myles & Christa S. Zerbe & Pleonchan Chetchotisakd & Joanna H. Shih - 331-346 On some limitations of probabilistic models for dimension‐reduction: Illustration in the case of probabilistic formulations of partial least squares
by Lola Etiévant & Vivian Viallon - 347-368 Average ordinary least squares‐centered penalized regression: A more efficient way to address multicollinearity than ridge regression
by Wei Wang & Linjian Li & Sheng Li & Fei Yin & Fang Liao & Tao Zhang & Xiaosong Li & Xiong Xiao & Yue Ma
May 2022, Volume 76, Issue 2
- 124-163 Log‐symmetric quantile regression models
by Helton Saulo & Alan Dasilva & Víctor Leiva & Luis Sánchez & Hanns de la Fuente‐Mella - 164-189 On the conditional noncentral beta distribution
by Carlo Orsi - 190-218 Autoregressive and moving average models for zero‐inflated count time series
by Vurukonda Sathish & Siuli Mukhopadhyay & Rashmi Tiwari - 219-235 Bayesian model selection for multilevel mediation models
by Oludare Ariyo & Emmanuel Lesaffre & Geert Verbeke & Martijn Huisman & Martijn Heymans & Jos Twisk - 236-250 On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator
by Agustín G. Nogales
February 2022, Volume 76, Issue 1
- 4-34 Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
by Subhankar Chattopadhyay & Raju Maiti & Samarjit Das & Atanu Biswas - 35-64 Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
by Boris Aleksandrov & Christian H. Weiß & Carsten Jentsch - 65-96 Robust prediction of domain compositions from uncertain data using isometric logratio transformations in a penalized multivariate Fay–Herriot model
by Joscha Krause & Jan Pablo Burgard & Domingo Morales - 97-120 Identifying crime generators and spatially overlapping high‐risk areas through a nonlinear model: A comparison between three cities of the Valencian region (Spain)
by Álvaro Briz‐Redón & Jorge Mateu & Francisco Montes
November 2021, Volume 75, Issue 4
- 408-436 On the population least‐squares criterion in the monotone single index model
by Fadoua Balabdaoui & Cécile Durot & Christopher Fragneau - 437-452 The significance filter, the winner's curse and the need to shrink
by Erik W. van Zwet & Eric A. Cator - 453-481 Inflated Kumaraswamy regressions with application to water supply and sanitation in Brazil
by Fábio M. Bayer & Francisco Cribari‐Neto & Jéssica Santos - 482-499 Resolving the ambiguity of random‐effects models with singular precision matrix
by Woojoo Lee & Hans‐Peter Piepho & Youngjo Lee - 500-523 Information anchored reference‐based sensitivity analysis for truncated normal data with application to survival analysis
by Andrew Atkinson & Suzie Cro & James R. Carpenter & Michael G. Kenward - 524-524 Editorial Statistics
by Miroslav Ristic & Marijtje van Duijn & Nan van Geloven
August 2021, Volume 75, Issue 3
- 238-256 Convex transform order of Beta distributions with some consequences
by Idir Arab & Paulo Eduardo Oliveira & Tilo Wiklund - 257-289 Locally asymptotically efficient estimation for parametric PINAR(p) models
by Mohamed Sadoun & Mohamed Bentarzi - 290-298 An integrated‐likelihood‐ratio confidence interval for a proportion based on underreported and infallible data
by Briceön Wiley & Chris Elrod & Phil D. Young & Dean M. Young - 299-323 Bayesian survival model induced by frailty for lifetime with long‐term survivors
by Vicente G. Cancho & Gladys D. C. Barriga & Gauss M. Cordeiro & Edwin M. M. Ortega & Adriano K. Suzuki - 324-342 On the estimation of destructive cure rate model: A new study with exponentially weighted Poisson competing risks
by Suvra Pal & Souvik Roy - 343-363 Bootstrap for integer‐valued GARCH(p, q) processes
by Michael H. Neumann - 364-403 Model checking for multiplicative linear regression models with mixed estimators
by Jun Zhang
May 2021, Volume 75, Issue 2
- 92-114 Longitudinal business data construction and quality: Two different approaches
by Silvia Biffignandi & Alessandro Zeli - 115-136 Analysis of progressive Type‐II censoring in presence of competing risk data under step stress modeling
by Arnab Koley & Debasis Kundu - 137-160 Residual and local influence analyses for unit gamma regressions
by Suelena S. Rocha & Patrícia L. Espinheira & Francisco Cribari‐Neto - 161-179 Estimation of the incubation time distribution for COVID‐19
by Piet Groeneboom - 180-202 A nonparametric two‐sample test using a general φ‐divergence‐based mutual information
by Apratim Guha & Atanu Biswas & Abhik Ghosh - 203-233 k‐step stage life testing
by Benjamin Laumen & Erhard Cramer
February 2021, Volume 75, Issue 1
- 4-23 The effect of a Durbin–Watson pretest on confidence intervals in regression
by Paul Kabaila & Davide Farchione & Samer Alhelli & Nathan Bragg - 24-41 Maximum likelihood estimation based on the Laplace approximation for p2 network regression models
by Ruggero Bellio & Nicola Soriani - 42-65 k‐Nearest neighbors local linear regression for functional and missing data at random
by Mustapha Rachdi & Ali Laksaci & Zoulikha Kaid & Abbassia Benchiha & Fahimah A. Al‐Awadhi - 66-87 Selection of influential variables in ordinal data with preponderance of zeros
by Ujjwal Das & Kalyan Das - 88-88 Editorial statistics
by Miroslav Ristic & Marijtje van Duijn & Nan van Geloven
November 2020, Volume 74, Issue 4
- 462-488 Logarithmic calibration for multiplicative distortion measurement errors regression models
by Jun Zhang & Yiping Yang & Gaorong Li - 489-516 CLAR(1) point forecasting under estimation uncertainty
by Simon Nik & Christian H. Weiß - 517-537 A negative binomial thinning‐based bivariate INAR(1) process
by Qingchun Zhang & Dehui Wang & Xiaodong Fan - 538-558 A nonparametric approach to assess undergraduate performance
by Hildete P. Pinheiro & Pranab K. Sen & Aluísio Pinheiro & Samara F. Kiihl - 559-591 On the Lp error of the Grenander‐type estimator in the Cox model
by Cécile Durot & Eni Musta - 592-610 Shrinkage estimation of the exponentiated Weibull regression model for time‐to‐event data
by Shakhawat Hossain & Shahedul A. Khan - 611-627 Reparameterized inverse gamma regression models with varying precision
by Marcelo Bourguignon & Diego I. Gallardo
August 2020, Volume 74, Issue 3
- 220-221 Statistica Neerlandica special issue on Statistical Network Science
by Veronica Vinciotti & Ernst C. Wit - 222-241 Epidemic models on social networks—With inference
by Tom Britton - 242-260 Estimating individual action dispositions using binary and frequency egocentric sexual network data
by Disa Hansson & Susanne Strömdahl - 261-274 Introducing a general class of species diversification models for phylogenetic trees
by Francisco Richter & Bart Haegeman & Rampal S. Etienne & Ernst C. Wit - 275-299 Tempus volat, hora fugit: A survey of tie‐oriented dynamic network models in discrete and continuous time
by Cornelius Fritz & Michael Lebacher & Göran Kauermann - 300-323 Network dynamics with a nested node set: Sociability in seven villages in Senegal
by Tom A.B. Snijders & Malick Faye & Julien Brailly - 324-341 Modeling node heterogeneity in latent space models for multidimensional networks
by Silvia D'Angelo & Marco Alfò & Thomas Brendan Murphy - 342-362 Statistical inference for continuous‐time Markov processes with block structure based on discrete‐time network data
by Michael Schweinberger - 363-396 Multi‐subject stochastic blockmodels with mixed effects for adaptive analysis of individual differences in human brain network cluster structure
by Dragana M. Pavlović & Bryan R.L. Guillaume & Soroosh Afyouni & Thomas E. Nichols - 397-419 Bayesian network models for incomplete and dynamic data
by Marco Scutari - 420-438 Objective methods for graphical structural learning
by Nikolaos Petrakis & Stefano Peluso & Dimitris Fouskakis & Guido Consonni - 439-457 Hierarchical models for independence structures of networks
by Kayvan Sadeghi & Alessandro Rinaldo
May 2020, Volume 74, Issue 2
- 96-111 Bootstrap inference using estimating equations and data that are linked with complex probabilistic algorithms
by James Chipperfield - 112-124 Expected termination times of progressively Type‐I censored step‐stress accelerated life tests under continuous and interval inspections
by David Han - 125-144 Bayesian smooth‐and‐match inference for ordinary differential equations models linear in the parameters
by Saverio Ranciati & Ernst C. Wit & Cinzia Viroli - 145-158 Linking of sample data to small areas
by Andrius Čiginas - 159-191 Mean squared error of ridge estimators in logistic regression
by Rok Blagus & Jelle J. Goeman - 192-215 Unrelated question model with two decks of cards
by Stephen A. Sedory & Sarjinder Singh & Oluwaseun L. Olanipekun & Colin Wark
February 2020, Volume 74, Issue 1
- 4-4 Editorial
by Nan van Geloven & Maja Pohar Perme - 5-23 Mixed‐effects models for health care longitudinal data with an informative visiting process: A Monte Carlo simulation study
by Alessandro Gasparini & Keith R. Abrams & Jessica K. Barrett & Rupert W. Major & Michael J. Sweeting & Nigel J. Brunskill & Michael J. Crowther - 24-37 Accounting for length of hospital stay in regression models in clinical epidemiology
by Susanne Weber & Martin Wolkewitz & on behalf of COMBACTE‐MAGNET Consortium - 38-51 Accounting for time‐dependent treatment use when developing a prognostic model from observational data: A review of methods
by Romin Pajouheshnia & Noah A. Schuster & Rolf H. H. Groenwold & Frans H. Rutten & Karel G. M. Moons & Linda M. Peelen - 52-71 Penalized h‐likelihood approach for variable selection in AFT random‐effect models
by Eunyoung Park & Sookhee Kwon & Jihoon Kwon & Richard Sylvester & Il Do Ha - 72-91 Performance of methods to conduct mediation analysis with time‐to‐event outcomes
by Lizbeth Burgos Ochoa & Judith J.M. Rijnhart & Brenda W. Penninx & Klaas J. Wardenaar & Jos W.R. Twisk & Martijn W. Heymans
November 2019, Volume 73, Issue 4
- 454-474 Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms
by Yacouba Boubacar Maïnassara & Abdoulkarim Ilmi Amir - 475-495 Nonparametric estimation for a current status right‐censored data model
by Sergey V. Malov - 496-513 Stochastic comparisons of multivariate reversed frailty model
by Shilpa Bansal & Nitin Gupta - 514-523 Improved Neymanian analysis for 2K factorial designs with binary outcomes
by Jiannan Lu - 524-524 Editorial statistics
by Eric Cator
August 2019, Volume 73, Issue 3
- 320-332 A note on the relationship between conditional and unconditional independence and its extensions for Markov kernels
by A.G. Nogales & P. Pérez - 333-350 A weighting approach to making inference with probabilistically linked data
by James Chipperfield - 351-372 Bayesian estimation of explained variance in ANOVA designs
by Maarten Marsman & Lourens Waldorp & Fabian Dablander & Eric‐Jan Wagenmakers - 373-394 Portfolio selection based on semivariance and distance correlation under minimum variance framework
by Ruili Sun & Tiefeng Ma & Shuangzhe Liu - 395-413 Nonparametric identification and estimation of current status data in the presence of death
by Lu Mao - 414-433 A class of flat prior distributions for the Poisson‐gamma hierarchical model
by Fernando O. Schmitt & Gustavo L. Gilardoni & J.A.A. Andrade - 434-450 Bivariate exponentiated‐exponential geometric regression model
by Felix Famoye
May 2019, Volume 73, Issue 2
- 160-175 On the role of weights rounding in applications of resampling based on pseudopopulations
by F. Andreis & P.L. Conti & F. Mecatti - 176-179 A note on the distribution of the product of zero‐mean correlated normal random variables
by Robert E. Gaunt - 180-196 A central limit theorem for the Hellinger loss of Grenander‐type estimators
by Hendrik P. Lopuhaä & Eni Musta - 197-210 Ordering results of the smallest and largest order statistics from independent heterogeneous exponentiated gamma random variables
by Longxiang Fang & Tingtao Xu - 211-233 A bivariate infinitely divisible law for modeling the magnitude and duration of monotone periods of log‐returns
by Wagner Barreto‐Souza & Rodrigo B. Silva - 234-255 The Cox–Aalen model for recurrent‐event data with a dependent terminal event
by Lianqiang Qu & Liuquan Sun - 256-273 Trivariate non‐Gaussian copulas to analyze the spatial behavior of rat sightings
by C. Ayyad & J. Mateu & M. Omidi & I. Tamayo‐Uria & M. Mohammadzadeh - 274-291 A new look at conditional probability with belief functions
by Ronald Meester & Timber Kerkvliet - 292-316 Nonlinear regression models with single‐index heteroscedasticity
by Jun Zhang & Yujie Gai & Bingqing Lin & Xuehu Zhu
February 2019, Volume 73, Issue 1
- 4-21 Approximate confidence and tolerance limits for the discrete Pareto distribution for characterizing extremes in count data
by D. S. Young & M. Naghizadeh Qomi & A. Kiapour - 22-43 A Bayesian asymmetric logistic model of factors underlying team success in top‐level basketball in Spain
by José María Pérez‐Sánchez & Román Salmerón‐Gómez & Francisco M. Ocaña‐Peinado - 44-62 Modified efficient importance sampling for partially non‐Gaussian state space models
by Siem Jan Koopman & Rutger Lit & Thuy Minh Nguyen - 63-77 Relative error prediction in nonparametric deconvolution regression model
by Baba Thiam - 78-99 Estimation in monotone single‐index models
by Piet Groeneboom & Kim Hendrickx - 100-117 Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach
by Denis Belomestny & Tatiana Orlova & Vladimir Panov - 118-138 A threshold stochastic volatility model with explanatory variables
by Han Li & Kai Yang & Dehui Wang - 139-156 Relating ultrasonic vocalizations from a pair of rats to individual behavior: A composite link model approach
by Nadia J. Vendrig & Lia Hemerik & Ilona J. Pinter & Cajo J.F. ter Braak
November 2018, Volume 72, Issue 4
- 402-405 Benchmarking, Temporal Disaggregation, and Reconciliation of Systems of Time Series
by Baoline Chen & Tommaso Di Fonzo & Nino Mushkudiani - 406-420 On the sequential benchmarking of subannual series to annual totals
by Jacco Daalmans - 421-446 Entropy‐based benchmarking methods
by Umed Temursho - 447-470 Temporal disaggregation of economic time series: The view from the trenches
by Enrique M. Quilis - 471-494 Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts
by Laura Bisio & Filippo Moauro - 495-519 Retropolating some relevant series of Mexico's System of National Accounts at constant prices: The case of Mexico City's GDP
by Víctor M. Guerrero & Francisco Corona - 520-532 Maximum likelihood estimation framework for table‐balancing adjustments
by Geoffrey Brent - 533-552 The statistical reconciliation of time series of accounts between two benchmark revisions
by Baoline Chen & Tommaso Di Fonzo & Thomas Howells & Marco Marini - 553-573 Solving large‐data consistency problems at Statistics Netherlands using macro‐integration techniques
by Nino Mushkudiani & Jacco Daalmans & Reinier Bikker - 574-589 Seasonal adjustment subject to accounting constraints
by Tucker McElroy - 590-602 Reconciliation of seasonally adjusted data with applications to the Swedish quarterly national accounts
by Suad Elezović & Yingfu Xie - 603-603 Editorial statistics
by Eric Cator
August 2018, Volume 72, Issue 3
- 178-178 Editorial introduction
by Marco Grzegorczyk - 179-200 Spline‐based nonparametric inference in general state‐switching models
by Roland Langrock & Timo Adam & Vianey Leos‐Barajas & Sina Mews & David L. Miller & Yannis P. Papastamatiou - 201-209 The truth about the effective dimension
by Paul H. C. Eilers - 210-223 Simple ways to interpret effects in modeling ordinal categorical data
by Alan Agresti & Claudia Tarantola - 224-245 Modelling uncertainty and response styles in ordinal data
by Rosaria Simone & Gerhard Tutz - 246-264 PCA‐based discrimination of partially observed functional data, with an application to AneuRisk65 data set
by Marco Stefanucci & Laura M. Sangalli & Pierpaolo Brutti - 265-280 Statistical modelling of cell movement
by Diana Giurghita & Dirk Husmeier - 281-305 Improving nonhomogeneous dynamic Bayesian networks with sequentially coupled parameters
by Mahdi Shafiee Kamalabad & Marco Grzegorczyk - 306-338 MCMC methods for inference in a mathematical model of pulmonary circulation
by L. Mihaela Păun & M. Umar Qureshi & Mitchel Colebank & Nicholas A. Hill & Mette S. Olufsen & Mansoor A. Haider & Dirk Husmeier - 339-353 Language comprehension as a multi‐label classification problem
by Konstantin Sering & Petar Milin & R. Harald Baayen - 354-374 Forecasting aggregate claims using score‐driven time series models
by Mariana Arozo B. de Melo & Cristiano A. C. Fernandes & Eduardo F. L. de Melo - 375-398 The sparse method of simulated quantiles: An application to portfolio optimization
by Paola Stolfi & Mauro Bernardi & Lea Petrella
May 2018, Volume 72, Issue 2
- 74-89 Fisher information under Gaussian quadrature models
by Antonio Hermes Marques da Silva Júnior & Jochen Einbeck & Peter S. Craig - 90-108 Semiparametric time series regression modeling with a diverging number of parameters
by Shengchao Zheng & Degao Li - 109-125 Concentration behavior of the penalized least squares estimator
by Alan Muro & Sara van de Geer - 126-156 Application of one†step method to parameter estimation in ODE models
by Itai Dattner & Shota Gugushvili - 157-173 Credibility estimators with dependence structure over risks and time under balanced loss function
by Qiang Zhang & Ping Chen
February 2018, Volume 72, Issue 1
- 4-13 Analytic posteriors for Pearson's correlation coefficient
by Alexander Ly & Maarten Marsman & Eric†Jan Wagenmakers - 14-33 The asymptotic distribution of the determinant of a random correlation matrix
by A. M. Hanea & G. F. Nane - 34-47 Dynamic prediction of mortality among patients in intensive care using the sequential organ failure assessment (SOFA) score: a joint competing risk survival and longitudinal modeling approach
by Jammbe Z Musoro & Aeilko H Zwinderman & Ameen Abu†Hanna & Rob Bosman & Ronald B Geskus - 48-69 Dynamic correlation multivariate stochastic volatility with latent factors
by Sheng†Jhih Wu & Sujit K. Ghosh & Yu†Cheng Ku & Peter Bloomfield
November 2017, Volume 71, Issue 4
- 240-262 Conditional assessment of the impact of a Hausman pretest on confidence intervals
by Paul Kabaila & Rheanna Mainzer & Davide Farchione - 263-285 Three-period, two-treatment crossover design under long-term carryover effect
by Suryasish Chatterjee & Uttam Bandyopadhyay - 286-306 Unification of some multivariate process capability indices for asymmetric specification region
by Moutushi Chatterjee & Ashis Kumar Chakraborty - 307-307 Editorial statistics
by Eric Cator & Elli Hoek van Dijke
August 2017, Volume 71, Issue 3
- 168-183 Bayesian robustness modelling using the O-regularly varying distributions
by J. A. A. Andrade & Edward Omey - 184-199 Bartlett correction to the likelihood ratio test for MCAR with two-step monotone sample
by Nobumichi Shutoh & Takahiro Nishiyama & Masashi Hyodo