Allgemeines Statistisches Archiv 2008

Volume 92 - n° 4/2008

  • POHLMEIER Winfried, RONNING Gerd - Microeconometrics and disclosure control, pp. 351-357 (résumé)
  • SCHMID Matthias, SCHNEEWEISS Hans - Estimation of a linear model in transformed variables under microaggregation by individual ranking, pp. 359-374 (résumé)
  • BIEWEN Elena, NOLTE Sandra, ROSEMANN Martin - Perturbation by multiplicative noise and the Simulation Extrapolation method, pp. 375-389 (résumé)
  • RONNING Gerd, ROSEMANN Martin - SIMEX estimation in case of correlated measurement errors, pp. 391-404 (résumé)
  • FLOSSMANN Anton, NOLTE Sandra - Make assurance double sure: combination of two disclosure limitation methods and estimation of general regression models, pp. 405-422 (résumé)
  • BIEWEN Elena, RONNING Gerd - Estimation of linear models with anonymised panel data, pp. 423-438 (résumé)
  • DRECHSLER Jörg, DUNDLER Agnes, BENDER Stefan, RÄSSLER Stefan, ZWICK Thomas - A new approach for disclosure control in the IAB establishment panel—multiple imputation for a better data access, pp. 439-458 (résumé)

(résumés du n° 4/2008)

Volume 92 - n° 3/2008

Multivariate Analysis

  • ROMANAZZI Mario - A note on simplicial depth function, pp. 235-253
  • TAHATA Kouji, TOMIZAWA Sadao - Orthogonal decomposition of point-symmetry for multiway tables, pp. 255-269

Econometrics

  • HOGREFE Jens - Forecasting data revisions of GDP: a mixed frequency approach, pp. 271-296

Nonresponse in Panels

  • PYY-MARTIKAINEN Marjo, RENDTEL Ulrich - Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys, pp. 297-318

Time Series of Count Data

  • WEISS Christian H. - Thinning operations for modeling time series of counts—a survey, pp. 319-341

Book Reviews

  • UEBE Götz - J.E. Gentle: Matrix Algebra—Theory, Computations, and Applications in Statistics, Springer, 2007, pp. 343-344
  • UEBE Götz - B. Thompson: The Nature of Statistical Evidence , Springer, New York, 2007, pp. 345-347
  • STOIMENOVA Eugenia - Rolf-Dieter Reiss and Michael Thomas: Statistical Analysis of Extreme Values. With Applications to Insurance, Finance, Hydrology and Other Fields, Birkhäuser, 3rd edition, 2007, pp. 349-350

(résumés du n° 3/2008)

Volume 92 - n° 2/2008

Spatial Statistics

  • GRILLENZONI Carlo - Robust nonparametric estimation of the intensity function of point data, pp. 117-134
  • ECKEL S., FLEISCHER F., GRABARNIK P., SCHMIDT V. - An investigation of the spatial correlations for relative purchasing power in Baden–Württemberg, pp. 135-152

Statistical Methods in Finance

  • KOHLER Michael - A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time, pp. 153-178

Time Series and Statistics of Stochastic Processes

  • SINGER Hermann - Generalized Gauss–Hermite filtering, pp. 179-195

Regression Models

  • BAUER Thomas K., SINNING Mathias - An extension of the Blinder–Oaxaca decomposition to nonlinear models, pp. 197-206
  • KLOBERDANZ Kathrin, SCHMIDT Klaus D. - Prediction in the linear model under a linear constraint, pp. 207-215
  • BUKAC Josef - Comparison of measuring devices, pp. 217-227

Data Depth

  • QIANG Li, YI Wu - A note on “Data depths satisfying the projection property”, pp. 229-232

Book Review

  • SCHLITTGEN Rainer -Time series analysis and its applications with R examples, Shumway Robert H., Stoffer David S
    2nd edn., Springer, 2006, pp. 233-234

(résumés du n° 2/2008)

Volume 92 - n° 1/2008

Gumbel Lecture 2006

  • VARIN Cristiano - On composite marginal likelihoods, pp. 1-28

Statistics in Finance

  • SCHMID Wolfgang, ZABOLOTSKYY - On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio, pp. 29-34
  • WEGENER Michael, KAUERMANN Göran - Examining heterogeneity in implied equity risk premium using penalized splines, pp. 35-56

Mixture Models

  • HOLZMANN Hajo, VOLLMER Sebastian - A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU, pp. 57-69

Time Series

  • WEISS Christian H., GÖB Rainer - Measuring serial dependence in categorical time series, pp. 71-89
  • DEMETRESCU Matei, TARCOLEA Adina I. - Bias correction for the regression-based LM fractional integration test, pp. 91-99

Missing Data

  • SCHUNK Daniel - A Markov chain Monte Carlo algorithm for multiple imputation in large surveys, pp. 101-114

Book Review

  • SCHLITTGEN Rainer - Forrest W. Young, Pedro M. Valero-Mora and Michael Friendly: Visual statistics: seeing data with dynamic interactive graphics
    John Wiley & Sons Limited, 2006. p. 115

(résumés du n° 1/2008)

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