Allgemeines Statistisches Archiv

Volume 96, n° 4, 2012

  • OUASSOU Idir, RACHDI Mustapha - Regression operator estimation by delta-sequences method for functional data and its applications, pp. 451-465
  • KUHNERT Ronny, SCHLAUD Martin, HECKER Hartmut - Evaluation strategies for case series: is Cox regression an alternative to the self controlled case series method for terminal events? pp. 467-492
  • FURNO Marilena - Tests for structural break in quantile regressions, pp. 493-515
  • GUO Mengmeng, HÄRDLE Wolfgang Karl - Simultaneous confidence bands for expectile functions, pp. 517-541

(résumés du n° 4/2012)  

Volume 96, n° 3, 2012

  • DURANTE Fabrizio, GHISELLI-RICCI Roberto - Supermigrative copulas and positive dependence, pp. 343-383
  • FRAHM Gabriel, WICKERN Tobias, WIECHERS Christof - Multiple tests for the performance of different investment strategies, pp. 385-407
  • JANCZURA Joanna, WERON Rafał - Efficient estimation of Markov regime-switching models: An application to electricity spot prices, pp. 409-433

  • CORDEIRO Gauss M., HASHIMOTO Elizabeth M., ORTEGA Edwin M. M., PASCOA Marcelino A. R. - The McDonald extended distribution: properties and applications, pp. 435-450

  • MÜNNICH Ralf T., SACHS Ekkehard W., WAGNER Matthias - Numerical solution of optimal allocation problems in stratified sampling under box constraints, pp 435-450

(résumés du n° 3/2012)

Volume 96, n° 2, 2012

  • DENUIT Michel - Special issue on Actuarial Statistics, pp. 123-125
  • OLIVIERI Annamaria, PITACCO Ermanno - Life tables in actuarial models: from the deterministic setting to a Bayesian approach, pp. 127-153

  • CHRISTIANSEN Marcus C. - Multistate models in health insurance, pp. 155-186

  • ANTONIO Katrien, VALDEZ Emiliano A. - Statistical concepts of a priori and a posteriori risk classification in insurance, pp. 187-224
  • DREES Holger - Extreme value analysis of actuarial risks: estimation and model validation, pp. 225-264

  • SCHMIDT Klaus D. - Loss prediction based on run-off triangles, pp. 265-310

  • HESS Klaus T. - Maximum-likelihood and marginal-sum estimation in some particular collective models, pp. 311-326

(résumés du n° 2/2012)   

Volume 96, n° 1, 2012

  • ZUCCOLOTTO Paola - Principal component analysis with interval imputed missing values, pp. 25-46
  • CHESNEAU Christophe, FADILI Jalal - Adaptive wavelet estimation of a function in an indirect regression model, pp. 47-68
  • HEINZL Felix, FAHRMEIER  Ludwig, KNEIB Thomas - Additive mixed models with Dirichlet process mixture and P-spline priors, pp. 69-98
  • ADHYA Sumanta, BANERJEE Tathagata, CHATTOPADHYAY Gaurangadeb - Inference on finite population categorical response: nonparametric regression-based predictive approach, pp. 99-122
  • ROBINZONOV Nikolay, TUTZ Gerhard, HOTHORN Torsten - Boosting techniques for nonlinear time series models, pp. 99-122

(résumés du n° 1/2012)

 

 

 

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