Advances in Statistical Analysis - Allgemeines Statistisches Archiv AStA

SCHWIEBERT Jörg - Semiparametric one-step estimation of a sample selection model with endogenous covariates, pp. 379-402
NOVEN Ragnhild C., VERAART Almut E. D., GANDY Axel - A Lévy-driven rainfall model with applications to futures pricing, pp. 403-432
BRIX Anne Floor, LUNDE Asger - Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative, pp. 433-465
ROMANO Elvira, MATEU Jorge, GIRALDO Ramon - On the performance of two clustering methods for spatial functional data, pp. 467-492

KONRATH Susanne, FAHRMEIER Ludwig, KNEIB Thomas - Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection, pp. 259-280
STANGE Jens, BODNAR Taras, DICKHAUS Thorsten - Uncertainty quantification for the family-wise error rate in multivariate copula models, pp. 281-310
ZHU Fukang, SHI Lei, LIU Shuangzhe - Influence diagnostics in log-linear integer-valued GARCH models, pp. 311-335
MAITI Raju, BISWAS Atanu - Coherent forecasting for stationary time series of discrete data, pp. 337-365
DRAXLER Clemens, ZESSIN Johannes - The power function of conditional tests of the Rasch model, pp. 367-378

DABO-NIANG Sophie, KAID Zoulikha, LAKSACI Ali - Asymptotic properties of the kernel estimate of spatial conditional mode when the regressor is functional, pp. 131-160
HANCK Christoph, CZUDAJ Robert - Nonstationary-volatility robust panel unit root tests and the great moderation, pp. 161-187
BARRETO-SOUZA Wagner, BOURGIGNON Marcelo - A skew INAR(1) process on Z, pp. 189-208
TUTZ Gerhard, SCHAUBERGER Gunther - Extended ordered paired comparison models with application to football data from German Bundesliga, pp. 209-227
WITHERS Christopher S., NADARAJAH Saralees - Cumulants of a random variable distributed uniformly on the first n integers, pp. 229-236
GRAND Alexandra, DITTRICH Regina, FRANCIS Brian - Markov models of dependence in longitudinal paired comparisons: an application to course design, pp. 237-257

MÜLLER Klaus, RICHTER Wolf-Dieter - Exact extreme value, product, and ratio distributions under non-standard assumptions, pp. 1-30
KUMAR C. Satheesh, RIYAZ A. - A zero-inflated logarithmic series distribution of order k and its applications, pp. 31-43
BARABESI Lucio, DIANA Giancarlo - aGini index estimation in randomized response surveys, pp. 45-62
LIEBSCHER Steffen, KIRSCHSTEIN Thomas - Efficiency of the pMST and RDELA location and scatter estimators, pp. 63-82
MELO Oscar O., MELO Carlos E., MATEU Jorge - Distance-based beta regression for prediction of mutual funds, pp. 83-106
FRANKE Jürgen, MWITA Peter, WANG Weining - Nonparametric estimates for conditional quantiles of time series, pp. 107-130

Dernière modification le 22.03.2022