Journal: Statistical Methods and Applications

Volume 27, Issue 4

559 -- 587Andrea Cerioli, Marco Riani, Anthony C. Atkinson, Aldo Corbellini. The power of monitoring: how to make the most of a contaminated multivariate sample
589 -- 594Jakob Raymaekers, Peter J. Rousseeuw, Iwein Vranckx. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample"
595 -- 602Stephane Heritier, Maria-Pia Victoria-Feser. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample" by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
603 -- 604Ricardo A. Maronna, Victor J. Yohai. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample" by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
605 -- 608Luis Angel García-Escudero, Alfonso Gordaliza, Carlos Matrán, Agustín Mayo-Íscar. Comments on "The power of monitoring: how to make the most of a contaminated multivariate sample"
609 -- 619Claudio Agostinelli, Luca Greco 0004. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample" by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
621 -- 623Christophe Croux. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample" by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
625 -- 629Simon J. Sheather, Joseph W. McKean. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample"
631 -- 639Valentin Todorov. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample" by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
641 -- 649Domenico Perrotta, Francesca Torti. Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample"
651 -- 660Alessio Farcomeni, Francesco Dotto. The power of (extended) monitoring in robust clustering - Discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample" by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini
661 -- 666Andrea Cerioli, Marco Riani, Anthony C. Atkinson, Aldo Corbellini. Rejoinder to the discussion of "The power of monitoring: how to make the most of a contaminated multivariate sample"
667 -- 688Junke Kou, Youming Liu. Wavelet regression estimations with strong mixing data
689 -- 714Hee Young Kim, Christian H. Weiß, Tobias A. Möller. Testing for an excessive number of zeros in time series of bounded counts
715 -- 734Giovana Fumes-Ghantous, Silvia L. P. Ferrari, José Eduardo Corrente. Box-Cox t random intercept model for estimating usual nutrient intake distributions

Volume 27, Issue 3

365 -- 384Jean-Paul Chavas. On multivariate quantile regression analysis
385 -- 406Haejune Oh, Sangyeol Lee. On score vector- and residual-based CUSUM tests in ARMA-GARCH models
407 -- 435Raju Maiti, Atanu Biswas, Bibhas Chakraborty. Modelling of low count heavy tailed time series data consisting large number of zeros and ones
437 -- 454Ali Karimnezhad, Ahmad Parsian. Most stable sample size determination in clinical trials
455 -- 477Lukasz Smaga, Hidetoshi Matsui. A note on variable selection in functional regression via random subspace method
479 -- 490Ruidong Han, Xinghui Wang, Shuhe Hu. Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals
491 -- 513Chen Yang, Wenjun Jiang, Jiang Wu, Xin Liu, Zhichuan Li. Clustering of financial instruments using jump tail dependence coefficient
515 -- 543Sergio Longobardi, Patrizia Falzetti, Margherita Maria Pagliuca. Quis custiodet ipsos custodes? How to detect and correct teacher cheating in Italian student data
545 -- 557Giulia Barbati, Alessio Farcomeni. Prognostic assessment of repeatedly measured time-dependent biomarkers, with application to dilated cardiomyopathy

Volume 27, Issue 2

175 -- 206Peter Müeller, Fernando A. Quintana, Garritt Page. Nonparametric Bayesian inference in applications
207 -- 218Jim E. Griffin, Maria Kalli, Mark F. J. Steel. Discussion of "Nonparametric Bayesian Inference in Applications": Bayesian nonparametric methods in econometrics
219 -- 225Athanasios Kottas. Discussion of paper "nonparametric Bayesian inference in applications" by Peter Müller, Fernando A. Quintana and Garritt L. Page
227 -- 230Seongil Jo, Jaeyong Lee. Discussion on the paper by Peter Müller, Fernando A. Quintana, and Garritt L. Page
231 -- 238Raffaele Argiento, Matteo Ruggiero. Computational challenges and temporal dependence in Bayesian nonparametric models
239 -- 251Michele Guindani, Wesley O. Johnson. More nonparametric Bayesian inference in applications
253 -- 276Lynda Harfouche, Smail Adjabi, Nabil Zougab, Benedikt Funke. Multiplicative bias correction for discrete kernels
277 -- 295Antonio Parisi, Brunero Liseo. Objective Bayesian analysis for the multivariate skew-t model
297 -- 318Luigi D'Ambra, Pietro Amenta, Antonello D'Ambra. Decomposition of cumulative chi-squared statistics, with some new tools for their interpretation
319 -- 332Feifan Jiang, Lihong Wang. Adjusted blockwise empirical likelihood for long memory time series models
333 -- 362Catia Scricciolo. 1-Wasserstein deconvolution of Laplace mixtures
363 -- 364Richard William Farebrother. Correction to: A genealogy of Florence Nightingale, Charles Darwin, Francis Galton and Francis Ysidro Edgeworth with special reference to their Italian connections and an annexe on Beatrice Webb and Charles Booth

Volume 27, Issue 1

1 -- 24Cécile Hardouin, Noel Cressie. Two-scale spatial models for binary data
25 -- 44Thomas J. DiCiccio, Anna Clara Monti. Testing for sub-models of the skew t-distribution
45 -- 68Lucio Barabesi, Carolina Becatti, Marzia Marcheselli. The Tempered Discrete Linnik distribution
69 -- 89Marco Bee, Maria Michela Dickson, Flavio Santi. Likelihood-based risk estimation for variance-gamma models
91 -- 108Ali Aghamohammadi. Bayesian analysis of dynamic panel data by penalized quantile regression
109 -- 130Víctor M. Guerrero, Daniela Cortés-Toto, Hortensia J. Reyes. Effect of autocorrelation when estimating the trend of a time series via penalized least squares with controlled smoothness
131 -- 150Nikolaos Zirogiannis, Yorghos Tripodis. Dynamic factor analysis for short panels: estimating performance trajectories for water utilities
151 -- 173Giorgio E. Montanari, Silvia Pandolfi. Evaluation of long-term health care services through a latent Markov model with covariates