Journal: Statistical Methods and Applications

Volume 28, Issue 3

385 -- 387Tommaso Proietti. Editorial
389 -- 435Domenico Piccolo, Rosaria Simone. The class of cub models: statistical foundations, inferential issues and empirical evidence
437 -- 439Francesco Bartolucci, Fulvia Pennoni. Comment on: The class of CUB models: statistical foundations, inferential issues and empirical evidence
441 -- 444Roberto Colombi, Sabrina Giordano, Anna Gottard. Discussion of "The class of CUB models: statistical foundations, inferential issues and empirical evidence"
445 -- 449Alan Agresti, Maria Kateri. The class of CUB models: statistical foundations, inferential issues and empirical evidence
451 -- 456Tommaso Proietti. Discussion of The class of CUB models: statistical foundations, inferential issues and empirical evidence - by D. Piccolo and R. Simone
457 -- 458Ron S. Kenett. A review of: The class of CUB models: statistical foundations, inferential issues and empirical evidence by Domenico Piccolo and Rosaria Simone
459 -- 463Leonardo Grilli, Carla Rampichini. Discussion of 'The class of CUB models: statistical foundations, inferential issues and empirical evidence' by Domenico Piccolo and Rosaria Simone
465 -- 470Marica Manisera, Paola Zuccolotto. Discussion of "The class of cub models: statistical foundations, inferential issues and empirical evidence" by Domenico Piccolo and Rosaria Simone
471 -- 475Gerhard Tutz. Comments on The class of cub models: statistical foundations, inferential issues and empirical evidence by D. Piccolo and R. Simone
477 -- 493Domenico Piccolo, Rosaria Simone. Rejoinder to the discussion of "The class of cub models: statistical foundations, inferential issues and empirical evidence"
495 -- 506Haruhiko Ogasawara. The multiple Cantelli inequalities
507 -- 539Rainer Hirk, Kurt Hornik, Laura Vana. Multivariate ordinal regression models: an analysis of corporate credit ratings
541 -- 569Guido Bulligan, Lorenzo Burlon, Davide Delle Monache, Andrea Silvestrini. Real and financial cycles: estimates using unobserved component models for the Italian economy

Volume 28, Issue 1

1 -- 25Roberto Benedetti, Maria Simona Andreano, F. Piersimoni. Sample selection when a multivariate set of size measures is available
27 -- 56Adelchi Azzalini, Hyoung-Moon Kim, Hea-Jung Kim. Sample selection models for discrete and other non-Gaussian response variables
57 -- 76Thomas Suesse, Ivy Liu. Mantel-Haenszel estimators of a common odds ratio for multiple response data
77 -- 99Patrick Marsh. Nonparametric series density estimation and testing
101 -- 0Patrick Marsh. Correction to: Nonparametric series density estimation and testing
103 -- 118Michela Battauz. On Wald tests for differential item functioning detection
119 -- 142Fabio Bellini, Ilia Negri, Mariya Pyatkova. Backtesting VaR and expectiles with realized scores
143 -- 155Lu Deng, Wendy Lou, Nicholas Mitsakakis. Modeling right-censored medical cost data in regression and the effects of covariates
157 -- 185Neska El Haouij, Jean-Michel Poggi, Raja Ghozi, Sylvie Sevestre-Ghalila, Mériem Jaïdane. Random forest-based approach for physiological functional variable selection for driver's stress level classification