Statistica Neerlandica

Early View Articles

ORIGINAL ARTICLES

Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms

  • Author: Yacouba Boubacar Maïnassara, Abdoulkarim Ilmi Amir
  • Pub Online: May 03, 2019
  • DOI: 10.1111/stan.12178 (p )

Special Issue Articles

Penalized h‐likelihood approach for variable selection in AFT random‐effect models

  • Author: Eunyoung Park, Sookhee Kwon, Jihoon Kwon, Richard Sylvester, Il Do Ha
  • Pub Online: May 13, 2019
  • DOI: 10.1111/stan.12179 (p )

ORIGINAL ARTICLES

Nonparametric estimation for a current status right‐censored data model

  • Author: Sergey V. Malov
  • Pub Online: Jun 11, 2019
  • DOI: 10.1111/stan.12180 (p )

Stochastic comparisons of multivariate reversed frailty model

  • Author: Shilpa Bansal, Nitin Gupta
  • Pub Online: Jul 17, 2019
  • DOI: 10.1111/stan.12185 (p )

Improved Neymanian analysis for 2K factorial designs with binary outcomes

  • Author: Jiannan Lu
  • Pub Online: Aug 13, 2019
  • DOI: 10.1111/stan.12186 (p )

Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties

  • Author: Christophe Abraham, Khader Khadraoui
  • Pub Online: Nov 21, 2014
  • DOI: 10.1111/stan.12054 (p )

A generalization of the Binomial distribution based on the dependence ratio

  • Author: Gianfranco Lovison
  • Pub Online: Dec 01, 2014
  • DOI: 10.1111/stan.12053 (p )

On the inefficiency of the restricted maximum likelihood

  • Author: Nicholas T. Longford
  • Pub Online: Jan 30, 2015
  • DOI: 10.1111/stan.12055 (p )

Maximum likelihood estimation of a binomial proportion using one‐sample misclassified binary data

  • Author: Dewi Rahardja, Ying Yang
  • Pub Online: Jan 26, 2015
  • DOI: 10.1111/stan.12058 (p )

SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection

  • Author: Muhammad Amin, Lixin Song, Milton Abdul Thorlie, Xiaoguang Wang
  • Pub Online: Jan 26, 2015
  • DOI: 10.1111/stan.12056 (p )

Fisher information under Gaussian quadrature models

  • Author: Antonio Hermes Marques da Silva Júnior*, Jochen Einbeck, Peter S. Craig
  • Pub Online: Sep 10, 2017
  • DOI: 10.1111/stan.12116 (p )

Semiparametric time series regression modeling with a diverging number of parameters

  • Author: Shengchao Zheng, Degao Li
  • Pub Online: Oct 20, 2017
  • DOI: 10.1111/stan.12121 (p )

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