REVSTAT, Volume 10 No. 1, March 2012

►BACKGROUND

Pages

• An overview and open research topics in statistics of univariate extremes                          
  Jan Beirlant, Frederico Caeiro and M. Ivette Gomes.

• A review of extreme value threshold estimation and uncertainty quantification                     
  Carl Scarrott and Anna MacDonald.

• Max-stable models for multivariate extremes  
  Johan Segers.

• Bivariate extreme statistics, II
  Miguel de Carvalho and Alexandra Ramos

• Modelling time series extremes
  V. Chavez-Demoulin and A.C. Davison

• A survey of spatial extremes: Measuring spatial dependence and modeling spatial effects
  Daniel Cooley, Jessi Cisewski, Robert J. Erhardt, Soyoung Jeon, Elizabeth Mannshardt, Bernard Oguna Omolo and Ying Sun

REVSTAT, Volume 9 No. 3, November 2011

►BACKGROUND

Pages

• The Garman-Klass volatility estimator revisited                          
  Isaac Meilijson.

• Rayleigh distribution revisited via extension of Jeffreys prior information and a new loss function                     
  Sanku Dey and Tanujit Dey.

• On the admissibility of estimators of two ordered Gamma scale parameters under entropy loss function  
  N. Nematollahi and Z. Meghnatisi.

• Bayesian estimation of the exponentiated Gamma parameter and reliability function under asymmetric loss function
  Sanjay Kumar Singh, Umesh Singh and Dinesh Kumar

• A measure of departure from average marginal homogeneity for square contingency tables with ordered categories                          
  Kouji Yamamoto, Shuji Ando and  Sadao Tomizawa.

• Statistics of extremes in athletics                     
  Lígia Henriques-Rodrigues, M. Ivette Gomes and  Dinis Pestana.

• A spatial unit level model for small area estimation  
  Pedro S. Coelho and  Luís N. Pereira.

• Generalized sum plots
  J. Beirlant, E. Boniphace and G. Dierckx

115-126

 

127-153

155-180

181-198

REVSTAT, Volume 9, No. 1, March 2011
Special issue on “Statistical Modelling: Challenges in Health" edited by Lisete Sousa, Valeska Andreozzi, Marília Antunes and Luzia Gonçalves

►BACKGROUND
►FOREWORD

Pages

• A comparative genomics approach to the identification of QTL candidate genes                          
  Howsun Jow, Richard J. Boys and  Darren J. Wilkinson.

• Optimal dynamic treatment methods                     
  Robin Henderson, Phil Ansell and  Deyadeen Alshibani.

• Missing data in regression models for non-commensurate multiple outcomes  
  Armando Teixeira-Pinto and  Sharon-Lise Normand.

• A review on joint modelling of longitudinal measurements and time-to-event
  Inês Sousa

• Inference for non-Markov multi-state models: an overview
  Luís Meira-Machado

• Mixtures of factor models for multivariate disease rates  
  T.C. Bailey and  P.J. Hewson.

1-17

 
19-36

37-55

57-82

89-98

REVSTAT, Volume 8, No. 2, November 2010

►BACKGROUND

Pages

• Autoregressive sequences via L‚vy processes                          
  Nadjib Bouzar.  

• Optimized clusters for disaggregated electricity load forecasting                     
  Michel Misiti, Yves Misiti, Georges Oppenheim and  Jean-Michel Poggi.

• Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters  
  �ric Marchand and  Amir T. Payandeh Najafabadi.

• Estimation of the parameter of a pARMAX model
  Marta Ferreira

81-103

 
105-124

125-138

REVSTAT, Volume 8, No. 1, June 2010

►BACKGROUND

Pages

• On estimation following subset selection from truncated Poisson distributions under Stein loss function        A. Shanubhogue and  Riyadh R. Al-Mosawi.

• A folding method for extreme quantiles estimation                     
  Armelle Guillou, Philippe Naveau and  Alexandre You.

• Optimal alarm systems for FIAPARCH processes  
  Conceição Costa, Manuel G. Scotto and  Isabel Pereira.

• An overview of linear structural models in errors in variables regression
  Jonathan Gillard

1-20

 
21-35

37-55

57-80
 

REVSTAT, Volume 7, No. 3, November 2009

►BACKGROUND

• Comparisons of the performances of estimators of a bounded normal mean under squared-error loss              Yiping Dou and  Constance van Eeden.

• Limit model for the reliability of a regular and homogeneous series-parallel system                     
  Paula Reis and  Luísa Canto e Castro.

• High quantile estimation and the PORT methodology  
  Lígia Henriques-Rodrigues and  M. Ivette Gomes.

• Toward the definition of a structural equation model of patent value: PLS path modelling with formative constructs
  Alba Martinez-Ruiz and Tomas Aluja-Banet.

203-226

 
227-243

245-264

265-290
 

REVSTAT, Volume 7, No. 2, June 2009

►BACKGROUND

• Forecasting Time Series with BOOT.EXPOS Procedure                                                   
  Clara Cordeiro and  M. Manuela Neves.

• Monitoring Industrial Processes with Robust Control Charts                     
  Fernanda Figueiredo and  M. Ivette Gomes.

• A Bayesian Shrinkage Approach in Weibull Type-II Censored Data Using Prior Point Information  
  Gyan Prakash and  D.C. Singh.

• A Saddlepoint Approximation to A Distribution-Free Test for Stochastic Ordering in the Competing Risks Model                     
  Hidetoshi Murakami

135-149

 
151-170

171-187

189-201
 

REVSTAT, Volume 7, No. 1, April 2009
Special issue on “Computational Statistics in Economics and Finance“  edited by Paulo Teles, Pedro Duarte Silva, Pilar Muñoz and Paula Brito

• A Method of Trend Extraction Using Singular Spectrum Analysis                                                   
  Theodore Alexandrov

• The SVM Approach for Box–Jenkins Models                     
  Saeid Amiri, Dietrich von Rosen and  Silvelyn Zwanzig.

• Prewhitening-Based Estimation in Partial Linear Regression Models: A Comparative Study  
  Germán Aneiros-Pérez and  Juan Manuel Vilar-Fernández.

• An Insurance Type Model for the Health Cost of Cold Housing: An Application of GAMLSS                      Robert Gilchrist, Alim Kamara and Janet Rudge.

• Detecting Social Interactions in Bivariate Probit Models with an Endogenous Dummy Variable:Some Simulation Results
  Johannes Jaenicke

• Filters for Short Nonstationary Sequences: The Analysis of the Business Cycle                                  
  D.S.G. Pollock

• Parameter Estimation for INAR Processes Based on High-Order Statistics                                                 Isabel Silva and M. Eduarda Silva.

• Forecasting in INAR(1) Model                                                                                                                  Nélia Silva, Isabel Pereira and M. Eduarda Silva.

1-22

 
23-36

37-54

55-66
 

67-85

 
87-104

 
105-117

 119-134

• Special characterizations of standard discrete models                                       
   Carlos Alberto de Bragança Pereira and Julio Michael Stern

• Post enumeration survey of the 2001 Portuguese population and housing censuses                                              Pedro Simões Coelho and Fernando Casimiro

• Estimation and forecasting in SUINAR(1) model                                                                           

  Nélia Silva, Isabel Pereira and M. Eduarda Silva

• Optimal and quasi-optimal designs                           

  João Paulo Martins, Sandra Mendonça and Dinis Duarte Pestana

199-230

 
231-252

253-277

279-308

• On a class of Z+- valued autoregressive moving average (arma) processes                                       
   Emad-Eldin A.A. Aly and Nadjib Bouzar

• Minimally biased nonparametric regression and autoregression                                                          
  Timothy L. McMurry and Dimitris N. Politis

• On the extremes of randomly sub-sampled time series                                                                           

  Andreia Hall and Manuel G. Scotto

• Interval estimators for a binomial proportion: comparison of twenty methods                           

  Ana M. Pires and Conceição Amado

101-121

 
123-150

151-164

165-197

Volume 6, No. 1, March 2008
Special issue on "Statistics of Extremes and Related Fields" edited by Jan Beirlant, Isabel Fraga Alves, Ross Leadbetter

• Minimum-variance reduced-bias tail index and high quantile estimation                                                   
  Frederico Caeiro and  M. Ivette Gomes.

• A geostatistical exploratory analysis of precipitation extremes in southern Portugal                     
  Ana Cristina Costa, Rita Durão, Amílcar Soares and  Maria João Pereira.

• Improving probability-weighted moment methods for the generalized extreme value distribution  
  Jean Diebolt, Armelle Guillou, Philippe Naveau and  Pierre Ribereau.

• Linking pareto-tail kernel goodness-of-fit statistics with tail index at optimal threshold and second order estimation                                                                                                                       
  Yuri Goegebeur, Jan Beirlant and Tertius de Wet.

• On extreme value analysis of a spatial process                                                                      
  Laurens de Haan and  Chen Zhou.

• Testing extreme value conditions — an overview and recent approaches                                  
  Cláudia Neves and  M. Isabel Fraga Alves.

1-20

 
21-32

33-50

51-69
 

71-81

 83-100

• Extremes for solutions to stochastic difference equations with regularly varying tails                  
  Manuel G. Scotto.

• Large deviations and Berry–Esseen in equalities for estimators in nonlinear nonhomogeneous diffusions
  Jaya P.N. Bishwal.

• Measure of departure from extended marginal homogeneity for square contingency tables with ordered categories                                                                                                            
  Kouji Yamamoto, Yukari Furuya and  Sadao Tomizawa.

• A note on second order conditions in extreme value theory: linking general and heavy tail conditions
  M. Isabel Fraga Alves, M. Ivette Gomes, Laurens de Haan and  Cláudia Neves.

►Obituary: Radu Theodorescu, 1933–2007

229-247

 
249-267


269-283

  
285-304

• On the excess distribution of sums of random variables in bivariate ev models        
  Michael Falk

• Decompositions of marginal homogeneity model using cumulative logistic models for multi-way contingency tables
  Kouji Tahata, Shingo Katakura and  Sadao Tomizawa

• Improving second order reduced bias extreme value index estimation
  M. Ivette Gomes, M. João Martins and  Manuela Neves

• Interfailure data with constant hazard function in the presence of change-points 
  Jorge Alberto Achcar, Selene Loibel and  Marinho G. Andrade

137-161

 
  163-176

   
 177-207

 
 209-226

• The breakdown point – examples and counterexamples                                                              
  P.L. Davies and U. Gather

• Some thoughts about the design of loss functions                                                                                              
  Christian Hennig and Mahmut Kutlukaya

• Estimating spectral density functions robustly                                                                                                      
  Bernhard Spangl and Rudolf Dutter

• Comparative performance of several robust linear discriminant analysis methods                        
  Valentin Todorov and Ana M. Pires

• De-biasing weighted mle via  indirect inference:  the case  of  generalized  linear  latent variable models                                                                                                                                     
  Maria-Pia Victoria-Feser

• Application of robust statistics to asset allocation models                                                      
  Roy E. Welsch and Xinfeng Zhou

• Penalized trimmed squares and a modification of support vectors for unmasking outliers in linear regression   G. Zioutas; A. Avramidis and L. Pitsoulis

1-17

 
19-39
 

41-61
 
63-83
 

85-96

 

97-114

115-136

• Limit Distribution for the Weighted Rank Correlation Coefficient, rw  
  Joaquim F. Pinto da Costa and  Luís A.C. Roque

• Combining Methods in Supervised Classification: A Comparative Study on Discrete and Continuous Problems                                                                                                                          
  Isabel Brito, Gilles Celeux and  Ana Sousa Ferreira

• Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation        
  Paulo Araújo Santos, Isabel Fraga Alves and  Maria Ivette Gomes

• Extremes of Periodic Integer-Valued Sequences with Exponential Type Tails                              
  Andreia Hall and  Manuel G. Scotto

189-200


 201-225
 

227-247

249-273

• Improvements in the estimation of a Heavy Tail                                                                      
  Orlando Aníbal Oliveira, M. Ivette Gomes and  M. Isabel Fraga Alves

• Performance of the EM algorithm on the identification of a mixture of Watson distributions defined on the hyper-sphere                                                                                                                 
  Adelaide Figueiredo and  Paulo Gomes

• A lognormal model for insurance claims data                                                                                                   
  Daiane Aparecida Zuanetti, Carlos A. R. Diniz and  José Galvão Leite

• A  new dependence condition for time  series  and  the  extremal index of  higher-order  Markov chains        Helena Ferreira

• Decompositions of symmetry model into marginal homogeneity and distance subsymmetry in square contingency tables with ordered categories                                                                                                      
  Sadao Tomizawa, Nobuko Miyamoto and  Masami Ouchi

• Comparison of Weibull tail-coefficient estimators                                                                                          
  Laurent Gardes and  Stéphane Girard

  81-109
 

111-130
 

131-142

143-151

153-161

163-188

• Quality control and low-level statistical analysis of illumina Beadarrays                                          
  Mark J. Dunning, Natalie P. Thorne, Isabelle Camilier, Michael L. Smith and Simon Tavaré

• Networkmotifs:mean and variance for the count                                                                       
  C. Matias, S. Schbath, E. Birmelé, J.-J. Daudin and S. Robin

• Inferring gene dependency networks from genomic longitudinal data: a functional data approach  
  Rainer Opgen-Rhein and Korbinian Strimmer

• Statistical evaluation of methods for the analysis of dynamic protein expression data from a tumor study                                                                                                                                       
  Klaus Jung, Ali Gannoun, Barbara Sitek, Ognjan Apostolov, Alexander Schramm, Helmut E. Meyer, Kai Stühler and Wolfgang Urfer

 1-30
 

 31-51

53-65

  67-80

• Analysis of dynamic protein expression data                 
  Klaus Jung, Ali Gannoun and Wolfgang Urfer

• Direct reduction of bias of the classical hill estimator        
  Frederico Caeiro, M. Yvette Gomes and Dinis Pestana

• Mixed effects in stochastic differential equation models    
  Susanne Ditlevsen and Andrea De Gaetano

• A non-parametric test for non-independent noises against a bilinear dependence        
  E. Gonçalves, P. Jacob and N. Mendes-Lopes

 99-111
 

 113-136

 137-153

155-170

• Robustness of two-phase regression tests                                                                                        
  Carlos Diniz and  Luís Brochi

• Asymptotic behaviour of regular estimators                                                                                      
  Jean Diebolt and  Armelle Guillou

• Exact formulas for the moments of the first passage time of reward processes                                 
  Parham and  Soltani’s

• Prediction of treatments effects in a biased allocation model                                                          
  Magalhães, Dunsmore and  Robson

• A likelihood approach to diagnostic tests in clinical medicine                                                         
  C Pereira

 1-18
 

18-44

45-60

  61-75

 
77-98

• Local fitting with a power basis     
  Jochen Einbeck                                    

• Central partition for a partition-distance and strong pattern graph                
  Joaquim F. Pinto da Costa and  P. R. Rao

• Extensions of Katz-Panjer families of discrete distributions            
  Dinis D. Pestana and  Sílvio F. Velosa                                        

• Extremal behaviour in models of superposition of random variables        
  Luísa Pereira

101-126
 

127-143

145-162

 163-178
 

• Exponentiality versus generalized Pareto - A resistant and robust test               
  M. Fátima Brilhante                                          

• Simultaneous tail index estimation                              
  Jan Beirlant and Yuri Goegebeur

• Changes of structure in financial time series and the Garch model        
  Thomas Mikosch and Cătălin Stărică

• Estimation Pareto tail index based on sample means                
  A Fialová, J. Jurecková and J. Picek

   1-13
 

 15-39

  41-73

75-100

• A random-effects log-linear model with poisson distribution
  M. Alexandra Seco and A. St. Aubyn                                          

• The extremal index of sub-sampled periodic sequences with strong local dependence                     
  M. Alexandra Seco and A. St. Aubyn                                          

• Lifetime models with nonconstant parameters                                                                                                    
  J. Mazucheli, F. Louzada-Neto and J. Alberto Achar

• On the connection between the distribution of eigenvalues in multiple correspondence analysis and log-linear models                                                                                                                                                             
  S. Ben Ammou and G. Saporta

1-14

 
15-24

25-39

41-79