REVSTAT, Volume 11, No. 1, March 2013
Special issue on "Business and Industrial Statistics" edited by Filipe Marques, Marco Reis e Carlos Coelho.

►BACKGROUND

Pages

• Nonparametric estimation of the tail-dependence coefficient                          
  Marta Ferreira.

• Noncentral generalized multivariate beta type II distribution                     
  K. Adamski, S.W. Human, A. Bekker and J.J.J. Roux.

• Use of survival models in a refinery  
  Sílvia Madeira, Paulo Infante and Filipe Didelet.

• Robust methods in acceptance sampling
  Elisabete Carolino and Isabel Barão.

• The skew-normal distribution in SPC
  Fernanda Figueiredo and M. Ivette Gomes.

• Improving SSA predictions by inverse distance weighting
  Richard O. Awichi and Werner G. Müller.

REVSTAT, Volume 10, No. 3, November 2012

Pages

• Small area estimation using a spatio-temporal linear mixed model                          
  Luis N. Pereira and Pedro S. Coelho.

• Inferences for the change-point of the exponentiated Weibull hazard function                     
  Josmar Mazucheli, Emílio Augusto Coelho-Barros and Jorge Alberto Achcar.

• Regular A-optimal spring balance weighing designs  
  Malgorzata Graczyk.

• Estimating of the proportional hazard premium for heavy-tailed claim amounts with the POT method
  Rassoul Abdelaziz.

REVSTAT, Volume 10, No. 2, June 2012

►BACKGROUND

Pages

• Monte Carlo test for polynomial covariates                          
  Abdeljelil Farhat and Sami Mestiri.

• On an extreme value version of the Birnbaum-Saunders distribution                     
  Marta Ferreira, M. Ivette Gomes and Víctor Leiva.

• Comparison of confidence intervals for the Poisson mean: Some new aspects  
  V.V. Patil and H.V. Kulkarni.

• Nonparametric estimates of low bias
  Christopher S. Withers and Saralees Nadarajah.

REVSTAT, Volume 10, No. 1, March 2012
Special issue on "Statistical Modelling: Challenges in Health" edited by Lisete Sousa, Valeska Andreozzi, Marília Antunes and Luzia Gonçalves

►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

REVSTAT, 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