The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.
《统计论文》杂志面向所有在自己的工作领域中必须处理统计方法的个人和组织。它试图提供一个论坛，介绍和批判性评估统计方法，特别是讨论其方法基础及其潜在应用。具有广泛应用的方法将是优选的。然而，特别注意与经济和社会科学有关的统计方法。除了原始的研究论文，读者还会发现调查文章，简短的笔记，关于统计软件的报告，问题部分，和书评。
Testing for zero inflation and overdispersion in INAR(1) models
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0851-Y
A note on quantile feature screening via distance correlation
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0894-8
Logistic Liu Estimator under stochastic linear restrictions
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0856-6
Optimal subsampling for softmax regression
来源期刊：Statistical PapersDOI：10.1007/S00362-018-01068-6
A simple non-parametric test for decreasing mean time to failure
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0827-Y
Least squares estimator for Ornstein–Uhlenbeck processes driven by fractional Lévy processes from discrete observations
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0918-4
New recommended designs for screening either qualitative or quantitative factors
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01089-9
Parameter estimation for the Pareto distribution based on ranked set sampling
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01102-1
Estimation methods for the LRD parameter under a change in the mean
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0839-7
A two-sample test for the error distribution in nonparametric regression based on the characteristic function
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0878-8
Stochastic properties of a weighted frailty model
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0826-Z
Estimating change points in nonparametric time series regression models
来源期刊：Statistical PapersDOI：10.1007/s00362-020-01162-8
An adaptive estimation for covariate-adjusted nonparametric regression model
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01084-0
Asymptotic properties of maximum likelihood estimators with sample size recalculation
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01095-X
Classification rules based on distribution functions of functional depth
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0841-0
Order patterns, their variation and change points in financial time series and Brownian motion
来源期刊：Statistical PapersDOI：10.1007/s00362-020-01171-7
Performance of the restricted almost unbiased type principal components estimators in linear regression model
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0821-4
Stochastic and ageing properties of coherent systems with dependent identically distributed components
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0850-Z
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0846-8
Poisson–Poisson item count techniques for surveys with sensitive discrete quantitative data
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0895-7
Small area estimation under transformed nested-error regression models
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0879-7
Optimal design of inspection times for interval censoring
来源期刊：Statistical PapersDOI：10.1007/S00362-018-01067-7
A-optimal and D-optimal censoring plans in progressively Type-II right censored order statistics
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0877-9
Estimation based on progressively type-I hybrid censored data from the Burr XII distribution
来源期刊：Statistical PapersDOI：10.1007/s00362-016-0849-5
Optimality of block designs under the model with the first-order circular autoregression
来源期刊：Statistical PapersDOI：10.1007/S00362-018-01077-5
Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01107-W
On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01099-7
Chi-square processes for gene mapping in a population with family structure
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0835-Y
Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01090-2
Pseudo-maximum likelihood estimators in linear regression models with fractional time series
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01091-1
Dimension reduction for functional regression with a binary response
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01083-1
On the unimodality of the likelihood ratio with applications
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0834-Z
Locally D-optimal designs for a wider class of non-linear models on the k-dimensional ball
来源期刊：Statistical PapersDOI：10.1007/s00362-018-01078-4
Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
来源期刊：Statistical PapersDOI：10.1007/s00362-019-01122-x
The optimal stopping problem revisited
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01088-W
Application of the full Bayesian significance test to model selection under informative sampling
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0828-X
Minimum distance estimation of the binormal ROC curve
来源期刊：Statistical PapersDOI：10.1007/S00362-017-0915-7
Correction to: A seasonal geometric INAR process based on negative binomial thinning operator
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01097-9
Nonparametric tests for ordered quantiles
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0859-3
Test on the linear combinations of covariance matrices in high-dimensional data
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01110-1
Properties of optimal regression designs under the second-order least squares estimator
来源期刊：Statistical PapersDOI：10.1007/S00362-018-01076-6
Testing for parametric component of partially linear models with missing covariates
来源期刊：Statistical PapersDOI：10.1007/S00362-016-0848-6
Estimation issues in the Exponential–Logarithmic model under hybrid censoring
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01100-3
Least squares estimator of fractional Ornstein–Uhlenbeck processes with periodic mean for general Hurst parameter
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01113-Y
On semiparametric transformation model with LTRC data: pesudo likelihood approach
来源期刊：Statistical PapersDOI：10.1007/S00362-018-01080-W
Estimating multiple breaks in mean sequentially with fractionally integrated errors
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01104-Z
Sharp large deviations for a class of normalized L-statistics and applications
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01109-8
Optimal robust estimators for families of distributions on the integers
来源期刊：Statistical PapersDOI：10.1007/s00362-020-01187-z
Sure independence screening in the presence of missing data
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01115-W
Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data
来源期刊：Statistical PapersDOI：10.1007/S00362-019-01094-Y
