Volume 21, Issue 4, November 2012

ISSN: 1618-2510 (Print) 1613-981X (Online)

In this issue (7 articles)

  1. No Access

    OriginalPaper

    A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model

    Agustín Hernández-Bastida, M. Pilar Fernández-Sánchez Pages 391-409
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    OriginalPaper

    Robust parameter estimation for the Ornstein–Uhlenbeck process

    Sonja Rieder Pages 411-436
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    OriginalPaper

    An omnibus lack of fit test in logistic regression with sparse data

    Ying Liu, Paul I. Nelson, Shie-Shien Yang Pages 437-452
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    OriginalPaper

    Student-t censored regression model: properties and inference

    Reinaldo B. Arellano-Valle, Luis M. Castro… Pages 453-473
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    OriginalPaper

    An extension of the standardized randomized response technique to a multi-stage setup

    Andreas Quatember Pages 475-484
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    OriginalPaper

    Assessing the effect of the amount of financial aids to Piedmont firms using the generalized propensity score

    Michela Bia, Alessandra Mattei Pages 485-516
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    OriginalPaper

    Interval estimation for the Sharpe Ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations

    Lucio De Capitani Pages 517-537
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