Forum on Benford’s law and statistical methods for the detection of frauds Lucio BarabesiAndrea CerioliDomenico Perrotta Editorial Open access 03 September 2021 Pages: 767 - 778
The mathematics of Benford’s law: a primer Arno BergerTheodore P. Hill Original Paper 30 June 2020 Pages: 779 - 795
Recurrence relations and Benford’s law Madeleine FarrisNoah LuntzlaraMengxi Wang Original Paper 29 October 2020 Pages: 797 - 817
A multivariate test for detecting fraud based on Benford’s law, with application to music streaming data Nermina MumicPeter Filzmoser Original Paper Open access 27 July 2021 Pages: 819 - 840
robROSE: A robust approach for dealing with imbalanced data in fraud detection Bart BaesensSebastiaan HöppnerTim Verdonck Original Paper 07 June 2021 Pages: 841 - 861
Semiautomatic robust regression clustering of international trade data Francesca TortiMarco RianiGianluca Morelli Original Article Open access 11 June 2021 Pages: 863 - 894
Confronting collinearity in environmental regression models: evidence from world data Claudia García-GarcíaCatalina B. García-GarcíaRomán Salmerón Original Paper 13 April 2021 Pages: 895 - 926
A measure of interrater absolute agreement for ordinal categorical data Giuseppe BovePier Luigi ContiDaniela Marella Original Paper 24 November 2020 Pages: 927 - 945
Including covariates in a space-time point process with application to seismicity Giada AdelfioMarcello Chiodi Original Paper Open access 18 July 2020 Pages: 947 - 971
Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators Ayanendranath BasuAbhik GhoshLeandro Pardo Original Paper 05 August 2020 Pages: 973 - 1005
An empirical comparison of two approaches for CDPCA in high-dimensional data Adelaide FreitasEloísa MacedoMaurizio Vichi Original Paper 18 August 2020 Pages: 1007 - 1031
A unified approach to permutation testing for equivalence Rosa ArborettiFortunato PesarinLuigi Salmaso Review Paper Open access 10 November 2020 Pages: 1033 - 1052
Bayesian inference of multiple structural change models with asymmetric GARCH errors Cathy W. S. ChenBonny Lee Original Paper 26 November 2020 Pages: 1053 - 1078
Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution Marco BottoneLea PetrellaMauro Bernardi Original Paper 18 November 2020 Pages: 1079 - 1107
