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Elsevier

Computational Statistics & Data Analysis

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Series handle: RePEc:eee:csdana
ISSN: 0167-9473

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Content

2015, Volume 91, Issue C

64-77 The hybrid method of FSIR and FSAVE for functional effective dimension reduction
by Wang, Guochang & Zhou, Yan & Feng, Xiang-Nan & Zhang, Baoxue
78-91 Efficient maximum approximated likelihood inference for Tukey’s g-and-h distribution
by Xu, Ganggang & Genton, Marc G.
92-101 Jackknife empirical likelihood inference for the mean absolute deviation
by Zhao, Yichuan & Meng, Xueping & Yang, Hanfang

2015, Volume 90, Issue C

1-14 Data augmentation and parameter expansion for independent or spatially correlated ordinal data
by Schliep, Erin M. & Hoeting, Jennifer A.
15-35 Grouped variable importance with random forests and application to multiple functional data analysis
by Gregorutti, Baptiste & Michel, Bertrand & Saint-Pierre, Philippe
36-46 Finding Dantzig selectors with a proximity operator based fixed-point algorithm
by Prater, Ashley & Shen, Lixin & Suter, Bruce W.
47-60 Robust and efficient estimation of effective dose
by Karunamuni, Rohana J. & Tang, Qingguo & Zhao, Bangxin
61-73 Location and scale mixtures of Gaussians with flexible tail behaviour: Properties, inference and application to multivariate clustering
by Wraith, Darren & Forbes, Florence
74-83 Sparse HDLSS discrimination with constrained data piling
by Ahn, Jeongyoun & Jeon, Yongho
84-99 Improved methods for the imputation of missing data by nearest neighbor methods
by Tutz, Gerhard & Ramzan, Shahla
100-113 Tests of exponentiality based on Arnold–Villasenor characterization and their efficiencies
by Jovanović, Milan & Milošević, Bojana & Nikitin, Ya. Yu. & Obradović, Marko & Volkova, K. Yu.
114-131 Kernel Generalized Canonical Correlation Analysis
by Tenenhaus, Arthur & Philippe, Cathy & Frouin, Vincent

2015, Volume 89, Issue C

1-11 Modeling sleep fragmentation in sleep hypnograms: An instance of fast, scalable discrete-state, discrete-time analyses
by Swihart, Bruce J. & Punjabi, Naresh M. & Crainiceanu, Ciprian M.
12-24 Variational algorithms for biclustering models
by Vu, Duy & Aitkin, Murray
25-38 An adaptive test for the mean vector in large-p-small-n problems
by Shen, Yanfeng & Lin, Zhengyan
39-50 A semiparametric additive rates model for multivariate recurrent events with missing event categories
by Ye, Peng & Zhao, Xingqiu & Sun, Liuquan & Xu, Wei
51-71 Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
by Wang, Qing & Lindsay, Bruce G.
72-84 Non-parametric entropy estimators based on simple linear regression
by Hino, Hideitsu & Koshijima, Kensuke & Murata, Noboru
85-96 Estimation for mixed exponential distributions under type-II progressively hybrid censored samples
by Tian, Yuzhu & Zhu, Qianqian & Tian, Maozai
97-114 Generalized endpoint-inflated binomial model
by Tian, Guo-Liang & Ma, Huijuan & Zhou, Yong & Deng, Dianliang
115-125 Behavior of EWMA type control charts for small smoothing parameters
by Lazariv, Taras & Okhrin, Yarema & Schmid, Wolfgang
126-133 Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models
by Yue, Chen & Chen, Shaojie & Sair, Haris I. & Airan, Raag & Caffo, Brian S.
134-146 An adaptive minimum spanning tree test for detecting irregularly-shaped spatial clusters
by Zhou, Ruoyu & Shu, Lianjie & Su, Yan
147-157 A random-effect model approach for group variable selection
by Lee, Sangin & Pawitan, Yudi & Lee, Youngjo
158-171 Likelihood inference for small area estimation using data cloning
by Torabi, Mahmoud & Lele, Subhash R. & Prasad, Narasimha G.N.
172-191 Fast goodness-of-fit tests based on the characteristic function
by Jiménez-Gamero, M. Dolores & Kim, Hyoung-Moon
192-203 Sparse principal component regression with adaptive loading
by Kawano, Shuichi & Fujisawa, Hironori & Takada, Toyoyuki & Shiroishi, Toshihiko
204-221 Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
by Zhao, Yan-Yong & Lin, Jin-Guan & Xu, Pei-Rong & Ye, Xu-Guo
222-244 Bayesian nonparametric estimation of test equating functions with covariates
by González, Jorge & Barrientos, Andrés F. & Quintana, Fernando A.

2015, Volume 88, Issue C

1-14 Local linear estimation of residual entropy function of conditional distributions
by Rajesh, G. & Abdul-Sathar, E.I. & Maya, R.
15-27 Two simple algorithms on linear combination of multiple biomarkers to maximize partial area under the ROC curve
by Yu, Wenbao & Park, Taesung
28-39 Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses
by Stöber, Jakob & Hong, Hyokyoung Grace & Czado, Claudia & Ghosh, Pulak
40-52 Modelling discrete longitudinal data using acyclic probabilistic finite automata
by Ankinakatte, Smitha & Edwards, David
53-74 Unbiased regression trees for longitudinal and clustered data
by Fu, Wei & Simonoff, Jeffrey S.
75-99 SIMD parallel MCMC sampling with applications for big-data Bayesian analytics
by Mahani, Alireza S. & Sharabiani, Mansour T.A.
100-110 Nested nonnegative cone analysis
by Zhang, Lingsong & Lu, Shu & Marron, J.S.
111-118 Best linear near unbiased estimation for nonlinear signal models via semi-infinite programming approach
by Ling, Bingo Wing-Kuen & Ho, Charlotte Yuk-Fan & Siu, Wan-Chi & Dai, Qingyun
119-127 Generalized orthogonal components regression for high dimensional generalized linear models
by Lin, Yanzhu & Zhang, Min & Zhang, Dabao
128-138 A lack-of-fit test for quantile regression models with high-dimensional covariates
by Conde-Amboage, Mercedes & Sánchez-Sellero, César & González-Manteiga, Wenceslao
139-153 Mixture model selection via hierarchical BIC
by Zhao, Jianhua & Jin, Libin & Shi, Lei
154-172 Quantile regression methods with varying-coefficient models for censored data
by Xie, Shangyu & Wan, Alan T.K. & Zhou, Yong
173-186 Multilevel cumulative logistic regression model with random effects: Application to British social attitudes panel survey data
by Chan, Moon-tong & Yu, Dalei & Yau, Kelvin K.W.
187-207 On second order efficient robust inference
by Paul, Subhadeep & Basu, Ayanendranath

2015, Volume 87, Issue C

1-17 Kappa statistic for clustered physician–patients polytomous data
by Yang, Zhao & Zhou, Ming
18-33 A case-deletion diagnostic for penalized calibration estimators and BLUP under linear mixed models in survey sampling
by Barranco-Chamorro, I. & Jiménez-Gamero, M.D. & Mayor-Gallego, J.A. & Moreno-Rebollo, J.L.
34-45 Regression analysis of multivariate current status data with auxiliary covariates under the additive hazards model
by Chen, Yurong & Feng, Yanqin & Sun, Jianguo
46-56 A new estimating equation approach for marginal hazard ratio estimation
by Niu, Yi & Peng, Yingwei
57-72 Faithfulness and learning hypergraphs from discrete distributions
by Klimova, Anna & Uhler, Caroline & Rudas, Tamás
73-83 A Bayesian hierarchical model for estimating and partitioning Bernstein polynomial density functions
by Gard, Charlotte C. & Brown, Elizabeth R.
84-101 Model based clustering of high-dimensional binary data
by Tang, Yang & Browne, Ryan P. & McNicholas, Paul D.
102-115 Archetypoids: A new approach to define representative archetypal data
by Vinué, Guillermo & Epifanio, Irene & Alemany, Sandra
116-135 Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias
by Yu, Dalei & Bai, Peng & Ding, Chang

2015, Volume 86, Issue C

1-12 Entropy test and residual empirical process for autoregressive conditional duration models
by Lee, Sangyeol & Oh, Haejune
13-26 The dual and degrees of freedom of linearly constrained generalized lasso
by Hu, Qinqin & Zeng, Peng & Lin, Lu
27-41 An external field prior for the hidden Potts model with application to cone-beam computed tomography
by Moores, Matthew T. & Hargrave, Catriona E. & Deegan, Timothy & Poulsen, Michael & Harden, Fiona & Mengersen, Kerrie
42-51 Multiple comparisons for survival data with propensity score adjustment
by Zhu, Hong & Lu, Bo
52-64 Anatomical curve identification
by Bowman, Adrian W. & Katina, Stanislav & Smith, Joanna & Brown, Denise
65-80 Tree-based varying coefficient regression for longitudinal ordinal responses
by Bürgin, Reto & Ritschard, Gilbert
81-96 Bayesian estimation of a discrete response model with double rules of sample selection
by Zhang, Rong & Inder, Brett A. & Zhang, Xibin
97-110 Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension
by Chkrebtii, Oksana A. & Cameron, Erin K. & Campbell, David A. & Bayne, Erin M.

2015, Volume 85, Issue C

1-22 Robust nonnegative garrote variable selection in linear regression
by Gijbels, I. & Vrinssen, I.
23-36 The cluster graphical lasso for improved estimation of Gaussian graphical models
by Tan, Kean Ming & Witten, Daniela & Shojaie, Ali
37-53 A fast EM algorithm for fitting joint models of a binary response and multiple longitudinal covariates subject to detection limits
by Bernhardt, Paul W. & Zhang, Daowen & Wang, Huixia Judy
54-66 GEE type inference for clustered zero-inflated negative binomial regression with application to dental caries
by Kong, Maiying & Xu, Sheng & Levy, Steven M. & Datta, Somnath
67-83 Sample size methods for constructing confidence intervals for the intra-class correlation coefficient
by Dobbin, Kevin K. & Ionan, Alexei C.
84-99 Bayesian threshold selection for extremal models using measures of surprise
by Lee, J. & Fan, Y. & Sisson, S.A.

2015, Volume 84, Issue C

1-13 Nonparametric estimation of pair-copula constructions with the empirical pair-copula
by Hobæk Haff, Ingrid & Segers, Johan
14-26 Approximate maximum likelihood estimation of the autologistic model
by Bee, Marco & Espa, Giuseppe & Giuliani, Diego
27-40 An exact polynomial time algorithm for computing the least trimmed squares estimate
by Klouda, Karel
41-53 A Gaussian pseudolikelihood approach for quantile regression with repeated measurements
by Fu, Liya & Wang, You-Gan & Zhu, Min
54-67 A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
by Sun, Libo & Lee, Chihoon & Hoeting, Jennifer A.
68-84 Iterated Bernstein operators for distribution function and density estimation: Balancing between the number of iterations and the polynomial degree
by Manté, Claude
85-98 A pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical tests
by Liu, Wei & Zhang, Bo & Zhang, Zhiwei & Chen, Baojiang & Zhou, Xiao-Hua
99-115 A semiparametric Bayesian approach for joint-quantile regression with clustered data
by Jang, Woosung & Wang, Huixia Judy
116-134 Confidence interval construction for the Youden index based on partially validated series
by Poon, Wai-Yin & Qiu, Shi-Fang & Tang, Man-Lai
135-151 A new MM algorithm for constrained estimation in the proportional hazards model
by Ding, Jieli & Tian, Guo-Liang & Yuen, Kam Chuen

2015, Volume 83, Issue C

1-13 Accurate ensemble pruning with PL-bagging
by Chung, Dongjun & Kim, Hyunjoong
14-25 Stationary bootstrapping for semiparametric panel unit root tests
by Hwang, Eunju & Shin, Dong Wan
26-36 Inference on the Weibull distribution based on record values
by Wang, Bing Xing & Ye, Zhi-Sheng
37-51 Prediction intervals for integrals of Gaussian random fields
by De Oliveira, Victor & Kone, Bazoumana
52-64 Checking the adequacy for a distortion errors-in-variables parametric regression model
by Zhang, Jun & Li, Gaorong & Feng, Zhenghui
65-81 Modeling and forecasting duration-dependent mortality rates
by Christiansen, Marcus C. & Niemeyer, Andreas & Teigiszerová, Lucia
82-90 Performance measures of the bivariate random effects model for meta-analyses of diagnostic accuracy
by Diaz, Mireya
91-100 Computation of optimum reliability acceptance sampling plans in presence of hybrid censoring
by Bhattacharya, Ritwik & Pradhan, Biswabrata & Dewanji, Anup
101-115 Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
by Mbalawata, Isambi S. & Särkkä, Simo & Vihola, Matti & Haario, Heikki
116-128 Likelihood inference for generalized Pareto distribution
by Castillo, Joan del & Serra, Isabel
129-139 Multi-way PLS regression: Monotony convergence of tri-linear PLS2 and optimality of parameters
by Hanafi, Mohamed & Ouertani, Samia Samar & Boccard, Julien & Mazerolles, Gérard & Rudaz, Serge
140-150 Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm
by Wang, Naichen & Wang, Lianming & McMahan, Christopher S.
151-167 A class of transformed hazards models for recurrent gap times
by Kang, Fangyuan & Sun, Liuquan & Zhao, Xingqiu
168-181 A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
by White, Staci A. & Herbei, Radu
182-199 Systematic physics constrained parameter estimation of stochastic differential equations
by Peavoy, Daniel & Franzke, Christian L.E. & Roberts, Gareth O.
200-222 Type I multivariate zero-inflated Poisson distribution with applications
by Liu, Yin & Tian, Guo-Liang
223-235 Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values
by Wang, Wan-Lun
236-250 Domain selection for the varying coefficient model via local polynomial regression
by Kong, Dehan & Bondell, Howard D. & Wu, Yichao
251-261 Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
by Touloumis, Anestis
262-274 High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
by Maronna, Ricardo A. & Yohai, Victor J.
275-286 Testing predictor significance with ultra high dimensional multivariate responses
by Ma, Yingying & Lan, Wei & Wang, Hansheng
287-301 Three-step estimation of latent Markov models with covariates
by Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia

2015, Volume 82, Issue C

1-18 Weighted kappa statistic for clustered matched-pair ordinal data
by Yang, Zhao & Zhou, Ming
19-34 Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall–Olkin bivariate Weibull distribution
by Feizjavadian, S.H. & Hashemi, R.
35-46 Using retrospective sampling to estimate models of relationship status in large longitudinal social networks
by O’Malley, A. James & Paul, Sudeshna
47-58 Comparison of concordance correlation coefficient via variance components, generalized estimating equations and weighted approaches with model selection
by Tsai, Miao-Yu
59-73 Double Generalized Threshold Models with constraint on the dispersion by the mean
by Wu, K.Y.K. & Li, W.K.
74-88 An efficient and robust variable selection method for longitudinal generalized linear models
by Lv, Jing & Yang, Hu & Guo, Chaohui
89-109 Ridge-based method for finding curvilinear structures from noisy data
by Pulkkinen, Seppo
110-125 Stein’s method in high dimensional classification and applications
by Park, Junyong & Park, DoHwan
126-136 Cook’s distance for generalized linear mixed models
by Pinho, Luis Gustavo B. & Nobre, Juvêncio S. & Singer, Julio M.
137-151 Robust heart rate variability analysis by generalized entropy minimization
by La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide
152-163 Ordinal Logic Regression: A classifier for discovering combinations of binary markers for ordinal outcomes
by Wolf, Bethany J. & Slate, Elizabeth H. & Hill, Elizabeth G.
164-172 A new adaptive procedure for multiple window scan statistics
by Wu, Tung-Lung & Glaz, Joseph
173-185 A hot deck imputation procedure for multiply imputing nonignorable missing data: The proxy pattern-mixture hot deck
by Sullivan, Danielle & Andridge, Rebecca
186-198 Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
by Chen, Xiwei & Vexler, Albert & Markatou, Marianthi
199-206 Kernel multilogit algorithm for multiclass classification
by Dalmau, Oscar & Alarcón, Teresa E. & González, Graciela
207-222 Variable selection in general multinomial logit models
by Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz
223-237 A new partially reduced-bias mean-of-order p class of extreme value index estimators
by Gomes, M. Ivette & Brilhante, M. Fátima & Caeiro, Frederico & Pestana, Dinis

2014, Volume 80, Issue C

1-16 The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models
by Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli
17-25 A Bayesian approach to estimating animal density from binary acoustic transects
by Horrocks, Julie & Rueffer, Matthew
26-43 The complexity of computation and approximation of the t-ratio over one-dimensional interval data
by Černý, Michal & Hladík, Milan
44-56 Minimum density power divergence estimator for Poisson autoregressive models
by Kang, Jiwon & Lee, Sangyeol
57-69 Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature
by Nguyen, Thu Thuy & Mentré, France
70-77 Intra-cluster correlation structure in longitudinal data analysis: Selection criteria and misspecification tests
by Xu, Jianwen & Wang, You-Gan
78-88 Markov transition model to dementia with death as a competing event
by Wei, Shaoceng & Xu, Liou & Kryscio, Richard J.
89-98 Notes on testing equality in binary data under a three period crossover design
by Lui, Kung-Jong & Cumberland, William G. & Chang, Kuang-Chao
99-110 RMCMC: A system for updating Bayesian models
by Lau, F. Din-Houn & Gandy, Axel
111-116 Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
by Lee, Keunbaik & Yoo, Jae Keun
117-128 Stable estimation of a covariance matrix guided by nuclear norm penalties
by Chi, Eric C. & Lange, Kenneth
129-139 Variable selection by Random Forests using data with missing values
by Hapfelmeier, A. & Ulm, K.
140-152 Robust estimation for survival partially linear single-index models
by Wang, Xiaoguang & Shi, Xinyong
153-166 Bounding rare event probabilities in computer experiments
by Auffray, Yves & Barbillon, Pierre & Marin, Jean-Michel
167-183 A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
by Kobayashi, Genya
184-196 Stable computational methods for additive binomial models with application to adjusted risk differences
by Donoghoe, Mark W. & Marschner, Ian C.
197-208 Partially linear structure identification in generalized additive models with NP-dimensionality
by Lian, Heng & Du, Pang & Li, YuanZhang & Liang, Hua
209-222 Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
by Rohart, Florian & San Cristobal, Magali & Laurent, Béatrice
223-239 Variational inferences for partially linear additive models with variable selection
by Zhao, Kaifeng & Lian, Heng
240-250 Efficient MCMC for temporal epidemics via parameter reduction
by Xiang, Fei & Neal, Peter

2014, Volume 78, Issue C

1-20 Center-within-trial versus trial-level evaluation of surrogate endpoints
by Renfro, Lindsay A. & Shi, Qian & Xue, Yuan & Li, Junlong & Shang, Hongwei & Sargent, Daniel J.
21-32 Statistical inference for the geometric distribution based on δ-records
by Gouet, Raúl & López, F. Javier & Maldonado, Lina P. & Sanz, Gerardo
33-42 M-regression, false discovery rates and outlier detection with application to genetic association studies
by Lourenço, V.M. & Pires, A.M.
43-55 Testing proportionality of two large-dimensional covariance matrices
by Xu, Lin & Liu, Baisen & Zheng, Shurong & Bao, Shaokun
56-68 Bayesian nonparametric classification for spectroscopy data
by Gutiérrez, Luis & Gutiérrez-Peña, Eduardo & Mena, Ramsés H.
69-81 Three-group ROC analysis: A nonparametric predictive approach
by Coolen-Maturi, Tahani & Elkhafifi, Faiza F. & Coolen, Frank P.A.
82-99 Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
by Trevezas, S. & Malefaki, S. & Cournède, P.-H.
100-118 Modeling rating data with Nonlinear CUB models
by Manisera, Marica & Zuccolotto, Paola
119-134 Efficient classification for longitudinal data
by Wang, Xianlong & Qu, Annie
135-140 Model based on skew normal distribution for square contingency tables with ordinal categories
by Yamamoto, Kouji & Murakami, Hidetoshi
141-152 A modified conditional Metropolis–Hastings sampler
by Johnson, Alicia A. & Flegal, James M.
153-158 Fast highly efficient and robust one-step M-estimators of scale based on Qn
by Smirnov, Pavel O. & Shevlyakov, Georgy L.
159-175 Small area prediction for a unit-level lognormal model
by Berg, Emily & Chandra, Hukum
176-185 Variable and boundary selection for functional data via multiclass logistic regression modeling
by Matsui, Hidetoshi
186-205 Transformation-based estimation
by Feng, Zhenghui & Wang, Tao & Zhu, Lixing
206-217 Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
by Wang, Kaibo & Yeh, Arthur B. & Li, Bo
218-234 A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
by Zhang, Xibin & King, Maxwell L. & Shang, Han Lin
235-242 On infimum Dickey–Fuller unit root tests allowing for a trend break under the null
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert

2014, Volume 77, Issue C

1-13 Joint inference about sensitivity and specificity at the optimal cut-off point associated with Youden index
by Yin, Jingjing & Tian, Lili
14-24 Exact sequential test of equivalence hypothesis based on bivariate non-central t-statistics
by Liu, Fang & Li, Qing
25-37 Fast approximate L∞ minimization: Speeding up robust regression
by Shen, Fumin & Shen, Chunhua & Hill, Rhys & van den Hengel, Anton & Tang, Zhenmin
38-53 A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
by Brusco, Michael J.
54-69 On the use of marginal posteriors in marginal likelihood estimation via importance sampling
by Perrakis, Konstantinos & Ntzoufras, Ioannis & Tsionas, Efthymios G.
70-83 GEE for longitudinal ordinal data: Comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN
by Nooraee, Nazanin & Molenberghs, Geert & van den Heuvel, Edwin R.
84-97 A Bayesian mixture of lasso regressions with t-errors
by Cozzini, Alberto & Jasra, Ajay & Montana, Giovanni & Persing, Adam
98-112 Multivariate distributions with proportional reversed hazard marginals
by Kundu, Debasis & Franco, Manuel & Vivo, Juana-Maria
113-129 Semiparametric Bayesian joint models of multivariate longitudinal and survival data
by Tang, Nian-Sheng & Tang, An-Min & Pan, Dong-Dong
130-145 Strong consistency and rates of convergence for a random estimator of a fuzzy set
by Terán, Pedro & López-Díaz, Miguel
146-156 Variable assessment in latent class models
by Zhang, Q. & Ip, E.H.
157-169 Sample size determination for estimating prevalence and a difference between two prevalences of sensitive attributes using the non-randomized triangular design
by Qiu, Shi-Fang & Zou, G.Y. & Tang, Man-Lai
170-187 Partially linear modeling of conditional quantiles using penalized splines
by Wu, Chaojiang & Yu, Yan
188-205 Statistical inference for population quantiles and variance in judgment post-stratified samples
by Ozturk, Omer
206-222 Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out
by Doyen, L.
223-232 Screening active factors in supersaturated designs
by Das, Ujjwal & Gupta, Sudhir & Gupta, Shuva
233-251 Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
by Brechmann, Eike C. & Joe, Harry
252-266 Discovering and orienting the edges connected to a target variable in a DAG via a sequential local learning approach
by Wang, Changzhang & Zhou, You & Zhao, Qiang & Geng, Zhi
267-284 Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion
by Schweer, Sebastian & Weiß, Christian H.
285-299 A new sliced inverse regression method for multivariate response
by Coudret, R. & Girard, S. & Saracco, J.
300-312 Making classifier performance comparisons when ROC curves intersect
by Gigliarano, Chiara & Figini, Silvia & Muliere, Pietro
313-325 Nonparametric additive model with grouped lasso and maximizing area under the ROC curve
by Choi, Sungwoo & Park, Junyong
326-335 Mixtures of skew-t factor analyzers
by Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D.
336-351 Monotone splines lasso
by Bergersen, Linn Cecilie & Tharmaratnam, Kukatharmini & Glad, Ingrid K.
352-370 Adaptive likelihood ratio approaches for the detection of space–time disease clusters
by de Lima, Max Sousa & Duczmal, Luiz Henrique
371-382 Asymmetric ν-tube support vector regression
by Huang, Xiaolin & Shi, Lei & Pelckmans, Kristiaan & Suykens, Johan A.K.

2014, Volume 76, Issue C

4-19 The univariate MT-STAR model and a new linearity and unit root test procedure
by Addo, Peter Martey & Billio, Monica & Guégan, Dominique
20-33 Sovereign credit ratings, market volatility, and financial gains
by Afonso, António & Gomes, Pedro & Taamouti, Abderrahim
34-42 Maximum likelihood estimates for positive valued dynamic score models; The DySco package
by Andres, Philipp
43-60 Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks
by Audrino, Francesco
61-75 Maximum likelihood estimation of the Markov-switching GARCH model
by Augustyniak, Maciej
76-94 Modeling tails of aggregate economic processes in a stochastic growth model
by Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric
95-115 Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle
by Bada, Oualid & Kneip, Alois
116-131 Modified information criteria and selection of long memory time series models
by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis
132-143 On the usefulness of cross-validation for directional forecast evaluation
by Bergmeir, Christoph & Costantini, Mauro & Benítez, José M.
144-157 Long memory with stochastic variance model: A recursive analysis for US inflation
by Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius
158-171 Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood
by Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro
172-185 Robust ranking of multivariate GARCH models by problem dimension
by Caporin, Massimiliano & McAleer, Michael
186-193 Modelling breaks and clusters in the steady states of macroeconomic variables
by Chan, Joshua C.C. & Koop, Gary
194-209 Bayesian estimation of smoothly mixing time-varying parameter GARCH models
by Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H.
210-236 Multivariate GARCH estimation via a Bregman-proximal trust-region method
by Chrétien, Stéphane & Ortega, Juan-Pablo
237-247 Numerical distribution functions for seasonal unit root tests
by Diaz-Emparanza, Ignacio
248-261 Testing for serial independence of panel errors
by Du, Zaichao
262-282 Multiple break detection in the correlation structure of random variables
by Galeano, Pedro & Wied, Dominik
283-290 Interest rate spreads and output: A time scale decomposition analysis using wavelets
by Gallegati, Marco & Ramsey, James B. & Semmler, Willi

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