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September 2021, Volume 36, Issue 3
- 2033-2053 Bayesian joint-quantile regression
by Yingying Hu & Huixia Judy Wang & Xuming He & Jianhua Guo - 2055-2077 Bayesian spectral density estimation using P-splines with quantile-based knot placement
by Patricio Maturana-Russel & Renate Meyer - 2079-2109 Objective Bayesian analysis for generalized exponential stress–strength model
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 2111-2133 Estimation of parameters of logistic regression for two-stage randomized response technique
by Pei-Chieh Chang & Kim-Hung Pho & Shen-Ming Lee & Chin-Shang Li - 2135-2159 Decomposition of the Gini index by income source for aggregated data and its applications
by Bin Shao - 2161-2176 Uncertainty quantification and estimation of closed curves based on noisy data
by Luming Chen & Sujit K. Ghosh - 2177-2200 Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
by Marco Bee & Julien Hambuckers & Flavio Santi & Luca Trapin - 2201-2230 Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation
by Abbas Mahdavi & Vahid Amirzadeh & Ahad Jamalizadeh & Tsung-I Lin - 2231-2245 Double threshold receiver operating characteristic plot for three-modal continuous predictors
by Arthur De Sá Ferreira & Ney Meziat-Filho & Ana Paula Antunes Ferreira - 2247-2287 Moving dynamic principal component analysis for non-stationary multivariate time series
by Fayed Alshammri & Jiazhu Pan - 2289-2311 A new computational approach for estimation of the Gini index based on grouped data
by Tatjana Miljkovic & Ying-Ju Chen
June 2021, Volume 36, Issue 2
- 781-804 Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
by Liya Fu & Zhuoran Yang & Fengjing Cai & You-Gan Wang - 805-827 Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
by Yeşim Güney & Yetkin Tuaç & Şenay Özdemir & Olcay Arslan - 829-855 Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
by Arfan Raheen Afzal & Jing Yang & Xuewen Lu - 857-884 Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
by Li-Pang Chen - 885-910 An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox’s model
by Xiaolin Chen & Catherine Chunling Liu & Sheng Xu - 911-939 A partial least squares approach for function-on-function interaction regression
by Ufuk Beyaztas & Han Lin Shang - 941-960 A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
by Zhengbang Li & Fuxiang Liu & Luanjie Zeng & Guoxin Zuo - 961-976 Outlier detection under a covariate-adjusted exponential regression model with censored data
by Yingli Pan & Zhan Liu & Guangyu Song - 977-1010 Goodness-of-fit testing of survival models in the presence of Type–II right censoring
by M. Cockeran & S. G. Meintanis & L. Santana & J. S. Allison - 1011-1029 Obtaining a threshold for the stewart index and its extension to ridge regression
by Ainara Rodríguez Sánchez & Román Salmerón Gómez & Catalina García García - 1031-1064 Compositional splines for representation of density functions
by Jitka Machalová & Renáta Talská & Karel Hron & Aleš Gába - 1065-1092 A method for computing tolerance intervals for a location-scale family of distributions
by Ngan Hoang-Nguyen-Thuy & K. Krishnamoorthy - 1093-1121 Designing robust modified R control charts for asymmetric distributions under ranked set and median ranked set sampling
by Nursel Koyuncu & Derya Karagöz - 1123-1138 On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
by Mahmood Kharrati-Kopaei - 1139-1152 Comprehensive world university ranking based on ranking aggregation
by Yang Zhang & Yu Xiao & Jun Wu & Xin Lu - 1153-1176 Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
by Patrice Takam Soh & Eugene Kouassi & Renaud Fadonougbo & Martin Kegnenlezom - 1177-1195 Unconstrained representation of orthogonal matrices with application to common principal components
by Luca Bagnato & Antonio Punzo - 1197-1218 Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
by Chen Zhong & Lijian Yang - 1219-1242 Genetic algorithm approach with an adaptive search space based on EM algorithm in two-component mixture Weibull parameter estimation
by Muhammet Burak Kılıç & Yusuf Şahin & Melih Burak Koca - 1243-1261 Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
by Paul-Christian Bürkner & Jonah Gabry & Aki Vehtari - 1263-1288 Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
by Riko Kelter - 1289-1319 Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings
by Yu-Zhu Tian & Man-Lai Tang & Wai-Sum Chan & Mao-Zai Tian - 1321-1339 Bayesian analysis of restricted penalized empirical likelihood
by Mahdieh Bayati & Seyed Kamran Ghoreishi & Jingjing Wu - 1341-1363 Bayesian wavelet shrinkage with beta priors
by Alex Rodrigo dos S. Sousa & Nancy L. Garcia & Brani Vidakovic - 1365-1390 Bayesian Multiple Change-Points Detection in a Normal Model with Heterogeneous Variances
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 1391-1413 Variables skip-lot sampling plans on the basis of process capability index for products with a low fraction of defectives
by Chien-Wei Wu & Ming-Hung Shu & Pei-An Wang & Bi-Min Hsu - 1415-1436 On the transition laws of p-tempered $$\alpha $$ α -stable OU-processes
by Michael Grabchak - 1437-1460 Asymmetric vector moving average models: estimation and testing
by Jan G. Gooijer - 1461-1479 Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data
by Chunzheng Cao & Ming He & Jian Qing Shi & Xin Liu - 1481-1497 Factor dimension determination for panel interactive effects models: an orthogonal projection approach
by Cheng Hsiao & Yimeng Xie & Qiankun Zhou - 1499-1532 Integrative analysis of multiple types of genomic data using an accelerated failure time frailty model
by Shirong Deng & Jie Chen & Huidong Shi - 1533-1552 Improved approximate Bayesian computation methods via empirical likelihood
by Tatiana Dmitrieva & Kristin McCullough & Nader Ebrahimi
March 2021, Volume 36, Issue 1
- 1-33 Greedy clustering of count data through a mixture of multinomial PCA
by Nicolas Jouvin & Pierre Latouche & Charles Bouveyron & Guillaume Bataillon & Alain Livartowski - 35-60 Clustering method for censored and collinear survival data
by Silvia Liverani & Lucy Leigh & Irene L. Hudson & Julie E. Byles - 61-78 Transformation mixture modeling for skewed data groups with heavy tails and scatter
by Yana Melnykov & Xuwen Zhu & Volodymyr Melnykov - 79-112 Recursive non-parametric kernel classification rule estimation for independent functional data
by Yousri Slaoui - 113-126 Two generalized nonparametric methods for estimating like densities
by Zongyuan Shang & Alan Ker - 127-154 A new way for ranking functional data with applications in diagnostic test
by Graciela Estévez-Pérez & Philippe Vieu - 155-191 Adaptive spline fitting with particle swarm optimization
by Soumya D. Mohanty & Ethan Fahnestock - 193-215 Estimation of parameters in multivariate wrapped models for data on a p-torus
by Anahita Nodehi & Mousa Golalizadeh & Mehdi Maadooliat & Claudio Agostinelli - 217-239 Usage of the GO estimator in high dimensional linear models
by Murat Genç & M. Revan Özkale - 241-260 A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
by Jayabrata Biswas & Kiranmoy Das - 261-281 Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
by Cathy W. S. Chen & Sangyeol Lee & K. Khamthong - 283-311 KLERC: kernel Lagrangian expectile regression calculator
by Songfeng Zheng - 313-332 Computation of the expected value of a function of a chi-distributed random variable
by Paul Kabaila & Nishika Ranathunga - 333-346 Advanced algorithms for penalized quantile and composite quantile regression
by Matthew Pietrosanu & Jueyu Gao & Linglong Kong & Bei Jiang & Di Niu - 347-373 Robust weighted Gaussian processes
by Ruben Ramirez-Padron & Boris Mederos & Avelino J. Gonzalez - 375-408 Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model
by Achim Dörre & Chung-Yan Huang & Yi-Kuan Tseng & Takeshi Emura - 409-420 The 8-parameter Fisher–Bingham distribution on the sphere
by Tianlu Yuan - 421-421 Correction to: The 8-parameter Fisher–Bingham distribution on the sphere
by Tianlu Yuan - 423-447 Finite mixtures of skew Laplace normal distributions with random skewness
by Fatma Zehra Doğru & Olcay Arslan - 449-477 Optimal imputation of the missing data using multi auxiliary information
by Shashi Bhushan & Abhay Pratap Pandey - 479-513 Inference and optimal censoring scheme for progressively Type-II censored competing risks model for generalized Rayleigh distribution
by Junru Ren & Wenhao Gui - 515-540 Most recent changepoint detection in censored panel data
by Hajra Siddiqa & Sajid Ali & Ismail Shah - 541-575 Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
by Jun Jin & Tiefeng Ma & Jiajia Dai & Shuangzhe Liu - 577-601 Dirichlet process mixtures under affine transformations of the data
by Julyan Arbel & Riccardo Corradin & Bernardo Nipoti - 603-614 Generalized properties for Hanafi–Wold’s procedure in partial least squares path modeling
by Mohamed Hanafi & Pasquale Dolce & Zouhair El Hadri - 615-639 Partial possibilistic regression path modeling: handling uncertainty in path modeling
by Rosaria Romano & Francesco Palumbo - 641-659 A modified Canny edge detector based on weighted least squares
by Xu Qin - 661-690 Economic design of memory-type control charts: The fallacy of the formula proposed by Lorenzen and Vance (1986)
by Amir Ahmadi-Javid & Mohsen Ebadi - 691-714 An accelerated EM algorithm for mixture models with uncertainty for rating data
by Rosaria Simone - 715-747 R package for statistical inference in dynamical systems using kernel based gradient matching: KGode
by Mu Niu & Joe Wandy & Rónán Daly & Simon Rogers & Dirk Husmeier - 749-780 Spatio-temporal change of support modeling with R
by Andrew M. Raim & Scott H. Holan & Jonathan R. Bradley & Christopher K. Wikle
December 2020, Volume 35, Issue 4
- 1525-1552 Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty–copula model
by Bo-Hong Wu & Hirofumi Michimae & Takeshi Emura - 1553-1575 Sequential fixed-accuracy confidence intervals for the stress–strength reliability parameter for the exponential distribution: two-stage sampling procedure
by Ashkan Khalifeh & Eisa Mahmoudi & Ajit Chaturvedi - 1577-1596 A partitioned quasi-likelihood for distributed statistical inference
by Guangbao Guo & Yue Sun & Xuejun Jiang - 1597-1619 word.alignment: an R package for computing statistical word alignment and its evaluation
by Neda Daneshgar & Majid Sarmad - 1621-1636 An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
by Jing Sun - 1637-1658 Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables
by Yan-Ting Xiao & Fu-Xiao Li - 1659-1684 Statistical inference for Markov chains with applications to credit risk
by Linda Möstel & Marius Pfeuffer & Matthias Fischer - 1685-1713 Measuring and testing interdependence among random vectors based on Spearman’s $$\rho $$ ρ and Kendall’s $$\tau $$ τ
by Lingyue Zhang & Dawei Lu & Xiaoguang Wang - 1715-1736 Models for autoregressive processes of bounded counts: How different are they?
by Hee-Young Kim & Christian H. Weiß & Tobias A. Möller - 1737-1757 A time series model based on dependent zero inflated counting series
by Nisreen Shamma & Mehrnaz Mohammadpour & Masoumeh Shirozhan - 1759-1783 A robust joint modeling approach for longitudinal data with informative dropouts
by Weiping Zhang & Feiyue Xie & Jiaxin Tan - 1785-1803 Estimating asymptotic variance of M-estimators in ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 1805-1826 On the performance of estimation methods under ranked set sampling
by Cesar Augusto Taconeli & Wagner Hugo Bonat - 1827-1851 Maximum likelihood estimation based on ranked set sampling designs for two extensions of the Lindley distribution with uncensored and right-censored data
by Cesar Augusto Taconeli & Suely Ruiz Giolo - 1853-1878 Regression and subgroup detection for heterogeneous samples
by Baosheng Liang & Peng Wu & Xingwei Tong & Yanping Qiu - 1879-1894 Estimating the number of clusters via a corrected clustering instability
by Jonas M. B. Haslbeck & Dirk U. Wulff - 1895-1925 Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods
by Volkan Soner Özsoy & Mehmet Güray Ünsal & H. Hasan Örkcü - 1927-1950 Comparing scale parameters in several gamma distributions with known shapes
by Ali Akbar Jafari & Javad Shaabani - 1951-1991 Comparison among simultaneous confidence regions for nonlinear diffusion models
by Claudia Furlan & Cinzia Mortarino - 1993-2017 Implementation of a goodness-of-fit test through Khmaladze martingale transformation
by Jiwoong Kim - 2019-2042 Modified empirical likelihood-based confidence intervals for data containing many zero observations
by Patrick Stewart & Wei Ning - 2043-2076 Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths
by David A. Spade - 2077-2092 Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions
by Guodong Shan & Yiheng Hou & Baisen Liu
September 2020, Volume 35, Issue 3
- 893-930 A Bayesian perspective of statistical machine learning for big data
by Rajiv Sambasivan & Sourish Das & Sujit K. Sahu - 931-945 A support vector machine based semiparametric mixture cure model
by Peizhi Li & Yingwei Peng & Ping Jiang & Qingli Dong - 947-981 Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid
by Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann - 983-999 Random forest with acceptance–rejection trees
by Peter Calhoun & Melodie J. Hallett & Xiaogang Su & Guy Cafri & Richard A. Levine & Juanjuan Fan - 1001-1026 BEST: a decision tree algorithm that handles missing values
by Cédric Beaulac & Jeffrey S. Rosenthal - 1027-1057 Modelling rankings in R: the PlackettLuce package
by Heather L. Turner & Jacob Etten & David Firth & Ioannis Kosmidis - 1059-1099 An efficient dimension reduction for the Gaussian process emulation of two nested codes with functional outputs
by Sophie Marque-Pucheu & Guillaume Perrin & Josselin Garnier - 1101-1131 Clustering multivariate functional data in group-specific functional subspaces
by Amandine Schmutz & Julien Jacques & Charles Bouveyron & Laurence Chèze & Pauline Martin - 1133-1152 Discrete factor analysis using a dependent Poisson model
by Rolf Larsson - 1153-1170 Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization
by Huiwen Wang & Ruiping Liu & Shanshan Wang & Zhichao Wang & Gilbert Saporta - 1171-1205 Using tours to visually investigate properties of new projection pursuit indexes with application to problems in physics
by Ursula Laa & Dianne Cook - 1207-1230 A faster algorithm to estimate multiresolution densities
by Federico Palacios-González & Rosa M. García-Fernández - 1231-1251 smoothROCtime: an R package for time-dependent ROC curve estimation
by Susana Díaz-Coto & Pablo Martínez-Camblor & Sonia Pérez-Fernández - 1253-1272 One-sided cross-validation for nonsmooth density functions
by Olga Y. Savchuk - 1273-1289 Parallel computing in linear mixed models
by Fulya Gokalp Yavuz & Barret Schloerke - 1291-1317 Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables
by Firouzeh Noghrehchi & Jakub Stoklosa & Spiridon Penev - 1319-1344 Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization
by Donna Henderson & Gerton Lunter - 1345-1371 Time-dependent stress–strength reliability models based on phase type distribution
by Joby K. Jose & M. Drisya - 1373-1392 A simple method for implementing Monte Carlo tests
by Dong Ding & Axel Gandy & Georg Hahn - 1393-1409 Detection and estimation of additive outliers in seasonal time series
by Francesco Battaglia & Domenico Cucina & Manuel Rizzo - 1411-1448 A dominance approach for comparing the performance of VaR forecasting models
by Laura Garcia-Jorcano & Alfonso Novales - 1449-1479 Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
by Tadele Akeba Diriba & Legesse Kassa Debusho - 1481-1499 A Bayesian approach to estimate parameters of ordinary differential equation
by Hanwen Huang & Andreas Handel & Xiao Song - 1501-1523 Bayesian multiple changepoints detection for Markov jump processes
by Lu Shaochuan
June 2020, Volume 35, Issue 2
- 423-426 Service data analytics and business intelligence 2017
by Desheng Dash Wu & Wolfgang Karl Härdle - 427-468 Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk
by Shiyi Chen & Wolfgang K. Härdle & Li Wang - 469-490 Appointment scheduling optimization with two stages diagnosis for clinic outpatient
by Xuanzhu Fan & Jiafu Tang & Chongjun Yan - 491-514 Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model
by Rong Guan & Huiwen Wang & Haitao Zheng - 515-538 Real-manufacturing-oriented big data analysis and data value evaluation with domain knowledge
by Weichang Kong & Fei Qiao & Qidi Wu - 539-557 Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
by Tianshun Yan & Yanyong Zhao & Wentao Wang - 559-577 Simple Poisson PCA: an algorithm for (sparse) feature extraction with simultaneous dimension determination
by Luke Smallman & William Underwood & Andreas Artemiou - 579-605 Application of the sequential matrix diagonalization algorithm to high-dimensional functional MRI data
by Manuel Carcenac & Soydan Redif - 607-628 A multivariate extreme value theory approach to anomaly clustering and visualization
by Maël Chiapino & Stephan Clémençon & Vincent Feuillard & Anne Sabourin - 629-646 The spectral condition number plot for regularization parameter evaluation
by Carel F. W. Peeters & Mark A. Wiel & Wessel N. Wieringen - 647-666 Diagnosis and quantification of the non-essential collinearity
by Román Salmerón-Gómez & Ainara Rodríguez-Sánchez & Catalina García-García - 667-687 On linearized ridge logistic estimator in the presence of multicollinearity
by N. H. Jadhav - 689-724 Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
by Alexandre Brouste & Christophe Dutang & Tom Rohmer - 725-754 Estimation of a zero-inflated Poisson regression model with missing covariates via nonparametric multiple imputation methods
by Shen-Ming Lee & T. Martin Lukusa & Chin-Shang Li - 755-773 Multiple linear regression models for random intervals: a set arithmetic approach
by Marta García-Bárzana & Ana Belén Ramos-Guajardo & Ana Colubi & Erricos J. Kontoghiorghes - 775-801 Ascent with quadratic assistance for the construction of exact experimental designs
by Lenka Filová & Radoslav Harman - 803-819 Near G-optimal Tchakaloff designs
by Len Bos & Federico Piazzon & Marco Vianello - 821-836 An algorithm for finding efficient test-control block designs with correlated observations
by Saeid Pooladsaz & Mahboobeh Doosti-Irani - 837-869 Random sampling of contingency tables via probabilistic divide-and-conquer
by Stephen DeSalvo & James Zhao - 871-891 Computing expectations and marginal likelihoods for permutations
by Ben Powell & Paul A. Smith
March 2020, Volume 35, Issue 1
- 1-40 Hierarchical inference for genome-wide association studies: a view on methodology with software
by Claude Renaux & Laura Buzdugan & Markus Kalisch & Peter Bühlmann - 41-45 Comments on: Hierarchical inference for genome-wide association studies by Jelle J. Goeman and Stefan Böhringer
by Jelle J. Goeman & Stefan Böhringer - 47-49 Comments on: Hierarchical inference for genome-wide association studies: a view on methodology with software by F. Frommlet and M. G. Schimek
by Florian Frommlet & Michael G. Schimek - 51-55 Comments on: Hierarchical inference for genome-wide association studies: a view on methodology with software
by Ruth Heller - 57-58 Comments on: Hierarchical Inference for genome-wide association studies: a view on methodology with software by Paulo C. Rodrigues and Vanda M. Lourenço
by Paulo C. Rodrigues & Vanda M. Lourenço - 59-67 Rejoinder on: Hierarchical inference for genome-wide association studies: a view on methodology with software
by Claude Renaux & Laura Buzdugan & Markus Kalisch & Peter Bühlmann - 69-94 Spectral clustering-based community detection using graph distance and node attributes
by Fengqin Tang & Chunning Wang & Jinxia Su & Yuanyuan Wang - 95-109 A fast iterative algorithm for high-dimensional differential network
by Zhou Tang & Zhangsheng Yu & Cheng Wang - 111-133 Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
by Guillaume Perrin & Christian Soize - 135-152 Interpolation of daily rainfall data using censored Bayesian spatially varying model
by K. Shuvo Bakar - 153-173 A scalable Bayesian nonparametric model for large spatio-temporal data
by Zahra Barzegar & Firoozeh Rivaz - 175-201 DOLDA: a regularized supervised topic model for high-dimensional multi-class regression
by Måns Magnusson & Leif Jonsson & Mattias Villani - 203-226 Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm
by Wei Shao & Yijun Zuo - 227-243 Bayesian variable selection for mixed effects model with shrinkage prior
by Mingan Yang & Min Wang & Guanghui Dong - 245-258 Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data
by Aijun Yang & Yuzhu Tian & Yunxian Li & Jinguan Lin - 259-279 The unit-improved second-degree Lindley distribution: inference and regression modeling
by Emrah Altun & Gauss M. Cordeiro - 281-308 The odd log-logistic Lindley-G family of distributions: properties, Bayesian and non-Bayesian estimation with applications
by Morad Alizadeh & Ahmed Z. Afify & M. S. Eliwa & Sajid Ali - 309-326 Optimal confidence regions for the two-parameter exponential distribution based on records
by A. Asgharzadeh & S. F. Bagheri & N. A. Ibrahim & M. R. Abubakar - 327-342 Density and distribution evaluation for convolution of independent gamma variables
by Chaoran Hu & Vladimir Pozdnyakov & Jun Yan - 343-358 Efficient computation of the stochastic behavior of partial sum processes
by Sorawit Saengkyongam & Anthony Hayter & Seksan Kiatsupaibul & Wei Liu - 359-378 Some properties of double truncated distributions and their application in view of income inequality
by Zahra Behdani & Gholam Reza Mohtashami Borzadaran & Bahram Sadeghpour Gildeh - 379-398 On a heavy-tailed parametric quantile regression model for limited range response variables
by Artur J. Lemonte & Germán Moreno-Arenas - 399-421 Adjusted quantile residual for generalized linear models
by Juliana Scudilio & Gustavo H. A. Pereira
December 2019, Volume 34, Issue 4
- 1443-1447 The 2013 Data Expo of the American Statistical Association
by Heike Hofmann & Hadley Wickham & Dianne Cook - 1449-1464 Putting down roots: a graphical exploration of community attachment
by Andee J. Kaplan & Eric R. Hare - 1465-1487 A tale of four cities: exploring the soul of State College, Detroit, Milledgeville and Biloxi
by Karsten Maurer & Dave Osthus & Adam Loy - 1489-1509 Consistency of survey opinions and external data
by Samuel Ackerman - 1511-1535 Community engagement and subgroup meta-knowledge: some factors in the soul of a community
by Amelia A. McNamara - 1537-1563 Clicks and cliques: exploring the soul of the community
by Natalia da Silva & Ignacio Alvarez-Castro - 1565-1589 Soul of the community: an attempt to assess attachment to a community
by Anna Quach & Jürgen Symanzik & Nicole Forsgren - 1591-1611 Drivers of community attachment: an interactive analysis
by Jessica M. Orth - 1613-1648 Classification tree algorithm for grouped variables
by A. Poterie & J.-F. Dupuy & V. Monbet & L. Rouvière - 1649-1674 Methods for estimating the optimal number and location of cut points in multivariate survival analysis: a statistical solution to the controversial effect of BMI
by Chung Chang & Meng-Ke Hsieh & An Jen Chiang & Yi-Hsuan Tsai & Chia-Chiung Liu & Jiabin Chen - 1675-1692 Semiparametric approaches for matched case–control studies with error-in-covariates
by Nels G. Johnson & Inyoung Kim - 1693-1710 Estimation of random-effects model for longitudinal data with nonignorable missingness using Gibbs sampling
by Prajamitra Bhuyan - 1711-1740 Weighted composite quantile regression for single index model with missing covariates at random
by Huilan Liu & Hu Yang & Changgen Peng - 1741-1764 Predicting missing values: a comparative study on non-parametric approaches for imputation
by Burim Ramosaj & Markus Pauly - 1765-1778 Bootstrap ICC estimators in analysis of small clustered binary data
by Bei Wang & Yi Zheng & Kyle M. Irimata & Jeffrey R. Wilson - 1779-1813 Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
by Adrian O’Hagan & Thomas Brendan Murphy & Luca Scrucca & Isobel Claire Gormley - 1815-1848 Model-based INAR bootstrap for forecasting INAR(p) models
by Luisa Bisaglia & Margherita Gerolimetto - 1849-1869 Bagging of density estimators
by Mathias Bourel & Jairo Cugliari - 1871-1887 Maximum likelihood method for bandwidth selection in kernel conditional density estimate
by Kateřina Konečná & Ivanka Horová - 1889-1909 Four algorithms to construct a sparse kriging kernel for dimensionality reduction
by Christophette Blanchet-Scalliet & Céline Helbert & Mélina Ribaud & Céline Vial
September 2019, Volume 34, Issue 3
- 943-944 Proceedings of Reisensburg 2016–2017
by Matthias Schmid & Bernd Bischl & Hans A. Kestler - 945-976 Time series anomaly detection based on shapelet learning
by Laura Beggel & Bernhard X. Kausler & Martin Schiegg & Michael Pfeiffer & Bernd Bischl - 977-991 OpenML: An R package to connect to the machine learning platform OpenML
by Giuseppe Casalicchio & Jakob Bossek & Michel Lang & Dominik Kirchhoff & Pascal Kerschke & Benjamin Hofner & Heidi Seibold & Joaquin Vanschoren & Bernd Bischl - 993-1014 Sparse kernel deep stacking networks
by Thomas Welchowski & Matthias Schmid - 1015-1038 Bayesian model-based clustering for longitudinal ordinal data
by Roy Costilla & Ivy Liu & Richard Arnold & Daniel Fernández - 1039-1053 Mixtures of multivariate restricted skew-normal factor analyzer models in a Bayesian framework
by Mohsen Maleki & Darren Wraith - 1055-1085 A skew-normal dynamic linear model and Bayesian forecasting
by Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Freddy O. López Quintero & Abel Valdebenito - 1087-1107 A note on parallel sampling in Markov graphs
by Verena Bauer & Karl Fürlinger & Göran Kauermann - 1109-1133 A multiple-try Metropolis–Hastings algorithm with tailored proposals
by Xin Luo & Håkon Tjelmeland - 1135-1157 Robust Bayesian seemingly unrelated regression model
by Chamberlain Mbah & Kris Peremans & Stefan Van Aelst & Dries F. Benoit - 1159-1182 Objective Bayesian tests for Fieller–Creasy problem
by Dal Ho Kim & Woo Dong Lee & Sang Gil Kang & Yongku Kim - 1183-1213 Periodic autoregressive models with closed skew-normal innovations
by T. Manouchehri & A. R. Nematollahi - 1215-1245 Two-sided exponential–geometric distribution: inference and volatility modeling
by Emrah Altun - 1247-1273 On the robustness of an epsilon skew extension for Burr III distribution on the real line
by Mehmet Niyazi Çankaya & Abdullah Yalçınkaya & Ömer Altındaǧ & Olcay Arslan