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Content
March 2017, Volume 32, Issue 1
- 197-218 Scale space multiresolution correlation analysis for time series data
by Leena Pasanen & Lasse Holmström - 219-237 Bayesian analysis of multiple thresholds autoregressive model
by Jiazhu Pan & Qiang Xia & Jinshan Liu - 239-252 Issues in the Multiple Try Metropolis mixing
by L. Martino & F. Louzada - 253-279 Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space
by Cheng Zhang & Babak Shahbaba & Hongkai Zhao - 281-313 Integrated likelihood computation methods
by Zhenyu Zhao & Thomas A. Severini - 315-348 Automatically tuned general-purpose MCMC via new adaptive diagnostics
by Jinyoung Yang & Jeffrey S. Rosenthal - 349-365 Bayesian model averaging of possibly similar nonparametric densities
by Alan P. Ker & Yong Liu - 367-385 Parameter estimation of inverse Lindley distribution for Type-I censored data
by Suparna Basu & Sanjay Kumar Singh & Umesh Singh
December 2016, Volume 31, Issue 4
- 1237-1262 PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
by Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim - 1263-1286 Minimizing variable selection criteria by Markov chain Monte Carlo
by Yen-Shiu Chin & Ting-Li Chen - 1287-1303 Assessing the diagnostic power of variables measured with a detection limit
by Bochao Jia & Yuan-chin Ivan Chang & Zhanfeng Wang - 1305-1325 Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights
by Philippe Pébay & Timothy B. Terriberry & Hemanth Kolla & Janine Bennett - 1327-1357 A sensibility study of the autobinomial model estimation methods based on a feature similarity index
by Silvina Pistonesi & Jorge Martinez & Silvia M. Ojeda - 1359-1372 Ordered spatial sampling by means of the traveling salesman problem
by Maria Michela Dickson & Yves Tillé - 1373-1383 A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks
by Yuri Heymann - 1385-1401 A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
by Hakan Demirtas & Robab Ahmadian & Sema Atis & Fatma Ezgi Can & Ilker Ercan - 1403-1427 Sparse principal component analysis subject to prespecified cardinality of loadings
by Kohei Adachi & Nickolay T. Trendafilov - 1429-1452 Partitions of Pearson’s Chi-square statistic for frequency tables: a comprehensive account
by Sébastien Loisel & Yoshio Takane - 1453-1476 The role of the isotonizing algorithm in Stein’s covariance matrix estimator
by Brett Naul & Bala Rajaratnam & Dario Vincenzi - 1477-1492 Simulations of full multivariate Tweedie with flexible dependence structure
by Johann Cuenin & Bent Jørgensen & Célestin C. Kokonendji - 1493-1512 Context-specific independence in graphical log-linear models
by Henrik Nyman & Johan Pensar & Timo Koski & Jukka Corander - 1513-1538 Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data
by Laurent Bordes & Didier Chauveau - 1539-1555 Robust estimation of the number of components for mixtures of linear regression models
by Meng Li & Sijia Xiang & Weixin Yao - 1557-1567 Modified restricted Liu estimator in logistic regression model
by Jibo Wu - 1569-1592 Constrained test in linear models with multivariate power exponential distribution
by Jeremias Leão & Francisco Cysneiros & Helton Saulo & N. Balakrishnan - 1593-1606 ANCOVA: a heteroscedastic global test when there is curvature and two covariates
by Rand R. Wilcox - 1607-1631 Preliminary tests when comparing means
by I. Parra-Frutos - 1633-1644 Exact sample size determination for the ratio of two incidence rates under the Poisson distribution
by Guogen Shan - 1645-1659 Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
by Tamio Koyama & Akimichi Takemura
September 2016, Volume 31, Issue 3
- 859-877 Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model
by Hock Ann Lim & Habshah Midi - 943-972 Random Subspace Method for high-dimensional regression with the R package regRSM
by Paweł Teisseyre & Robert A. Kłopotek & Jan Mielniczuk - 1015-1030 Support vector quantile regression with varying coefficients
by Jooyong Shim & Changha Hwang & Kyungha Seok - 1031-1057 Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
by Yuzhu Tian & Er’qian Li & Maozai Tian - 1107-1129 Polynomial spline estimation for partial functional linear regression models
by Jianjun Zhou & Zhao Chen & Qingyan Peng - 1235-1235 Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
by Jing Lv & Hu Yang & Chaohui Guo
June 2016, Volume 31, Issue 2
- 513-531 Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost
by Riccardo De Bin - 579-608 Comparison of Value-at-Risk models using the MCS approach
by Mauro Bernardi & Leopoldo Catania - 709-728 Improving efficiency of data augmentation algorithms using Peskun’s theorem
by Vivekananda Roy - 771-798 Density-based clustering with non-continuous data
by Adelchi Azzalini & Giovanna Menardi
March 2016, Volume 31, Issue 1
- 189-206 Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data
by Tristan Senga Kiessé & Nabil Zougab & Célestin C. Kokonendji - 207-225 Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method
by Min Wang & Xiaoqian Sun & Chanseok Park - 291-313 Two-sample homogeneity tests based on divergence measures
by Max Wornowizki & Roland Fried - 315-328 Efficient computation of the Bergsma–Dassios sign covariance
by Luca Weihs & Mathias Drton & Dennis Leung - 329-351 Composite quantile regression for single-index models with asymmetric errors
by Jing Sun
December 2015, Volume 30, Issue 4
- 907-927 Visualization of evidence in regression with the QR decomposition
by W. Braun - 929-955 Weighted linear regression models with fixed weights and spherical disturbances
by Martin Meermeyer - 957-986 Efficient resolution and basis functions selection in wavelet regression
by Chun Park & Inyoung Kim - 987-1010 A comparison of tests for the one-way ANOVA problem for functional data
by Tomasz Górecki & Łukasz Smaga - 1011-1031 Integrated data depth for smooth functions and its application in supervised classification
by Daniel Hlubinka & Irène Gijbels & Marek Omelka & Stanislav Nagy - 1033-1049 A simple method for combining estimates to improve the overall error rates in classification
by Narayanaswamy Balakrishnan & Majid Mojirsheibani - 1051-1077 Improving the vector $$\varepsilon $$ ε acceleration for the EM algorithm using a re-starting procedure
by Masahiro Kuroda & Zhi Geng & Michio Sakakihara - 1079-1096 Principal component analysis for compositional data vectors
by Huiwen Wang & Liying Shangguan & Rong Guan & Lynne Billard - 1097-1109 A recursive formula for the Kaplan–Meier estimator with mean constraints and its application to empirical likelihood
by Mai Zhou & Yifan Yang - 1111-1141 Implementation of Lévy CARMA model in Yuima package
by Stefano Iacus & Lorenzo Mercuri - 1143-1161 Power, FDR and conservativeness of BB-SGoF method
by Irene Castro-Conde & Jacobo Uña-Álvarez - 1163-1183 Pitman closeness of predictors of future order statistics for two parameter exponential distribution
by S. MirMostafaee & Jafar Ahmadi & Narjes Sadeghian - 1185-1198 A new generalization of lifetime distributions
by Leila Delgarm & Mohammad Zadkarami - 1199-1229 Maximum likelihood estimation for a special exponential family under random double-truncation
by Ya-Hsuan Hu & Takeshi Emura - 1231-1244 Optimal design generation: an approach based on discovery probability
by Roberto Fontana - 1245-1278 Side sensitive group runs $$\bar{{X}}$$ X ¯ chart with estimated process parameters
by H. You & Michael Khoo & P. Castagliola & Yanjing Ou - 1279-1279 Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
by Shiyi Chen & Wolfgang Härdle
September 2015, Volume 30, Issue 3
- 641-646 Editorial to the special issue on Applicable semiparametrics of computational statistics
by Ostap Okhrin & Stefan Trück - 647-671 Partial linear modelling with multi-functional covariates
by Germán Aneiros & Philippe Vieu - 673-692 A partitioned Single Functional Index Model
by Aldo Goia & Philippe Vieu - 693-718 Modeling heterogeneity: a praise for varying-coefficient models in causal analysis
by Stefan Sperlich & Raoul Theler - 719-744 Functional coefficient seasonal time series models with an application of Hawaii tourism data
by Xialu Liu & Zongwu Cai & Rong Chen - 745-766 Modelling spatio-temporal variability of temperature
by Xiaofeng Cao & Ostap Okhrin & Martin Odening & Matthias Ritter - 767-790 Identifying Berlin’s land value map using adaptive weights smoothing
by Jens Kolbe & Rainer Schulz & Martin Wersing & Axel Werwatz - 791-803 Computing electricity spot price prediction intervals using quantile regression and forecast averaging
by Jakub Nowotarski & Rafał Weron - 805-819 Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships
by Katarzyna Maciejowska & Rafał Weron - 821-843 Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
by Shiyi Chen & Kiho Jeong & Wolfgang Härdle - 845-863 Common factors in credit defaults swap markets
by Cathy Chen & Wolfgang Härdle - 865-884 Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach
by Isabel Proença & Horácio Faustino - 885-906 Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study
by Juan Rodriguez-Poo & Alexandra Soberón
June 2015, Volume 30, Issue 2
- 293-316 Using visual statistical inference to better understand random class separations in high dimension, low sample size data
by Niladri Roy Chowdhury & Dianne Cook & Heike Hofmann & Mahbubul Majumder & Eun-Kyung Lee & Amy Toth - 317-344 Kernel-based mixture models for classification
by Alejandro Murua & Nicolas Wicker - 345-358 Simultaneous confidence interval for quantile regression
by Yaeji Lim & Hee-Seok Oh - 359-376 Shrinkage estimation in system regression model
by Mohammad Arashi & Mahdi Roozbeh - 377-397 Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model
by Luís Meira-Machado & Jacobo Uña-Álvarez & Somnath Datta - 399-418 Bayesian variable selection in multinomial probit model for classifying high-dimensional data
by Aijun Yang & Yunxian Li & Niansheng Tang & Jinguan Lin - 419-440 Prospective space–time surveillance with cumulative surfaces for geographical identification of the emerging cluster
by Thais Paiva & Renato Assunção & Taynãna Simões - 441-461 Assessing the impact of uniform and nonuniform differential item functioning items on Rasch measure: the polytomous case
by Silvia Golia - 463-475 Reduced $$k$$ k -means clustering with MCA in a low-dimensional space
by Masaki Mitsuhiro & Hiroshi Yadohisa - 477-490 A general purpose module using refined descriptive sampling for installation in simulation systems
by Abdelouhab Aloui & Arezki Zioui & Megdouda Ourbih-Tari & Amine Alioui - 491-516 Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods
by Didit Nugroho & Takayuki Morimoto - 517-537 Semiparametric stochastic volatility modelling using penalized splines
by Roland Langrock & Théo Michelot & Alexander Sohn & Thomas Kneib - 539-568 Penalized function-on-function regression
by Andrada Ivanescu & Ana-Maria Staicu & Fabian Scheipl & Sonja Greven - 569-592 Weighted quantile regression for longitudinal data
by Xiaoming Lu & Zhaozhi Fan - 593-604 Saddlepoint $$p$$ p -values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design
by Ehab Abd-Elfattah - 605-623 Pooled parametric inference for minimal repair systems
by Morteza Amini & Narayanaswamy Balakrishnan - 625-639 An iterative approach to minimize the mean squared error in ridge regression
by Ka Wong & Sung Chiu
March 2015, Volume 30, Issue 1
- 1-28 A best linear threshold classification with scale mixture of skew normal populations
by Hea-Jung Kim - 29-41 A GS-CORE algorithm for performing a reduction test on multiple gene sets and their core genes
by Tae Yang - 43-55 Variable selection for varying-coefficient models with the sparse regularization
by Hidetoshi Matsui & Toshihiro Misumi - 57-80 S-estimation of hidden Markov models
by Alessio Farcomeni & Luca Greco - 81-96 Study of compound generalized Nakagami–generalized inverse Gaussian distribution and related densities: application to ultrasound imaging
by Abhinav Gupta & Karmeshu - 97-105 Influence measure based on probabilistic behavior of regression estimators
by Myung Kim - 107-129 Estimating cell probabilities in contingency tables with constraints on marginals/conditionals by geometric programming with applications
by Xinlei Wang & Johan Lim & Seung-Jean Kim & Kyu Hahn - 131-150 On the genetic algorithm with adaptive mutation rate and selected statistical applications
by André Pereira & Bernardo Andrade - 151-189 An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods
by N. Balakrishnan & Suvra Pal - 191-203 Variable selection after screening: with or without data splitting?
by Xiaoyi Zhu & Yuhong Yang - 205-229 Bayesian structured variable selection in linear regression models
by Min Wang & Xiaoqian Sun & Tao Lu - 231-249 Model evaluation, discrepancy function estimation, and social choice theory
by Andrew Neath & Joseph Cavanaugh & Adam Weyhaupt - 251-277 Association rule mining through adaptive parameter control in particle swarm optimization
by K. Indira & S. Kanmani - 279-292 Generalized data-fitting factor analysis with multiple quantification of categorical variables
by Naomichi Makino
December 2014, Volume 29, Issue 6
- 1403-1426 A generalized Newton algorithm for quantile regression models
by Songfeng Zheng - 1427-1445 Row–column interaction models, with an R implementation
by Thomas Yee & Alfian Hadi - 1447-1468 An e–E-insensitive support vector regression machine
by Amir Safari - 1469-1479 Efficient computation for the Poisson binomial distribution
by Bruce Barrett & J. Gray - 1481-1496 Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
by Yushu Li & Simon Reese - 1497-1513 Functional data classification: a wavelet approach
by Chung Chang & Yakuan Chen & R. Ogden - 1515-1541 A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
by Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho - 1543-1570 Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
by Shiyi Chen & Wolfgang Härdle - 1571-1592 Quantile regression of right-censored length-biased data using the Buckley–James-type method
by Jung-Yu Cheng & Shinn-Jia Tzeng - 1593-1608 A Levene-type test of homogeneity of variances against ordered alternatives
by Philip Pallmann & Ludwig Hothorn & Gemechis Djira - 1609-1636 Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies
by Renato Guseo & Cinzia Mortarino - 1637-1650 Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes
by Cécile Hardouin & Xavier Guyon - 1651-1665 Composite support vector quantile regression estimation
by Jooyong Shim & Changha Hwang & Kyungha Seok - 1667-1690 Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation
by H. Abebe & F. Tan & G. Breukelen & M. Berger - 1691-1711 A rank test based on the moments of order statistics of the modified Makeham distribution
by T. Ogura & H. Murakami - 1713-1726 Transformation-based model averaged tail area inference
by Wei Yu & Wangli Xu & Lixing Zhu - 1727-1748 Targeted smoothing parameter selection for estimating average causal effects
by Jenny Häggström & Xavier Luna - 1749-1767 A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics
by Jasmit Shah & Somnath Datta & Susmita Datta - 1769-1791 Dandelion plot: a method for the visualization of R-mode exploratory factor analyses
by Artür Manukyan & Erhan Çene & Ahmet Sedef & Ibrahim Demir - 1793-1798 Permanents, $$\alpha $$ α -permanents and Sinkhorn balancing
by Francis Sullivan & Isabel Beichl
October 2014, Volume 29, Issue 5
- 895-929 On the construction of an aggregated measure of the development of interval data
by Andrzej Młodak - 931-943 Second-order least-squares estimation for regression models with autocorrelated errors
by Dedi Rosadi & Shelton Peiris - 945-957 On maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions
by Kurt Hornik & Bettina Grün - 959-980 On the zero-modified poisson model: Bayesian analysis and posterior divergence measure
by Katiane Conceição & Marinho Andrade & Francisco Louzada - 981-1003 Estimation of relative risk using a log-binomial model with constraints
by Ji Luo & Jiajia Zhang & Han Sun - 1005-1023 Adaptive basis expansion via $$\ell _1$$ ℓ 1 trend filtering
by Daeju Kim & Shuichi Kawano & Yoshiyuki Ninomiya - 1025-1043 Bayesian approach for mixture models with grouped data
by Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee - 1045-1063 Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
by Hongli Niu & Jun Wang - 1065-1081 Statistical application of barycentric rational interpolants: an alternative to splines
by Rose Baker & Dan Jackson - 1083-1094 Comparing exponential location parameters with several controls under heteroscedasticity
by A. Malekzadeh & M. Kharrati-Kopaei & S. Sadooghi-Alvandi - 1095-1128 On the accuracy of statistical procedures in Microsoft Excel 2010
by Guy Mélard - 1129-1152 A sliced inverse regression approach for data stream
by Marie Chavent & Stéphane Girard & Vanessa Kuentz-Simonet & Benoit Liquet & Thi Nguyen & Jérôme Saracco - 1153-1173 Improved confidence intervals for the scale parameter of Burr XII model based on record values
by R. Arabi Belaghi & M. Arashi & S. Tabatabaey - 1175-1186 Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
by Rand Wilcox & Florence Clark - 1187-1205 A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square
by Chi Ng & Johan Lim & Kyeong Lee & Donghyeon Yu & Sujung Choi - 1207-1219 Recursive formulas for multinomial probabilities with applications
by A. Hayter - 1221-1241 Validation tests for the innovation distribution in INAR time series models
by Simos Meintanis & Dimitris Karlis - 1243-1261 Beran-based approach for single-index models under censoring
by Ewa Strzalkowska-Kominiak & Ricardo Cao - 1263-1277 Bootstrap prediction intervals in beta regressions
by Patrícia Espinheira & Silvia Ferrari & Francisco Cribari-Neto - 1279-1300 Pitman closeness of $$k$$ k -records from two sequences to progressive Type-II censored order statistics
by Elham Mirfarah & Jafar Ahmadi - 1301-1320 Using RngStreams for parallel random number generation in C++ and R
by Andrew Karl & Randy Eubank & Jelena Milovanovic & Mark Reiser & Dennis Young - 1321-1343 An efficient algorithm for structured sparse quantile regression
by Vahid Nassiri & Ignace Loris - 1345-1363 A new resampling method for sampling designs without replacement: the doubled half bootstrap
by Erika Antal & Yves Tillé - 1365-1379 Goodness-of-fit tests for a semiparametric model under random double truncation
by Carla Moreira & Jacobo Uña-Álvarez & Ingrid Keilegom - 1381-1402 Testing in linear composite quantile regression models
by Rong Jiang & Wei-Min Qian & Jing-Ru Li
June 2014, Volume 29, Issue 3
- 403-405 Sparse matrices in data analysis
by Nickolay Trendafilov & Martin Kleinsteuber & Hui Zou - 407-430 High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
by Peter Bühlmann & Jacopo Mandozzi - 431-454 From simple structure to sparse components: a review
by Nickolay Trendafilov - 455-465 Regularized principal components of heritability
by Yixin Fang & Yang Feng & Ming Yuan - 467-487 Robust PCA and subspace tracking from incomplete observations using $$\ell _0$$ ℓ 0 -surrogates
by Clemens Hage & Martin Kleinsteuber - 489-513 Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
by Charles Bouveyron & Camille Brunet-Saumard - 515-528 Sparse distance metric learning
by Tze Choy & Nicolai Meinshausen - 529-546 Sensitivity analysis for inference with partially identifiable covariance matrices
by Max G’Sell & Shai Shen-Orr & Robert Tibshirani - 547-568 Sparse matrices in frame theory
by Felix Krahmer & Gitta Kutyniok & Jakob Lemvig - 569-590 Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
by P.-A. Absil & Luca Amodei & Gilles Meyer - 591-621 Fixed-rank matrix factorizations and Riemannian low-rank optimization
by Bamdev Mishra & Gilles Meyer & Silvère Bonnabel & Rodolphe Sepulchre - 623-639 Sparse trace norm regularization
by Jianhui Chen & Jieping Ye - 641-659 Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring
by Pao-sheng Shen - 661-683 Holonomic gradient descent for the Fisher–Bingham distribution on the $$d$$ d -dimensional sphere
by Tamio Koyama & Hiromasa Nakayama & Kenta Nishiyama & Nobuki Takayama - 685-713 Copula selection for graphical models in continuous Estimation of Distribution Algorithms
by Rogelio Salinas-Gutiérrez & Arturo Hernández-Aguirre & Enrique Villa-Diharce - 715-741 Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
by Giampiero Marra & Rosalba Radice & Silvia Missiroli - 743-767 On the implementation of LIR: the case of simple linear regression with interval data
by Marco Cattaneo & Andrea Wiencierz - 769-798 Using sliced mean variance–covariance inverse regression for classification and dimension reduction
by Charles Lindsey & Simon Sheather & Joseph McKean - 799-811 Fast algorithms for a space-time concordance measure
by Sergio Rey - 813-828 Semiparametric regression analysis for clustered doubly-censored data
by Pao-sheng Shen - 829-848 Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
by Han Shang - 849-867 Canonical Forest
by Yu-Chuan Chen & Hyejung Ha & Hyunjoong Kim & Hongshik Ahn - 869-889 Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery
by Hui-Qiong Li & Man-Lai Tang & Weng-Kee Wong - 891-894 Remarks on a parameter estimation for von Mises–Fisher distributions
by Árpád Baricz
February 2014, Volume 29, Issue 1
- 1-2 Proceedings of Reisensburg 2011
by Harald Binder & Hans Kestler & Matthias Schmid - 3-35 Model-based boosting in R: a hands-on tutorial using the R package mboost
by Benjamin Hofner & Andreas Mayr & Nikolay Robinzonov & Matthias Schmid - 37-50 Music and timbre segmentation by recursive constrained K-means clustering
by Sebastian Krey & Uwe Ligges & Friedrich Leisch - 51-63 minPtest: a resampling based gene region-level testing procedure for genetic case-control studies
by Stefanie Hieke & Harald Binder & Alexandra Nieters & Martin Schumacher - 65-80 Spectral graph features for the classification of graphs and graph sequences
by Miriam Schmidt & Günther Palm & Friedhelm Schwenker - 81-95 Identifying predictive hubs to condense the training set of $$k$$ -nearest neighbour classifiers
by Ludwig Lausser & Christoph Müssel & Alexander Melkozerov & Hans Kestler - 97-115 Inferring Boolean functions via higher-order correlations
by Markus Maucher & David Kracht & Steffen Schober & Martin Bossert & Hans Kestler - 117-119 The 2011 data Expo of the American Statistical Association
by Dianne Cook - 121-132 A graphical exploration of the Deepwater Horizon oil spill
by Lendie Follett & Ulrike Genschel & Heike Hofmann - 133-140 Effect of Oil Spill on Birds: A Graphical Assay of the Deepwater Horizon Oil Spill’s Impact on Birds
by Tony Tran & Aida Yazdanparast & Eric Suess - 141-157 Detecting the impact area of BP deepwater horizon oil discharge: an analysis by time varying coefficient logistic models and boosted trees
by Tianxi Li & Chao Gao & Meng Xu & Bala Rajaratnam - 159-187 Counting subsets of contingency tables
by George Fishman - 189-214 Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals
by Ming Lee & Michael Khoo - 215-232 Improved tests for the equality of normal coefficients of variation
by K. Krishnamoorthy & Meesook Lee - 233-261 On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models
by Rachida Ouysse - 263-281 Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations
by Lan Zhou & Huijun Pan - 283-306 Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
by Göran Kauermann & Renate Meyer - 307-330 On heterogeneous latent class models with applications to the analysis of rating scores
by Aurélie Bertrand & Christian Hafner - 331-361 Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk
by Yi-Ping Chang & Chih-Tun Yu - 363-401 Minimum $$K_{\phi }$$ K ϕ -divergence estimators for multinomial models and applications
by M. Jiménez-Gamero & R. Pino-Mejías & A. Rufián-Lizana
December 2013, Volume 28, Issue 6
- 2379-2414 Neighbourhood of spatial areas in the physical and socio-economical context
by Andrzej Młodak - 2415-2447 Threshold variable selection of asymmetric stochastic volatility models
by Cathy Chen & Feng-Chi Liu & Mike So - 2449-2464 Generalized joint Procrustes analysis
by Kohei Adachi - 2465-2477 Bayesian estimation of the expected time of first arrival past a truncated time T: the case of NHPP with power law intensity
by M. Aminzadeh