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Content
December 2017, Volume 32, Issue 4
- 1339-1355 On moment-type estimators for a class of log-symmetric distributions
by N. Balakrishnan & Helton Saulo & Marcelo Bourguignon & Xiaojun Zhu - 1357-1373 A regression-based numerical scheme for backward stochastic differential equations
by Deng Ding & Xiaofei Li & Yiqi Liu - 1375-1393 An effective method to reduce the computational complexity of composite quantile regression
by Yanke Wu & Maozai Tian - 1395-1410 Fast implementation of the Tukey depth
by Xiaohui Liu - 1411-1421 Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi’s “zero bug”
by H.-J. Sun & Kaoru Fukuda & B. D. McCullough - 1423-1451 Dependence structure and test of independence for some well-known bivariate distributions
by M. Zargar & H. Jabbari & M. Amini - 1453-1480 Testing the equality of several linear regression models
by Filipe J. Marques & Carlos A. Coelho & Paulo C. Rodrigues - 1481-1513 Multivariate moment based extreme value index estimators
by Matias Heikkilä & Yves Dominicy & Pauliina Ilmonen - 1515-1532 Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach
by Alireza Ahmadabadi & Burcu Hudaverdi Ucer - 1533-1568 Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
by Tomás Barrio Castro & Andrii Bodnar & Andreu Sansó - 1569-1581 A new method to detect periodically correlated structure
by Mohammad Reza Mahmoudi & Mohsen Maleki - 1583-1596 A test for a parametric form of the volatility in second-order diffusion models
by Tianshun Yan & Changlin Mei - 1597-1620 Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
by Han Li & Kai Yang & Dehui Wang - 1621-1643 Fast derivatives of likelihood functionals for ODE based models using adjoint-state method
by Valdemar Melicher & Tom Haber & Wim Vanroose - 1645-1663 Quadratic properties of least-squares solutions of linear matrix equations with statistical applications
by Yongge Tian & Bo Jiang - 1665-1687 Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring
by Indrani Basak & N. Balakrishnan - 1689-1725 Nonparametric confidence intervals for ranked set samples
by Santu Ghosh & Arpita Chatterjee & N. Balakrishnan - 1727-1746 The joint signature of parallel systems for different permutations of failure times
by Leila Mohammadi - 1747-1765 Weighted least squares estimation for exchangeable binary data
by Dale Bowman & E. Olusegun George - 1767-1775 Efficient simulation from a gamma distribution with small shape parameter
by Chuanhai Liu & Ryan Martin & Nick Syring - 1777-1777 Erratum to: Bootstrap prediction intervals in beta regressions
by Patrícia L. Espinheira & Silvia L. P. Ferrari & Francisco Cribari-Neto
September 2017, Volume 32, Issue 3
- 803-843 A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution
by Vinny Davies & Richard Reeve & William T. Harvey & Francois F. Maree & Dirk Husmeier - 845-866 Bayesian inference on longitudinal-survival data with multiple features
by Tao Lu - 867-888 Frequentist standard errors of Bayes estimators
by DongHyuk Lee & Raymond J. Carroll & Samiran Sinha - 889-907 Statistical simulation based on right skewed distributions
by Kazushi Maruo & Takaharu Yamabe & Yusuke Yamaguchi - 909-928 An exact approach to ridge regression for big data
by Tonglin Zhang & Baijian Yang - 929-946 On weighted and locally polynomial directional quantile regression
by Pavel Boček & Miroslav Šiman - 947-975 Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
by Jing Lv & Chaohui Guo - 977-1001 Effects of measurement error on a class of single-index varying coefficient regression models
by Jianhong Shi & Qian Yang & Xiongya Li & Weixing Song - 1003-1025 Fully robust one-sided cross-validation for regression functions
by Olga Y. Savchuk & Jeffrey D. Hart - 1027-1046 Bandwidth matrix selectors for kernel regression
by Jan Koláček & Ivana Horová - 1047-1063 Optimal variance estimation based on lagged second-order difference in nonparametric regression
by WenWu Wang & Lu Lin & Li Yu - 1065-1081 Spurious regression due to neglected of non-stationary volatility
by Hao Jin & Si Zhang & Jinsuo Zhang - 1083-1113 Choosing the most relevant level sets for depicting a sample of densities
by Pedro Delicado & Philippe Vieu - 1115-1138 Identifying local smoothness for spatially inhomogeneous functions
by Dongik Jang & Hee-Seok Oh & Philippe Naveau - 1139-1163 Estimation of level set trees using adaptive partitions
by Lasse Holmström & Kyösti Karttunen & Jussi Klemelä - 1165-1189 Some hypothesis tests based on random projection
by Ricardo Fraiman & Leonardo Moreno & Sebastian Vallejo - 1191-1212 Canonical correlation for principal components of time series
by S. Yaser Samadi & L. Billard & M. R. Meshkani & A. Khodadadi
June 2017, Volume 32, Issue 2
- 387-407 Use of EM algorithm for data reduction under sparsity assumption
by Atanu Kumar Ghosh & Arnab Chakraborty - 409-428 Unsupervised learning of pharmacokinetic responses
by Elson Tomás & Susana Vinga & Alexandra M. Carvalho - 429-449 Likelihood inference for the destructive exponentially weighted Poisson cure rate model with Weibull lifetime and an application to melanoma data
by Suvra Pal & N. Balakrishnan - 451-474 A general class of scale-shape mixtures of skew-normal distributions: properties and estimation
by Ahad Jamalizadeh & Tsung-I Lin - 475-499 A non-negative matrix factorization model based on the zero-inflated Tweedie distribution
by Hiroyasu Abe & Hiroshi Yadohisa - 501-533 The dynamic random subgraph model for the clustering of evolving networks
by Rawya Zreik & Pierre Latouche & Charles Bouveyron - 535-557 An interactive graphical method for community detection in network data
by Andee Kaplan & Heike Hofmann & Daniel Nordman - 559-583 Uncertainty quantification for functional dependent random variables
by Simon Nanty & Céline Helbert & Amandine Marrel & Nadia Pérot & Clémentine Prieur - 585-609 Dimension reduction in functional regression with categorical predictor
by Guochang Wang - 611-630 A note on estimating the bent line quantile regression model
by Yanyang Yan & Feipeng Zhang & Xiaoying Zhou - 631-646 Nonsingular subsampling for regression S estimators with categorical predictors
by Manuel Koller & Werner A. Stahel - 647-666 Computational testing algorithmic procedure of assessment for lifetime performance index of Pareto products under progressive type I interval censoring
by Shu-Fei Wu & Jin-Yang Lu - 667-690 On the impact of model selection on predictor identification and parameter inference
by Ruth M. Pfeiffer & Andrew Redd & Raymond J. Carroll - 691-716 Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models
by Sagnik Datta & Ghislaine Gayraud & Eric Leclerc & Frederic Y. Bois - 717-761 Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
by Marco Grzegorczyk & Andrej Aderhold & Dirk Husmeier - 763-779 Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy
by Ali Baharev & Hermann Schichl & Endre Rév - 781-802 Optimum mechanism for breaking the confounding effects of mixed-level designs
by A. M. Elsawah & Hong Qin
March 2017, Volume 32, Issue 1
- 1-33 Comparative evaluation of various frequentist and Bayesian non-homogeneous Poisson counting models
by Marco Grzegorczyk & Mahdi Shafiee Kamalabad - 35-50 Noninformative priors for the ratio of the shape parameters of two Weibull distributions
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 51-69 Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances
by Clemens Elster & Gerd Wübbeler - 71-91 Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 93-125 A comparison of variational approximations for fast inference in mixed logit models
by Nicolas Depraetere & Martina Vandebroek - 127-143 Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis
by Aijun Yang & Xuejun Jiang & Lianjie Shu & Jinguan Lin - 145-177 Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models
by Alberto Lumbreras & Julien Velcin & Marie Guégan & Bertrand Jouve - 179-196 Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features
by Yangxin Huang & Tao Lu - 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