Printed from https://ideas.repec.org/s/spr/compst6.html
Content
October 2014, Volume 29, Issue 5
- 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 - 2479-2494 Efficient simulation of complete and censored samples from common bivariate exponential distributions
by Qinying He & H. Nagaraja & Chunjie Wu - 2495-2518 Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data
by Yayuan Zhu & Jingjing Wu & Xuewen Lu - 2519-2558 Improved ridge regression estimators for the logistic regression model
by A. Saleh & B. Kibria - 2559-2583 Asymptotic properties of the Bayes modal estimators of item parameters in item response theory
by Haruhiko Ogasawara - 2585-2598 Non-monotonic penalizing for the number of structural breaks
by Erhard Reschenhofer & David Preinerstorfer & Lukas Steinberger - 2599-2619 Benchmarking local classification methods
by Bernd Bischl & Julia Schiffner & Claus Weihs - 2621-2639 A parametric bootstrap approach for the equality of coefficients of variation
by Ali Jafari & Mohammad Kazemi - 2641-2678 Exploring the latent segmentation space for the assessment of multiple change-point models
by Yann Guédon - 2679-2707 Estimating standard errors in regular vine copula models
by Jakob Stöber & Ulf Schepsmeier - 2709-2718 Evaluation of confidence intervals for the kappa statistic when the assumption of marginal homogeneity is violated
by Sameer Parpia & John Koval & Allan Donner - 2719-2748 The power of bootstrap tests of cointegration rank
by Niklas Ahlgren & Jan Antell - 2749-2759 A PC algorithm variation for ordinal variables
by Flaminia Musella - 2761-2776 On testing the log-gamma distribution hypothesis by bootstrap
by Eduardo Gutiérrez González & José Villaseñor Alva & Olga Panteleeva & Humberto Vaquera Huerta - 2777-2796 Adaptive approximate Bayesian computation for complex models
by Maxime Lenormand & Franck Jabot & Guillaume Deffuant - 2797-2823 On the flexibility of the design of multiple try Metropolis schemes
by Luca Martino & Jesse Read - 2825-2848 Nonparametric prediction intervals for progressive Type-II censored order statistics based on $$k$$ k -records
by Elham Basiri & Jafar Ahmadi - 2849-2859 Empirical Bayes inference for the Weibull model
by M. Maswadah - 2861-2873 Bayesian lasso binary quantile regression
by Dries Benoit & Rahim Alhamzawi & Keming Yu
October 2013, Volume 28, Issue 5
- 1881-1914 Performance of derivative free search ANN training algorithm with time series and classification problems
by Shamsuddin Ahmed - 1915-1945 Factor analysis for paired ranked data with application on parent–child value orientation preference data
by Philip Yu & Paul Lee & W. Wan - 1947-1964 What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care
by Markus Jochmann - 1965-1987 The role of functional data analysis for instantaneous frequency estimation
by Minjeong Park & Sinsup Cho & Hee-Seok Oh - 1989-2005 Revisiting fitting monotone polynomials to data
by Kevin Murray & Samuel Müller & Berwin Turlach - 2007-2027 Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution
by Reyhaneh Rikhtehgaran & Iraj Kazemi - 2029-2047 An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes
by Hui-Xiu Zhao & Jin-Guan Lin - 2049-2065 Proposal adaptation in simulated annealing for continuous optimization problems
by Antti Solonen - 2067-2089 Multivariate elliptically contoured stable distributions: theory and estimation
by John Nolan - 2091-2115 Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
by Filipe Marques & Carlos Coelho - 2117-2138 Principal component histograms from interval-valued observations
by J. Le-Rademacher & L. Billard - 2139-2160 A new R package for actuarial survival models
by S. Nadarajah & S. Bakar - 2161-2183 Testing for multiple change points
by Jaromír Antoch & Daniela Jarušková - 2185-2210 Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
by Luís Meira-Machado & Javier Roca-Pardiñas & Ingrid Van Keilegom & Carmen Cadarso-Suárez - 2211-2230 On a general class of probability distributions and its applications
by Tak Mak & Fassil Nebebe - 2231-2239 Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data
by William Volterman & N. Balakrishnan - 2241-2265 Modified profile likelihood approach for certain intraclass correlation coefficients
by Yuanhui Xiao & Huayu Liu - 2267-2293 An efficient sampling scheme for dynamic generalized models
by Helio Migon & Alexandra Schmidt & Romy Ravines & João Pereira - 2295-2308 Discovering focal regions of slightly-aggregated sparse signals
by Shu-Chun Chen & Hsieh Fushing & Chii-Ruey Hwang - 2309-2331 Statistical analysis of autoregressive fractionally integrated moving average models in R
by Javier Contreras-Reyes & Wilfredo Palma - 2333-2347 GA-Ensemble: a genetic algorithm for robust ensembles
by Dong-Yop Oh & J. Gray - 2349-2365 Comparisons among some predictors of exponential distributions using Pitman closeness
by Mohammad Raqab & Jafar Ahmadi & Byan Arabli - 2367-2377 On simulating truncated stable random variables
by Mahdi Teimouri & Saralees Nadarajah
August 2013, Volume 28, Issue 4
- 1383-1384 A memorial for the Late Professor Wolfgang Polasek
by Yuichi Mori & Helmut Herwartz & Jürgen Symanzik - 1385-1452 Linear latent variable models: the lava-package
by Klaus Holst & Esben Budtz-Jørgensen - 1453-1462 Simplification of joint confidence regions for the parameters of the Pareto distribution
by Jin Zhang - 1463-1484 A single-index model procedure for interpolation intervals in time series
by Andrés Alonso & Ana Sipols & Silvia Quintas - 1485-1500 Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution
by Jie Jiang & Xinsheng Liu & Keming Yu - 1501-1527 An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters
by Hristos Tyralis & Demetris Koutsoyiannis & Stefanos Kozanis - 1529-1547 Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package
by Alexandre Brouste & Stefano Iacus - 1549-1570 Nonlinear nonparametric mixed-effects models for unsupervised classification
by Laura Azzimonti & Francesca Ieva & Anna Maria Paganoni - 1571-1597 Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm
by Luca Bagnato & Antonio Punzo - 1599-1615 Statistical inference of risk ratio in a correlated $$2 \times 2$$ table with structural zero
by Shun-Fang Wang & Xue-Ren Wang - 1617-1637 On robust cross-validation for nonparametric smoothing
by Oliver Morell & Dennis Otto & Roland Fried - 1639-1661 Multiple deletion diagnostics in beta regression models
by Li-Chu Chien - 1663-1680 Computing the noncentral gamma distribution, its inverse and the noncentrality parameter
by Izabela Oliveira & Daniel Ferreira - 1681-1698 Estimation of intra-cluster correlation coefficient via the failure of Bartlett’s second identity
by Tsung-Shan Tsou & Wan-Chen Chen - 1699-1714 A simple and efficient algorithm for fused lasso signal approximator with convex loss function
by Lichun Wang & Yuan You & Heng Lian - 1715-1724 Reducing bias of the maximum likelihood estimator of shape parameter for the gamma Distribution
by Jin Zhang - 1725-1748 The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods
by Jörg Wensch & Monika Wensch-Dorendorf & Hermann Swalve - 1749-1773 An accept-reject algorithm for the positive multivariate normal distribution
by Carsten Botts - 1775-1811 No effect tests in regression on functional variable and some applications to spectrometric studies
by Laurent Delsol - 1813-1834 Contour estimation via two fidelity computer simulators under limited resources
by Ray-Bing Chen & Ying-Chao Hung & Weichung Wang & Sung-Wei Yen - 1835-1852 Sparse dimension reduction for survival data
by Changrong Yan & Dixin Zhang - 1853-1880 Inference for vast dimensional elliptical distributions
by Yves Dominicy & Hiroaki Ogata & David Veredas
June 2013, Volume 28, Issue 3
- 893-917 Computational aspects of statistical intervals based on two Type-II censored samples
by N. Balakrishnan & E. Beutner & E. Cramer - 919-931 Bayesian model selection approach to the one way analysis of variance under homoscedasticity
by J. Cano & C. Carazo & D. Salmerón - 933-954 The new Neyman type A beta Weibull model with long-term survivors
by Elizabeth Hashimoto & Gauss Cordeiro & Edwin Ortega - 955-976 Challenging the curse of dimensionality in multivariate local linear regression
by James Taylor & Jochen Einbeck - 977-992 Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution
by Saralees Nadarajah & Božidar Popović & Miroslav Ristić - 993-1009 Test of misspecification with application to negative binomial distribution
by K. Chua & S. Ong - 1011-1016 A characterization for truncated cauchy random variables with nonzero skewness parameter
by A. Shirvani & A. Soltani - 1017-1034 Ridge estimation for multinomial logit models with symmetric side constraints
by Faisal Zahid & Gerhard Tutz - 1035-1059 Accurate higher-order likelihood inference on $$P(Y>X)$$
by Giuliana Cortese & Laura Ventura - 1061-1077 The exact bootstrap method shown on the example of the mean and variance estimation
by Joanna Kisielinska - 1079-1101 Variable selection and model choice in structured survival models
by Benjamin Hofner & Torsten Hothorn & Thomas Kneib - 1103-1131 Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity
by Cathy Chen & Richard Gerlach - 1133-1150 Distributions of numbers of runs and scans on directed acyclic graphs with generation
by Kiyoshi Inoue & Sigeo Aki - 1151-1167 Extracting informative variables in the validation of two-group causal relationship
by Ying-Chao Hung & Neng-Fang Tseng - 1169-1194 Group sequential comparison of two binomial proportions under ranked set sampling design
by A. Hussein & H. Muttlak & M. Saleh - 1195-1223 Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
by Isambi Mbalawata & Simo Särkkä & Heikki Haario - 1225-1239 An omnibus test to detect time-heterogeneity in time series
by Dominique Guégan & Philippe Peretti - 1241-1267 Empirical likelihood method for multivariate Cox regression
by Ming Zheng & Wen Yu - 1269-1297 Testing homogeneity of variances with unequal sample sizes
by I. Parra-Frutos - 1299-1317 High-dimensional regression analysis with treatment comparisons
by Heng-Hui Lue & Bing-Ran You - 1319-1331 An efficient method for constructing uniform designs with large size
by Yong-Dao Zhou & Kai-Tai Fang - 1333-1350 Classical versus Bayesian risks in acceptance sampling: a sensitivity analysis
by Carlos Pérez-González & Arturo Fernández - 1351-1363 An efficient method of evaluating portfolio risk and return
by Riccardo Bramante & Gimmi Dallago - 1365-1382 Power maps in goodness-of-fit testing
by T. Fischer & U. Kamps
April 2013, Volume 28, Issue 2
- 393-411 Monte Carlo maximum likelihood circle fitting using circular density functions
by Ulric Lund - 413-434 Testing linearity in semi-parametric functional data analysis
by Germán Aneiros-Pérez & Philippe Vieu - 435-453 Asymptotics for spectral regularization estimators in statistical inverse problems
by Nicolai Bissantz & Hajo Holzmann - 455-462 Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula
by Thomas Blumentritt & Oliver Grothe - 463-479 Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown
by Gordon Ross & Dimitris Tasoulis & Niall Adams - 481-491 Using wiki to build an e-learning system in statistics in the Arabic language
by Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi - 493-504 Lag weighted lasso for time series model
by Heewon Park & Fumitake Sakaori - 505-517 On maximization of the likelihood for the generalized gamma distribution
by Angela Noufaily & M. Jones - 519-539 Variable selection for market basket analysis
by Katrin Dippold & Harald Hruschka - 541-562 Monitoring kth order runs in binary processes
by Christian Weiß - 563-563 Erratum to: Monitoring kth order runs in binary processes
by Christian Weiß - 565-580 Goodness-of-fit indices for partial least squares path modeling
by Jörg Henseler & Marko Sarstedt - 581-596 Regression analysis of interval censored and doubly truncated data with linear transformation models
by Pao-sheng Shen - 597-619 Latent variable models for ordinal data by using the adaptive quadrature approximation
by Silvia Cagnone & Paola Monari - 621-646 Efficient identification of independence networks using mutual information
by Davide Bacciu & Terence Etchells & Paulo Lisboa & Joe Whittaker - 647-666 The linear combinations of biomarkers which maximize the partial area under the ROC curves
by Man-Jen Hsu & Huey-Miin Hsueh - 667-681 Efficient power computation for r out of m runs rules schemes
by Rashid Mehmood & Muhammad Riaz & Ronald Does - 683-700 Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service
by A. Mohammadi & M. Salehi-Rad & E. Wit - 701-734 Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
by Jorge Pérez-Rodríguez & Julián Andrada-Félix - 735-749 Improvement in finite-sample properties of GMM-based Wald tests
by Qihui Chen & Yu Ren - 751-769 An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers
by Wan-Lun Wang & Tsung-I Lin - 771-788 Partial least squares classification for high dimensional data using the PCOUT algorithm
by Asuman Turkmen & Nedret Billor - 789-807 Iterative factor clustering of binary data
by Alfonso Iodice D’Enza & Francesco Palumbo - 809-829 On estimation of measurement error models with replication under heavy-tailed distributions
by Jin-Guan Lin & Chun-Zheng Cao - 831-850 MCMC using Markov bases for computing $$p$$ -values in decomposable log-linear models
by Masahiro Kuroda & Hiroki Hashiguchi & Shigekazu Nakagawa & Zhi Geng - 851-873 Compression-based distance between string data and its application to literary work classification based on authorship
by Masaki Ishikawa & Hajime Kawakami - 875-892 Studying the bandwidth in $$k$$ -sample smooth tests
by Pablo Martínez-Camblor & Jacobo Uña-Álvarez
December 2012, Volume 27, Issue 4
- 585-604 Discriminant analysis for compositional data and robust parameter estimation
by Peter Filzmoser & Karel Hron & Matthias Templ - 605-626 Sparse principal components by semi-partition clustering
by Doyo Enki & Nickolay Trendafilov - 627-659 Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
by Carlos Coelho & Filipe Marques - 661-683 Asymptotic expansions for the ability estimator in item response theory
by Haruhiko Ogasawara - 685-700 Estimating value at risk with semiparametric support vector quantile regression
by Jooyong Shim & Yongtae Kim & Jangtaek Lee & Changha Hwang - 701-714 Constrained EM algorithm with projection method
by Keiji Takai - 715-737 Flexible scan statistic test to detect disease clusters in hierarchical trees
by Marcos Prates & Renato Assunção & Marcelo Costa - 739-755 Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
by Reiichiro Kawai - 757-777 Density estimation and comparison with a penalized mixture approach
by Christian Schellhase & Göran Kauermann - 779-797 Hybrid bootstrap aided unit root testing
by C. Jentsch & J.-P. Kreiss & P. Mantalos & E. Paparoditis - 799-803 A note on adding and deleting edges in hierarchical log-linear models
by David Edwards
September 2012, Volume 27, Issue 3
- 381-392 Boxplot for circular variables
by Ali Abuzaid & Ibrahim Mohamed & Abdul Hussin - 393-410 A comparison of algorithms for the multivariate L 1 -median
by Heinrich Fritz & Peter Filzmoser & Christophe Croux - 411-425 Estimating the system order by subspace methods
by Alfredo García-Hiernaux & José Casals & Miguel Jerez - 427-457 Copula analysis of mixture models
by M. Vrac & L. Billard & E. Diday & A. Chédin - 459-471 The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution
by A. Hayter & Y. Lin - 473-486 Response surface models for the Leybourne unit root tests and lag order dependence
by Jesús Otero & Jeremy Smith - 487-497 Moment estimators for the two-parameter M-Wright distribution
by Dexter Cahoy - 499-521 Modeling fat tails in stock returns: a multivariate stable-GARCH approach
by Matteo Bonato - 523-530 Rayleigh projection depth
by Yonggang Hu & Qiang Li & Yong Wang & Yi Wu - 531-550 Lazy lasso for local regression
by Diego Vidaurre & Concha Bielza & Pedro Larrañaga