# Springer

# Computational Statistics

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### 2014, Volume 79, Issue 1

**1-30 Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach***by*Joanna Janczura**31-67 Swing options in commodity markets: a multidimensional Lévy diffusion model***by*Marcus Eriksson & Jukka Lempa & Trygve Nilssen**69-85 The minor inequalities in the description of the set covering polyhedron of circulant matrices***by*Silvia Bianchi & Graciela Nasini & Paola Tolomei**87-117 Computational bounds for elevator control policies by large scale linear programming***by*Stefan Heinz & Jörg Rambau & Andreas Tuchscherer**119-133 Fitting concentric circles to measurements***by*Zvi Drezner & Jack Brimberg

### 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

### 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

### 2013, Volume 78, Issue 3

**301-314 Location of a distribution center for a perishable product***by*Zvi Drezner & Carlton Scott**315-339 Transshipment games with identical newsvendors and cooperation costs***by*Behzad Hezarkhani & Wiesław Kubiak**341-359 Prices stabilization for inexact unit-commitment problems***by*Sofia Zaourar & Jérôme Malick**361-371 How to divide a cake when people have different metabolism?***by*Luisa Carpente & Balbina Casas-Méndez & Javier Gozálvez & Natividad Llorca & Manuel Pulido & Joaquín Sánchez-Soriano**373-404 Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector***by*Liwei Zhang & Shaoyan Guo & Jia Wu & Shoulin Hao**405-415 Exact multivariate workload asymptotics***by*A. Es-Saghouani & M. Mandjes

### 2013, Volume 78, Issue 2

**149-169 Resource allocation games: a compromise stable extension of bankruptcy games***by*Soesja Grundel & Peter Borm & Herbert Hamers**171-186 Fall back equilibrium for $$2 \times n$$ bimatrix games***by*John Kleppe & Peter Borm & Ruud Hendrickx**187-202 Accessibility and stability of the coalition structure core***by*Sylvain Béal & Eric Rémila & Philippe Solal**203-220 On the convergence of a smoothed penalty algorithm for semi-infinite programming***by*Qian Liu & Changyu Wang & Xinmin Yang**221-242 ALOHA networks: a game-theoretic approach***by*Sebastián Marbán & Peter Ven & Peter Borm & Herbert Hamers**243-258 Variational inequalities over Euclidean balls***by*Nguyen Qui**259-284 Optimal advertising strategies with age-structured goodwill***by*Silvia Faggian & Luca Grosset**285-299 The prenucleolus and the prekernel for games with communication structures***by*Anna Khmelnitskaya & Peter Sudhölter

### 2013, Volume 78, Issue 1

**1-34 Variational convergence for vector-valued functions and its applications to convex multiobjective optimization***by*Rubén López**35-59 Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem***by*Alexander Engau & Miguel Anjos & Immanuel Bomze**61-76 Accelerated modified policy iteration algorithms for Markov decision processes***by*Oleksandr Shlakhter & Chi-Guhn Lee**77-100 Conditional Markov equilibria in discounted dynamic games***by*Mitri Kitti**101-118 A Wiener–Hopf based approach to numerical computations in fluctuation theory for Lévy processes***by*Peter Iseger & Paul Gruntjes & Michel Mandjes**119-148 On the $$M_t/M_t/K_t+M_t$$ queue in heavy traffic***by*Anatolii Puhalskii

### 2013, Volume 77, Issue 3

**279-289 Hedge algorithm and Dual Averaging schemes***by*Michel Baes & Michael Bürgisser**291-304 Aubin property and uniqueness of solutions in cone constrained optimization***by*Diethard Klatte & Bernd Kummer**305-321 Certification aspects of the fast gradient method for solving the dual of parametric convex programs***by*Stefan Richter & Colin Jones & Manfred Morari**323-343 On the approximability of adjustable robust convex optimization under uncertainty***by*Dimitris Bertsimas & Vineet Goyal**345-356 Portfolio-optimization models for small investors***by*Philipp Baumann & Norbert Trautmann**357-370 Causal statistical inference in high dimensions***by*Peter Bühlmann**371-380 An adaptive routing approach for personal rapid transit***by*Kaspar Schüpbach & Rico Zenklusen**381-391 A polynomial time approximation algorithm for the two-commodity splittable flow problem***by*Elke Eisenschmidt & Utz-Uwe Haus**393-405 Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems***by*Gauthier Maere d’Aertrycke & Alexander Shapiro & Yves Smeers**407-421 Shape-preserving dynamic programming***by*Yongyang Cai & Kenneth Judd**423-432 A note on generalized inverses***by*Paul Embrechts & Marius Hofert**433-443 A family of Newton methods for nonsmooth constrained systems with nonisolated solutions***by*Francisco Facchinei & Andreas Fischer & Markus Herrich**445-457 Tackling indeterminacy in overlapping generations models***by*Zhigang Feng**459-472 Computing generalized Nash equilibria by polynomial programming***by*Eleftherios Couzoudis & Philipp Renner

### 2013, Volume 77, Issue 2

**131-146 Fuzzy cores and fuzzy balancedness***by*Gerwald Gulick & Henk Norde**147-176 On spectral properties of finite population processor shared queues***by*Qiang Zhen & Charles Knessl**177-206 Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem***by*Pablo Azcue & Nora Muler**207-226 Optimal decision under ambiguity for diffusion processes***by*Sören Christensen**227-237 Counterexamples to a triality theorem for quadratic-exponential minimization problems***by*M. Voisei & C. Zălinescu**239-264 The stochastic shortest-path problem for Markov chains with infinite state space with applications to nearest-neighbor lattice chains***by*Daniel Lücking & Wolfgang Stadje**265-277 On relations between chance constrained and penalty function problems under discrete distributions***by*Martin Branda

### 2013, Volume 77, Issue 1

**1-14 Players indifferent to cooperate and characterizations of the Shapley value***by*C. Manuel & E. González-Arangüena & R. Brink**15-32 On the construction of component importance measures for semi-Markov systems***by*Mario Hellmich & Heinz-Peter Berg**33-64 Levitin–Polyak well-posedness by perturbations for systems of set-valued vector quasi-equilibrium problems***by*Jia-Wei Chen & Zhongping Wan & Yeol Cho**65-99 Two-step coalition values for multichoice games***by*Michael Jones & Jennifer Wilson**101-130 Primal-dual methods for the computation of trading regions under proportional transaction costs***by*Roland Herzog & Karl Kunisch & Jörn Sass

### 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

### 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

### 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

### 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

### 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

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