Printed from https://ideas.repec.org/s/spr/compst4.html
Content
June 2018, Volume 33, Issue 2
- 659-674 Robust empirical likelihood for partially linear models via weighted composite quantile regression
by Peixin Zhao & Xiaoshuang Zhou - 675-708 Robust estimation and moment selection in dynamic fixed-effects panel data models
by P. Čížek & M. Aquaro - 709-730 Estimating nonlinear effects in the presence of cure fraction using a semi-parametric regression model
by Thiago G. Ramires & Niel Hens & Gauss M. Cordeiro & Edwin M. M. Ortega - 731-756 A lack-of-fit test for generalized linear models via single-index techniques
by Chin-Shang Li & Minggen Lu - 757-786 On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables
by Jason S. Bergtold & Krishna P. Pokharel & Allen M. Featherstone & Lijia Mo - 787-806 Extending AIC to best subset regression
by J. G. Liao & Joseph E. Cavanaugh & Timothy L. McMurry - 807-836 On the zero-modified Poisson–Shanker regression model and its application to fetal deaths notification data
by Wesley Bertoli & Katiane S. Conceição & Marinho G. Andrade & Francisco Louzada - 837-861 Pairwise likelihood inference for the random effects probit model
by T.-F. Lo & P.-H. Ke & W.-J. Tsay - 863-885 Optimal difference-based estimation for partially linear models
by Yuejin Zhou & Yebin Cheng & Wenlin Dai & Tiejun Tong - 887-901 Generalized good lattice point sets
by Zong-Feng Qi & Xue-Ru Zhang & Yong-Dao Zhou - 903-931 Robust population designs for longitudinal linear regression model with a random intercept
by Xiao-Dong Zhou & Yun-Juan Wang & Rong-Xian Yue - 933-965 Choice of optimal second stage designs in two-stage experiments
by A. M. Elsawah - 967-982 Likelihood computation in the normal-gamma stochastic frontier model
by Bernardo B. Andrade & Geraldo S. Souza - 983-996 Working correlation structure selection in generalized estimating equations
by Liya Fu & Yangyang Hao & You-Gan Wang - 997-1015 A heuristic, iterative algorithm for change-point detection in abrupt change models
by Salvatore Fasola & Vito M. R. Muggeo & Helmut Küchenhoff - 1017-1045 A pruned recursive solution to the multiple change point problem
by Eric Ruggieri - 1047-1070 On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
by Nathan Uyttendaele - 1071-1090 Notes on kernel density based mode estimation using more efficient sampling designs
by Hani Samawi & Haresh Rochani & JingJing Yin & Daniel Linder & Robert Vogel - 1091-1123 Statistical inference in mechanistic models: time warping for improved gradient matching
by Mu Niu & Benn Macdonald & Simon Rogers & Maurizio Filippone & Dirk Husmeier
March 2018, Volume 33, Issue 1
- 1-29 Efficient importance sampling in low dimensions using affine arithmetic
by Richard G. Everitt - 31-74 Statistical inference under adaptive progressive censoring scheme
by M. M. Mohie El-Din & A. R. Shafay & M. Nagy - 75-98 Comparative study and sensitivity analysis of skewed spatial processes
by Jiangyan Wang & Miao Yang & Anandamayee Majumdar - 99-126 Objective bayesian analysis of the Yule–Simon distribution with applications
by Fabrizio Leisen & Luca Rossini & Cristiano Villa - 127-158 Efficient MCMC estimation of inflated beta regression models
by Phillip Li - 159-177 Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration
by Mary Kathryn Cowles & Stephen Bonett & Michael Seedorff - 179-212 Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
by Umberto Picchini & Adeline Samson - 213-234 Posterior simulation via the exponentially tilted signed root log-likelihood ratio
by Samer A. Kharroubi - 235-248 Objective Bayesian model selection approach to the two way analysis of variance
by J. A. Cano & C. Carazo & D. Salmerón - 249-275 Classical and Bayesian inference in two parameter exponential distribution with randomly censored data
by H. Krishna & N. Goel - 277-297 Bayesian estimation of generalized gamma shared frailty model
by Sukhmani Sidhu & Kanchan Jain & Suresh Kumar Sharma - 299-318 Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data
by Yasmina Ziane & Nabil Zougab & Smail Adjabi - 319-338 Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
by Chunzheng Cao & Mengqian Chen & Yahui Wang & Jian Qing Shi - 339-356 Improved parameter estimation of the log-logistic distribution with applications
by Joseph Reath & Jianping Dong & Min Wang - 357-377 A comparative study of methods for testing the equality of two or more ROC curves
by Arís Fanjul-Hevia & Wenceslao González-Manteiga - 379-411 A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
by Helmut Herwartz & Yabibal M. Walle - 413-441 Abrupt change in mean using block bootstrap and avoiding variance estimation
by Barbora Peštová & Michal Pešta - 443-465 On the invertibility of seasonally adjusted series
by Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana - 467-485 Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety
by Angelina Roche - 487-501 Calculating quantiles of noisy distribution functions using local linear regressions
by Björn Bornkamp - 503-525 A peeling algorithm for multiple testing on a random field
by Joungyoun Kim & Donghyeon Yu & Johan Lim & Joong-Ho Won - 527-548 Estimation of generalized structured component analysis models with alternating least squares
by Rainer Schlittgen - 549-562 Joint records from two exponential populations and associated inference
by William Volterman & R. Arabi Belaghi & N. Balakrishnan
December 2017, Volume 32, Issue 4
- 1213-1240 Bootstrap and permutation tests in ANOVA for directional data
by Adelaide Figueiredo - 1241-1283 An ‘apples to apples’ comparison of various tests for exponentiality
by J. S. Allison & L. Santana & N. Smit & I. J. H. Visagie - 1285-1308 Resampling based inference for a distribution function using censored ranked set samples
by M. Mahdizadeh & E. Strzalkowska-Kominiak - 1309-1322 Tests of perfect judgment ranking using pseudo-samples
by Saeid Amiri & Reza Modarres & Silvelyn Zwanzig - 1323-1338 A Monte Carlo evaluation of the performance of two new tests for symmetry
by James S. Allison & Charl Pretorius - 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