# Elsevier

# Computational Statistics & Data Analysis

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### 2016, Volume 103, Issue C

**401-412 The use of random-effect models for high-dimensional variable selection problems***by*Kwon, Sunghoon & Oh, Seungyoung & Lee, Youngjo**413-425 Semiparametric mixture: Continuous scale mixture approach***by*Xiang, Sijia & Yao, Weixin & Seo, Byungtae**426-437 Efficient computation of the quasi likelihood function for discretely observed diffusion processes***by*Höök, Lars Josef & Lindström, Erik

### 2016, Volume 102, Issue C

**1-22 Estimation of linear target-layer trajectories using cluttered point cloud data***by*Bryner, Darshan & Huffer, Fred & Rosenthal, Michael & Tucker, J. Derek & Srivastava, Anuj**23-36 Maximum likelihood estimation of triangular and polygonal distributions***by*Nguyen, Hien D. & McLachlan, Geoffrey J.**37-54 A simple testing procedure for unit root and model specification***by*Costantini, Mauro & Sen, Amit**55-66 Improved near-exact distributions for the product of independent Generalized Gamma random variables***by*Marques, Filipe J. & Loingeville, Florence**67-84 On bandwidth selection using minimal spanning tree for kernel density estimation***by*Sreevani, & Murthy, C.A.**85-97 Feature screening for generalized varying coefficient models with application to dichotomous responses***by*Xia, Xiaochao & Yang, Hu & Li, Jialiang**98-109 A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data***by*Feng, Sanying & Lian, Heng & Xue, Liugen

### 2016, Volume 101, Issue C

**1-11 EM algorithm in Gaussian copula with missing data***by*Ding, Wei & Song, Peter X.-K.**12-28 Symmetric adaptive smoothing regimens for estimation of the spatial relative risk function***by*Davies, Tilman M. & Jones, Khair & Hazelton, Martin L.**29-43 Inference and mixture modeling with the Elliptical Gamma Distribution***by*Hosseini, Reshad & Sra, Suvrit & Theis, Lucas & Bethge, Matthias**44-56 Computation of the autocovariances for time series with multiple long-range persistencies***by*McElroy, Tucker S. & Holan, Scott H.**57-63 Covariate-adjusted quantile inference with competing risks***by*Lee, Minjung & Han, Junhee**64-79 Bayesian nonparametric multiple testing***by*Cipolli III, William & Hanson, Timothy & McLain, Alexander C.**80-92 Change of spatiotemporal scale in dynamic models***by*Kim, Yongku & Berliner, L. Mark**93-109 Dynamic GSCANO (Generalized Structured Canonical Correlation Analysis) with applications to the analysis of effective connectivity in functional neuroimaging data***by*Zhou, Lixing & Takane, Yoshio & Hwang, Heungsun**110-120 Prior selection for panel vector autoregressions***by*Korobilis, Dimitris**121-136 A Bayesian method for simultaneous registration and clustering of functional observations***by*Wu, Zizhen & Hitchcock, David B.**137-147 Maximum likelihood estimation of the mixture of log-concave densities***by*Hu, Hao & Wu, Yichao & Yao, Weixin**148-160 A fast and objective multidimensional kernel density estimation method: fastKDE***by*O’Brien, Travis A. & Kashinath, Karthik & Cavanaugh, Nicholas R. & Collins, William D. & O’Brien, John P.**161-173 Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial***by*Bedair, Khaled & Hong, Yili & Li, Jie & Al-Khalidi, Hussein R.**174-185 Using link-preserving imputation for logistic partially linear models with missing covariates***by*Chen, Qixuan & Paik, Myunghee Cho & Kim, Minjin & Wang, Cuiling**186-208 Structure learning in Bayesian Networks using regular vines***by*Hobæk Haff, Ingrid & Aas, Kjersti & Frigessi, Arnoldo & Lacal, Virginia**209-225 Robust closed-form estimators for the integer-valued GARCH (1,1) model***by*Li, Qi & Lian, Heng & Zhu, Fukang**226-235 Data Shared Lasso: A novel tool to discover uplift***by*Gross, Samuel M. & Tibshirani, Robert**236-249 Random density functions with common atoms and pairwise dependence***by*Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.**250-276 Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise***by*Lee, Namgil & Choi, Hyemi & Kim, Sung-Ho**277-288 High resolution simulation of nonstationary Gaussian random fields***by*Kleiber, William**289-299 l1 regularized multiplicative iterative path algorithm for non-negative generalized linear models***by*Mandal, B.N. & Ma, Jun**300-315 Accurate pairwise convolutions of non-negative vectors via FFT***by*Wilson, Huon & Keich, Uri

### 2016, Volume 100, Issue C

**4-16 Spectral approach to parameter-free unit root testing***by*Bailey, Natalia & Giraitis, Liudas**17-36 Estimation and empirical performance of non-scalar dynamic conditional correlation models***by*Bauwens, Luc & Grigoryeva, Lyudmila & Ortega, Juan-Pablo**37-57 Efficient Gibbs sampling for Markov switching GARCH models***by*Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony**58-69 Semiparametric score driven volatility models***by*Blasques, Francisco & Ji, Jiangyu & Lucas, André**70-78 Bayesian nonparametric forecasting for INAR models***by*Bisaglia, Luisa & Canale, Antonio**79-98 Predicting the yield curve using forecast combinations***by*Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.**99-114 On selection of statistics for approximate Bayesian computing (or the method of simulated moments)***by*Creel, Michael & Kristensen, Dennis**115-130 State space modeling of Gegenbauer processes with long memory***by*Dissanayake, G.S. & Peiris, M.S. & Proietti, T.**131-152 Managing risk with a realized copula parameter***by*Fengler, Matthias R. & Okhrin, Ostap**153-159 Skewness and kurtosis of multivariate Markov-switching processes***by*Fiorentini, Gabriele & Planas, Christophe & Rossi, Alessandro**160-169 A simple test for a bubble based on growth and acceleration***by*Franses, Philip Hans**170-185 The uncertainty of conditional returns, volatilities and correlations in DCC models***by*Fresoli, Diego E. & Ruiz, Esther**186-204 The ability to correct the bias in the stable AD(1,1) model with a feedback effect***by*van Giersbergen, Noud P.A.**205-220 On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families***by*Giorgi, Emanuele & McNeil, Alexander J.**221-239 Revisiting useful approaches to data-rich macroeconomic forecasting***by*Groen, Jan J.J. & Kapetanios, George**240-264 Improved GMM estimation of panel VAR models***by*Hayakawa, Kazuhiko**265-303 On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions***by*Hayakawa, Kazuhiko & Nagata, Shuichi**304-317 On conditional covariance modelling: An approach using state space models***by*Hendrych, R. & Cipra, T.**318-330 Testing for the number of states in hidden Markov models***by*Holzmann, Hajo & Schwaiger, Florian**331-350 Matrix exponential stochastic volatility with cross leverage***by*Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu**351-368 Asymmetry in tail dependence in equity portfolios***by*Jondeau, Eric**369-382 Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods***by*Kapetanios, George & Marcellino, Massimiliano & Papailias, Fotis**383-400 Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach***by*Laurent, Sébastien & Lecourt, Christelle & Palm, Franz C.**401-423 Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects***by*Li, Rui & Wan, Alan T.K. & You, Jinhong**424-444 Generalized nonparametric smoothing with mixed discrete and continuous data***by*Li, Degui & Simar, Léopold & Zelenyuk, Valentin**445-466 Horizon effect in the term structure of long-run risk-return trade-offs***by*Okou, Cédric & Jacquier, Éric**467-494 Bootstrap prediction intervals for Markov processes***by*Pan, Li & Politis, Dimitris N.**495-511 The Fisher effect in the presence of time-varying coefficients***by*Panopoulou, Ekaterini & Pantelidis, Theologos**512-525 A simple and successful shrinkage method for weighting estimators of treatment effects***by*Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya**526-544 Neighbourhood GMM estimation of dynamic panel data models***by*Sarafidis, Vasilis**545-559 Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness***by*Spierdijk, Laura**560-581 The Split-SV model***by*Stojanović, Vladica S. & Popović, Biljana Č. & Milovanović, Gradimir V.**582-594 Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown***by*Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro**595-615 Linking Tukey’s legacy to financial risk measurement***by*Vijverberg, Chu-Ping C. & Vijverberg, Wim P.M. & Taşpınar, Süleyman**616-630 Bayesian model selection for unit root testing with multiple structural breaks***by*Vosseler, Alexander**633-644 The exact Gaussian likelihood estimation of time-dependent VARMA models***by*Alj, Abdelkamel & Jónasson, Kristján & Mélard, Guy**645-660 A bootstrap approximation for the distribution of the Local Whittle estimator***by*Arteche, Josu & Orbe, Jesus**661-675 Real-time factor model forecasting and the effects of instability***by*Clements, Michael P.**676-693 Adaptive bandwidth selection in the long run covariance estimator of functional time series***by*Horváth, Lajos & Rice, Gregory & Whipple, Stephen**694-711 Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data***by*Lin, Wei & González-Rivera, Gloria**712-733 Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors***by*McCulloch, J. Huston**734-762 Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models***by*Phillips, Garry D.A. & Liu-Evans, Gareth**763-772 A Gini-based unit root test***by*Shelef, Amit**773-793 Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes***by*Ziel, Florian**795-813 Dynamic equicorrelation stochastic volatility***by*Kurose, Yuta & Omori, Yasuhiro**814-829 A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection***by*Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro**830-846 Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach***by*Lubrano, Michel & Ndoye, Abdoul Aziz Junior**847-859 Fast computation of the deviance information criterion for latent variable models***by*Chan, Joshua C.C. & Grant, Angelia L.

### 2016, Volume 99, Issue C

**1-11 Robust regression estimation and inference in the presence of cellwise and casewise contamination***by*Leung, Andy & Zhang, Hongyang & Zamar, Ruben**12-24 Identification of proportionality structure with two-part models using penalization***by*Fang, Kuangnan & Wang, Xiaoyan & Shia, Ben-Chang & Ma, Shuangge**25-37 Testing hypothesis for a simple ordering in incomplete contingency tables***by*Li, Hui-Qiong & Tian, Guo-Liang & Jiang, Xue-Jun & Tang, Nian-Sheng**38-50 Bayesian inference of Weibull distribution based on left truncated and right censored data***by*Kundu, Debasis & Mitra, Debanjan**51-67 Generalized Poisson autoregressive models for time series of counts***by*Chen, Cathy W.S. & Lee, Sangyeol**68-80 A flexible zero-inflated model to address data dispersion***by*Sellers, Kimberly F. & Raim, Andrew**81-90 General sparse multi-class linear discriminant analysis***by*Safo, Sandra E. & Ahn, Jeongyoun**91-104 A generalized likelihood ratio test for normal mean when p is greater than n***by*Zhao, Junguang & Xu, Xingzhong**105-114 A multiple imputation approach for semiparametric cure model with interval censored data***by*Zhou, Jie & Zhang, Jiajia & McLain, Alexander C. & Cai, Bo**115-130 On point estimation of the abnormality of a Mahalanobis index***by*Elfadaly, Fadlalla G. & Garthwaite, Paul H. & Crawford, John R.**131-147 The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers***by*García-Escudero, Luis Angel & Gordaliza, Alfonso & Greselin, Francesca & Ingrassia, Salvatore & Mayo-Iscar, Agustín**148-170 A practical approximation algorithm for the LTS estimator***by*Mount, David M. & Netanyahu, Nathan S. & Piatko, Christine D. & Wu, Angela Y. & Silverman, Ruth**171-188 SMILE: A novel dissimilarity-based procedure for detecting sparse-specific profiles in sparse contingency tables***by*Emily, Mathieu & Hitte, Christophe & Mom, Alain**189-203 A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts***by*Stegeman, Alwin**204-222 Classification methods for Hilbert data based on surrogate density***by*Bongiorno, Enea G. & Goia, Aldo**223-234 Small area estimation of the Gini concentration coefficient***by*Fabrizi, Enrico & Trivisano, Carlo**235-247 On Liu’s simplicial depth and Randles’ interdirections***by*Serfling, Robert & Wang, Yunfei

### 2016, Volume 98, Issue C

**1-18 Sparse Tucker2 analysis of three-way data subject to a constrained number of zero elements in a core array***by*Ikemoto, Hiroki & Adachi, Kohei**19-30 Exact computation of the halfspace depth***by*Dyckerhoff, Rainer & Mozharovskyi, Pavlo**31-45 Destructive weighted Poisson cure rate models with bivariate random effects: Classical and Bayesian approaches***by*Gallardo, Diego I. & Bolfarine, Heleno & Pedroso-de-Lima, Antonio Carlos**46-59 High dimensional classifiers in the imbalanced case***by*Bak, Britta Anker & Jensen, Jens Ledet**60-70 A powerful FDR control procedure for multiple hypotheses***by*Zhao, Haibing & Fung, Wing Kam**71-78 Regression correlation coefficient for a Poisson regression model***by*Takahashi, Akihito & Kurosawa, Takeshi**79-90 Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models***by*Oedekoven, C.S. & King, R. & Buckland, S.T. & Mackenzie, M.L. & Evans, K.O. & Burger, L.W.**91-104 Estimating extreme tail risk measures with generalized Pareto distribution***by*Park, Myung Hyun & Kim, Joseph H.T.

### 2016, Volume 97, Issue C

**1-15 Mixture of functional linear models and its application to CO2-GDP functional data***by*Wang, Shaoli & Huang, Mian & Wu, Xing & Yao, Weixin**16-32 Fast computation of reconciled forecasts for hierarchical and grouped time series***by*Hyndman, Rob J. & Lee, Alan J. & Wang, Earo**33-46 A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family***by*Hirotsu, Chihiro & Yamamoto, Shoichi & Tsuruta, Harukazu**47-59 Semiparametric regression analysis of panel count data allowing for within-subject correlation***by*Yao, Bin & Wang, Lianming & He, Xin**60-70 Natural coordinate descent algorithm for L1-penalised regression in generalised linear models***by*Michoel, Tom**71-86 An exact approach to Bayesian sequential change point detection***by*Ruggieri, Eric & Antonellis, Marcus**87-97 A high-dimension two-sample test for the mean using cluster subspaces***by*Zhang, Jie & Pan, Meng**98-113 Sequentially Constrained Monte Carlo***by*Golchi, Shirin & Campbell, David A.**114-132 Multivariate models for dependent clusters of variables with conditional independence given aggregation variables***by*Joe, Harry & Sang, Peijun**133-150 Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures***by*Morris, Katherine & McNicholas, Paul D.**151-168 Robust testing for superiority between two regression curves***by*Boente, Graciela & Pardo-Fernández, Juan Carlos**169-183 A bivariate Birnbaum–Saunders regression model***by*Vilca, Filidor & Romeiro, Renata G. & Balakrishnan, N.

### 2016, Volume 96, Issue C

**1-11 The Expectation–Maximization approach for Bayesian quantile regression***by*Zhao, Kaifeng & Lian, Heng**12-23 HHCART: An oblique decision tree***by*Wickramarachchi, D.C. & Robertson, B.L. & Reale, M. & Price, C.J. & Brown, J.**24-39 Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error***by*Qin, Guoyou & Zhang, Jiajia & Zhu, Zhongyi**40-56 Estimation and variable selection for proportional response data with partially linear single-index models***by*Zhao, Weihua & Lian, Heng & Zhang, Riquan & Lai, Peng**57-73 Random forest for ordinal responses: Prediction and variable selection***by*Janitza, Silke & Tutz, Gerhard & Boulesteix, Anne-Laure**74-86 Estimation of survival and capture probabilities in open population capture–recapture models when covariates are subject to measurement error***by*Stoklosa, Jakub & Dann, Peter & Huggins, Richard M. & Hwang, Wen-Han**87-103 Structured variable selection via prior-induced hierarchical penalty functions***by*Yen, Tso-Jung & Yen, Yu-Min**104-119 Regularized estimation for the least absolute relative error models with a diverging number of covariates***by*Xia, Xiaochao & Liu, Zhi & Yang, Hu**120-132 Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios***by*Hart, Jeffrey D. & Choi, Taeryon & Yi, Seongbaek**133-144 Bayesian analysis of two-piece location–scale models under reference priors with partial information***by*Tu, Shiyi & Wang, Min & Sun, Xiaoqian**145-158 Graph-theoretic multisample tests of equality in distribution for high dimensional data***by*Petrie, Adam

### 2016, Volume 95, Issue C

**1-16 Bayesian variable selection for finite mixture model of linear regressions***by*Lee, Kuo-Jung & Chen, Ray-Bing & Wu, Ying Nian**17-23 Local computations of the iterative proportional scaling procedure for hierarchical models***by*Xu, Ping-Feng & Sun, Jubo & Shan, Na**24-38 Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models***by*Lee, Min Cherng & Mitra, Robin**39-56 A Bayesian hierarchical model for spatial extremes with multiple durations***by*Wang, Yixin & So, Mike K.P.**57-74 A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions***by*Koblents, Eugenia & Míguez, Joaquín & Rodríguez, Marco A. & Schmidt, Alexandra M.**75-82 Testing the order of a population spectral distribution for high-dimensional data***by*Qin, Yingli & Li, Weiming**83-94 On Moran’s I coefficient under heterogeneity***by*Zhang, Tonglin & Lin, Ge**95-108 Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions***by*Ikeda, Yuki & Kubokawa, Tatsuya & Srivastava, Muni S.**109-121 On quadratic logistic regression models when predictor variables are subject to measurement error***by*Stoklosa, Jakub & Huang, Yih-Huei & Furlan, Elise & Hwang, Wen-Han**122-132 Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling***by*Kahle, David J. & Young, Phil D. & Greer, Brandi A. & Young, Dean M.**133-149 Hierarchical independent component analysis: A multi-resolution non-orthogonal data-driven basis***by*Secchi, Piercesare & Vantini, Simone & Zanini, Paolo**150-160 Comparing conditional survival functions with missing population marks in a competing risks model***by*Bandyopadhyay, Dipankar & Jácome, M. Amalia**161-175 A time dependent Bayesian nonparametric model for air quality analysis***by*Gutiérrez, Luis & Mena, Ramsés H. & Ruggiero, Matteo**176-191 Case deletion diagnostics for GMM estimation***by*Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai**192-206 Exploratory failure time analysis in large scale genomics***by*Cheng, Cheng**207-221 A SAEM algorithm for fused lasso penalized NonLinear Mixed Effect Models: Application to group comparison in pharmacokinetics***by*Ollier, Edouard & Samson, Adeline & Delavenne, Xavier & Viallon, Vivian**222-239 Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits***by*He, Qianchuan & Kong, Linglong & Wang, Yanhua & Wang, Sijian & Chan, Timothy A. & Holland, Eric**243-258 Fast computation of large scale marginal extremes with multi-dimensional covariates***by*Raghupathi, Laks & Randell, David & Ewans, Kevin & Jonathan, Philip

### 2016, Volume 94, Issue C

**1-19 Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation***by*Kim, Minjo & Lee, Sangyeol**20-32 A triplot for multiclass classification visualisation***by*Gardner-Lubbe, Sugnet**33-48 Principal minimax support vector machine for sufficient dimension reduction with contaminated data***by*Zhou, Jingke & Zhu, Lixing**49-62 Fast and accurate computation for kernel estimators***by*Tang, Qingguo & Karunamuni, Rohana J.**63-74 A likelihood-free filtering method via approximate Bayesian computation in evaluating biological simulation models***by*Hasegawa, Takanori & Niida, Atsushi & Mori, Tomoya & Shimamura, Teppei & Yamaguchi, Rui & Miyano, Satoru & Akutsu, Tatsuya & Imoto, Seiya**75-85 A semiparametric scale-mixture regression model and predictive recursion maximum likelihood***by*Martin, Ryan & Han, Zhen**86-97 Diagnostic checking of the vector multiplicative error model***by*Ng, F.C. & Li, W.K. & Yu, Philip L.H.**98-119 A propensity score adjustment method for regression models with nonignorable missing covariates***by*Jiang, Depeng & Zhao, Puying & Tang, Niansheng**120-135 The Hawkes process with renewal immigration & its estimation with an EM algorithm***by*Wheatley, Spencer & Filimonov, Vladimir & Sornette, Didier**136-160 The generalized modified Weibull power series distribution: Theory and applications***by*Bagheri, S.F. & Bahrami Samani, E. & Ganjali, M.**161-174 Nonparametric estimation of a quantile density function by wavelet methods***by*Chesneau, Christophe & Dewan, Isha & Doosti, Hassan**175-192 A general procedure to combine estimators***by*Lavancier, F. & Rochet, P.**193-209 Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: A simulation study***by*Marino, Maria Francesca & Alfó, Marco**210-220 Parametric cost-effectiveness inference with skewed data***by*Bebu, Ionut & Luta, George & Mathew, Thomas & Kennedy, Paul A. & Agan, Brian K.**221-237 On stepwise pattern recovery of the fused Lasso***by*Qian, Junyang & Jia, Jinzhu**238-249 A sequential logistic regression classifier based on mixed effects with applications to longitudinal data***by*Zhang, Xin & Jeske, Daniel R. & Li, Jun & Wong, Vance**250-264 Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models***by*Svenson, Joshua & Santner, Thomas**265-274 Fixed factor analysis with clustered factor score constraint***by*Uno, Kohei & Satomura, Hironori & Adachi, Kohei**275-286 A modified local quadratic approximation algorithm for penalized optimization problems***by*Lee, Sangin & Kwon, Sunghoon & Kim, Yongdai**287-301 Adaptive conditional feature screening***by*Lin, Lu & Sun, Jing**302-316 Jackknife empirical likelihood test for high-dimensional regression coefficients***by*Zang, Yangguang & Zhang, Sanguo & Li, Qizhai & Zhang, Qingzhao**317-329 Interaction models for functional regression***by*Usset, Joseph & Staicu, Ana-Maria & Maity, Arnab**330-350 Simplicial principal component analysis for density functions in Bayes spaces***by*Hron, K. & Menafoglio, A. & Templ, M. & Hrůzová, K. & Filzmoser, P.**351-362 Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring***by*Aykroyd, Robert G. & Barber, Stuart & Miller, Luke R.**363-371 Analysis of long series of longitudinal ordinal data using marginalized models***by*Lee, Keunbaik & Sohn, Insuk & Kim, Donguk**372-390 Multivariate Fay–Herriot models for small area estimation***by*Benavent, Roberto & Morales, Domingo

### 2016, Volume 93, Issue C

**5-17 Identifying connected components in Gaussian finite mixture models for clustering***by*Scrucca, Luca**18-30 Clustering with the multivariate normal inverse Gaussian distribution***by*O’Hagan, Adrian & Murphy, Thomas Brendan & Gormley, Isobel Claire & McNicholas, Paul D. & Karlis, Dimitris**31-45 Model-based biclustering of clickstream data***by*Melnykov, Volodymyr**46-75 Mixture-based clustering for the ordered stereotype model***by*Fernández, D. & Arnold, R. & Pledger, S.**76-85 Mixtures of spatial spline regressions for clustering and classification***by*Nguyen, Hien D. & McLachlan, Geoffrey J. & Wood, Ian A.**86-96 Wavelet-based scalar-on-function finite mixture regression models***by*Ciarleglio, Adam & Todd Ogden, R.**97-106 On the estimation of mixtures of Poisson regression models with large number of components***by*Papastamoulis, Panagiotis & Martin-Magniette, Marie-Laure & Maugis-Rabusseau, Cathy**107-118 Nonparametric estimation of species richness using discrete k-monotone distributions***by*Chee, Chew-Seng & Wang, Yong**119-130 Finite mixture of nonlinear mixed-effects joint models in the presence of missing and mismeasured covariate, with application to AIDS studies***by*Lu, Xiaosun & Huang, Yangxin & Zhu, Yiliang**131-145 General framework and model building in the class of Hidden Mixture Transition Distribution models***by*Bolano, Danilo & Berchtold, André**146-161 Latent profile analysis with nonnormal mixtures: A Monte Carlo examination of model selection using fit indices***by*Morgan, Grant B. & Hodge, Kari J. & Baggett, Aaron R.**162-176 Mixtures of quantile regressions***by*Wu, Qiang & Yao, Weixin**177-191 Laplace mixture of linear experts***by*Nguyen, Hien D. & McLachlan, Geoffrey J.**192-208 Modelling receiver operating characteristic curves using Gaussian mixtures***by*Cheam, Amay S.M. & McNicholas, Paul D.**209-227 Maximum likelihood estimation and expectation–maximization algorithm for controlled branching processes***by*González, M. & Minuesa, C. & del Puerto, I.**228-245 EM algorithms for estimating the Bernstein copula***by*Dou, Xiaoling & Kuriki, Satoshi & Lin, Gwo Dong & Richards, Donald**246-254 Transdimensional sequential Monte Carlo using variational Bayes — SMCVB***by*McGrory, C.A. & Pettitt, A.N. & Titterington, D.M. & Alston, C.L. & Kelly, M.**257-269 Partially linear transformation cure models for interval-censored data***by*Hu, Tao & Xiang, Liming**270-284 Flexible estimation in cure survival models using Bayesian P-splines***by*Bremhorst, Vincent & Lambert, Philippe**285-293 Empirical likelihood confidence regions for one- or two- samples with doubly censored data***by*Shen, Junshan & Yuen, Kam Chuen & Liu, Chunling**294-307 Nonparametric regression with doubly truncated data***by*Moreira, C. & de Uña-Álvarez, J. & Meira-Machado, L.**308-323 Parametrically guided nonparametric density and hazard estimation with censored data***by*Talamakrouni, Majda & Van Keilegom, Ingrid & El Ghouch, Anouar**324-335 The liability threshold model for censored twin data***by*Holst, Klaus K. & Scheike, Thomas H. & Hjelmborg, Jacob B.**336-347 Causal mediation analysis for survival outcome with unobserved mediator–outcome confounders***by*Luo, Peng & Geng, Zhi**348-358 Goodness-of-fit test of the stratified mark-specific proportional hazards model with continuous mark***by*Sun, Yanqing & Li, Mei & Gilbert, Peter B.**359-372 Full Bayesian inference with hazard mixture models***by*Arbel, Julyan & Lijoi, Antonio & Nipoti, Bernardo**373-387 Bayesian network data imputation with application to survival tree analysis***by*Rancoita, Paola M.V. & Zaffalon, Marco & Zucca, Emanuele & Bertoni, Francesco & de Campos, Cassio P.**390-403 Sparse estimation of high-dimensional correlation matrices***by*Cui, Ying & Leng, Chenlei & Sun, Defeng