# Springer

# Computational Statistics

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### 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

### 2016, Volume 31, Issue 3

**829-844 The shooting S-estimator for robust regression***by*Viktoria Öllerer & Andreas Alfons & Christophe Croux**845-857 Robust likelihood inference for multivariate correlated count data***by*Tsung-Shan Tsou**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**879-898 Influence measures in ridge regression when the error terms follow an Ar(1) process***by*Tuğba Söküt Açar & M. Revan Özkale**899-922 Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates***by*Luke A. Prendergast & Alan F. Healey**923-941 Group-wise sufficient dimension reduction with principal fitted components***by*Kofi P. Adragni & Elias Al-Najjar & Sean Martin & Sai K. Popuri & Andrew M. Raim**943-972 Random Subspace Method for high-dimensional regression with the R package regRSM***by*Paweł Teisseyre & Robert A. Kłopotek & Jan Mielniczuk**973-988 Least squares generalized inferences in unbalanced two-component normal mixed linear model***by*Xuhua Liu & Xingzhong Xu & Jan Hannig**989-1013 Clustering bivariate mixed-type data via the cluster-weighted model***by*Antonio Punzo & Salvatore Ingrassia**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**1059-1078 Bayesian estimation of the half-normal regression model with deterministic frontier***by*Francisco J. Ortega & Jose M. Gavilan**1079-1105 Geometrically designed, variable knot regression splines***by*Vladimir K. Kaishev & Dimitrina S. Dimitrova & Steven Haberman & Richard J. Verrall**1107-1129 Polynomial spline estimation for partial functional linear regression models***by*Jianjun Zhou & Zhao Chen & Qingyan Peng**1131-1167 Robust estimation for varying index coefficient models***by*Jing Lv & Hu Yang & Chaohui Guo**1169-1202 Generalized moment estimation of stochastic differential equations***by*Márcio Poletti Laurini & Luiz Koodi Hotta**1203-1234 Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data***by*Jing Lv & Hu Yang & Chaohui Guo**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

### 2016, Volume 31, Issue 2

**409-424 A genetic algorithm for designing microarray experiments***by*A. H. M. Mahbub Latif & Edgar Brunner**425-449 Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and high-dimensional semicontinuous biomarker data***by*Bo Zhang & Wei Liu & Hui Zhang & Qihui Chen & Zhiwei Zhang**451-464 On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector***by*Soeun Kim & Jae Youn Ahn & Woojoo Lee**465-495 Correcting statistical models via empirical distribution functions***by*Alexander Munteanu & Max Wornowizki**497-511 Confidence interval estimation by a joint pivot method***by*Wangli Xu & Wei Yu & Zaixing Li**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**533-543 Selectiongain: an R package for optimizing multi-stage selection***by*Xuefei Mi & H. Friedrich Utz & Albrecht E. Melchinger**545-557 Introducing libeemd: a program package for performing the ensemble empirical mode decomposition***by*P. J. J. Luukko & J. Helske & E. Räsänen**559-577 Probability Distributome: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions***by*Ivo D. Dinov & Kyle Siegrist & Dennis K. Pearl & Alexandr Kalinin & Nicolas Christou**579-608 Comparison of Value-at-Risk models using the MCS approach***by*Mauro Bernardi & Leopoldo Catania**609-641 A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature***by*Yandan Yang & Hon Keung Tony Ng & Narayanaswamy Balakrishnan**643-669 A multistage algorithm for best-subset model selection based on the Kullback–Leibler discrepancy***by*Tao Zhang & Joseph E. Cavanaugh**671-691 A sequential multiple change-point detection procedure via VIF regression***by*Xiaoping Shi & Xiang-Sheng Wang & Dongwei Wei & Yuehua Wu**693-707 Semiparametric variable selection for partially varying coefficient models with endogenous variables***by*Jinyi Yuan & Peixin Zhao & Weiguo Zhang**709-728 Improving efficiency of data augmentation algorithms using Peskun’s theorem***by*Vivekananda Roy**729-748 Random variate generation and connected computational issues for the Poisson–Tweedie distribution***by*Alberto Baccini & Lucio Barabesi & Luisa Stracqualursi**749-770 Second-order generalized estimating equations for correlated count data***by*George Kalema & Geert Molenberghs & Wondwosen Kassahun**771-798 Density-based clustering with non-continuous data***by*Adelchi Azzalini & Giovanna Menardi**799-827 Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians***by*Philip L. H. Yu & Paul H. Lee & S. F. Cheung & Esther Y. Y. Lau & Doris S. Y. Mok & Harry C. Hui

### 2016, Volume 31, Issue 1

**1-24 Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach***by*Cathy W. S. Chen & Sangyeol Lee & Shu-Yu Chen**25-48 Bayesian estimation and inference for log-ACD models***by*Richard Gerlach & Shelton Peiris & Edward M. H. Lin**49-88 Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles***by*Genya Kobayashi**89-119 Bayesian accelerated life testing under competing log-location-scale family of causes of failure***by*Chiranjit Mukhopadhyay & Soumya Roy**121-137 Bayesian segmental growth mixture Tobit models with skew distributions***by*Getachew A. Dagne**139-163 On progressively first failure censored Lindley distribution***by*Madhulika Dube & Renu Garg & Hare Krishna**165-187 Bayesian beta regression with Bayesianbetareg R-package***by*Edilberto Cepeda-Cuervo & Daniel Jaimes & Margarita Marín & Javier Rojas**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**227-246 Prediction intervals based on Gompertz doubly censored data***by*S. F. Niazi Ali**247-268 Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method***by*Yan-Yong Zhao & Jin-Guan Lin & Xing-Fang Huang**269-289 Practical use of robust GCV and modified GCV for spline smoothing***by*Mark A. Lukas & Frank R. Hoog & Robert S. Anderssen**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**353-367 Combining dissimilarity matrices by using rank correlations***by*Ilaria L. Amerise & Agostino Tarsitano**369-386 Determining cutoff values of prognostic factors in survival data with competing risks***by*Sook-young Woo & Seonwoo Kim & Jinheum Kim**387-408 Convexity of Gaussian chance constraints and of related probability maximization problems***by*Michel Minoux & Riadh Zorgati

### 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

### 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

### 2015, Volume 30, Issue 2

**293-316 Using visual statistical inference to better understand random class separations in high dimension, low sample size data***by*Niladri Roy Chowdhury & Dianne Cook & Heike Hofmann & Mahbubul Majumder & Eun-Kyung Lee & Amy Toth**317-344 Kernel-based mixture models for classification***by*Alejandro Murua & Nicolas Wicker**345-358 Simultaneous confidence interval for quantile regression***by*Yaeji Lim & Hee-Seok Oh**359-376 Shrinkage estimation in system regression model***by*Mohammad Arashi & Mahdi Roozbeh**377-397 Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model***by*Luís Meira-Machado & Jacobo Uña-Álvarez & Somnath Datta**399-418 Bayesian variable selection in multinomial probit model for classifying high-dimensional data***by*Aijun Yang & Yunxian Li & Niansheng Tang & Jinguan Lin**419-440 Prospective space–time surveillance with cumulative surfaces for geographical identification of the emerging cluster***by*Thais Paiva & Renato Assunção & Taynãna Simões**441-461 Assessing the impact of uniform and nonuniform differential item functioning items on Rasch measure: the polytomous case***by*Silvia Golia**463-475 Reduced $$k$$ k -means clustering with MCA in a low-dimensional space***by*Masaki Mitsuhiro & Hiroshi Yadohisa**477-490 A general purpose module using refined descriptive sampling for installation in simulation systems***by*Abdelouhab Aloui & Arezki Zioui & Megdouda Ourbih-Tari & Amine Alioui**491-516 Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods***by*Didit Nugroho & Takayuki Morimoto**517-537 Semiparametric stochastic volatility modelling using penalized splines***by*Roland Langrock & Théo Michelot & Alexander Sohn & Thomas Kneib**539-568 Penalized function-on-function regression***by*Andrada Ivanescu & Ana-Maria Staicu & Fabian Scheipl & Sonja Greven**569-592 Weighted quantile regression for longitudinal data***by*Xiaoming Lu & Zhaozhi Fan**593-604 Saddlepoint $$p$$ p -values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design***by*Ehab Abd-Elfattah**605-623 Pooled parametric inference for minimal repair systems***by*Morteza Amini & Narayanaswamy Balakrishnan**625-639 An iterative approach to minimize the mean squared error in ridge regression***by*Ka Wong & Sung Chiu

### 2015, Volume 30, Issue 1

**1-28 A best linear threshold classification with scale mixture of skew normal populations***by*Hea-Jung Kim**29-41 A GS-CORE algorithm for performing a reduction test on multiple gene sets and their core genes***by*Tae Yang**43-55 Variable selection for varying-coefficient models with the sparse regularization***by*Hidetoshi Matsui & Toshihiro Misumi**57-80 S-estimation of hidden Markov models***by*Alessio Farcomeni & Luca Greco**81-96 Study of compound generalized Nakagami–generalized inverse Gaussian distribution and related densities: application to ultrasound imaging***by*Abhinav Gupta & Karmeshu**97-105 Influence measure based on probabilistic behavior of regression estimators***by*Myung Kim**107-129 Estimating cell probabilities in contingency tables with constraints on marginals/conditionals by geometric programming with applications***by*Xinlei Wang & Johan Lim & Seung-Jean Kim & Kyu Hahn**131-150 On the genetic algorithm with adaptive mutation rate and selected statistical applications***by*André Pereira & Bernardo Andrade**151-189 An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods***by*N. Balakrishnan & Suvra Pal**191-203 Variable selection after screening: with or without data splitting?***by*Xiaoyi Zhu & Yuhong Yang**205-229 Bayesian structured variable selection in linear regression models***by*Min Wang & Xiaoqian Sun & Tao Lu**231-249 Model evaluation, discrepancy function estimation, and social choice theory***by*Andrew Neath & Joseph Cavanaugh & Adam Weyhaupt**251-277 Association rule mining through adaptive parameter control in particle swarm optimization***by*K. Indira & S. Kanmani**279-292 Generalized data-fitting factor analysis with multiple quantification of categorical variables***by*Naomichi Makino

### 2014, Volume 29, Issue 6

**1403-1426 A generalized Newton algorithm for quantile regression models***by*Songfeng Zheng**1427-1445 Row–column interaction models, with an R implementation***by*Thomas Yee & Alfian Hadi**1447-1468 An e–E-insensitive support vector regression machine***by*Amir Safari**1469-1479 Efficient computation for the Poisson binomial distribution***by*Bruce Barrett & J. Gray**1481-1496 Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction***by*Yushu Li & Simon Reese**1497-1513 Functional data classification: a wavelet approach***by*Chung Chang & Yakuan Chen & R. Ogden**1515-1541 A VIF-based optimization model to alleviate collinearity problems in multiple linear regression***by*Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho**1543-1570 Dynamic activity analysis model-based win-win development forecasting under environment regulations in China***by*Shiyi Chen & Wolfgang Härdle**1571-1592 Quantile regression of right-censored length-biased data using the Buckley–James-type method***by*Jung-Yu Cheng & Shinn-Jia Tzeng**1593-1608 A Levene-type test of homogeneity of variances against ordered alternatives***by*Philip Pallmann & Ludwig Hothorn & Gemechis Djira**1609-1636 Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies***by*Renato Guseo & Cinzia Mortarino**1637-1650 Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes***by*Cécile Hardouin & Xavier Guyon**1651-1665 Composite support vector quantile regression estimation***by*Jooyong Shim & Changha Hwang & Kyungha Seok**1667-1690 Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation***by*H. Abebe & F. Tan & G. Breukelen & M. Berger**1691-1711 A rank test based on the moments of order statistics of the modified Makeham distribution***by*T. Ogura & H. Murakami**1713-1726 Transformation-based model averaged tail area inference***by*Wei Yu & Wangli Xu & Lixing Zhu**1727-1748 Targeted smoothing parameter selection for estimating average causal effects***by*Jenny Häggström & Xavier Luna**1749-1767 A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics***by*Jasmit Shah & Somnath Datta & Susmita Datta**1769-1791 Dandelion plot: a method for the visualization of R-mode exploratory factor analyses***by*Artür Manukyan & Erhan Çene & Ahmet Sedef & Ibrahim Demir**1793-1798 Permanents, $$\alpha $$ α -permanents and Sinkhorn balancing***by*Francis Sullivan & Isabel Beichl

### 2014, Volume 29, Issue 5

**895-929 On the construction of an aggregated measure of the development of interval data***by*Andrzej Młodak**931-943 Second-order least-squares estimation for regression models with autocorrelated errors***by*Dedi Rosadi & Shelton Peiris**945-957 On maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions***by*Kurt Hornik & Bettina Grün**959-980 On the zero-modified poisson model: Bayesian analysis and posterior divergence measure***by*Katiane Conceição & Marinho Andrade & Francisco Louzada**981-1003 Estimation of relative risk using a log-binomial model with constraints***by*Ji Luo & Jiajia Zhang & Han Sun**1005-1023 Adaptive basis expansion via $$\ell _1$$ ℓ 1 trend filtering***by*Daeju Kim & Shuichi Kawano & Yoshiyuki Ninomiya**1025-1043 Bayesian approach for mixture models with grouped data***by*Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee**1045-1063 Phase and multifractality analyses of random price time series by finite-range interacting biased voter system***by*Hongli Niu & Jun Wang**1065-1081 Statistical application of barycentric rational interpolants: an alternative to splines***by*Rose Baker & Dan Jackson**1083-1094 Comparing exponential location parameters with several controls under heteroscedasticity***by*A. Malekzadeh & M. Kharrati-Kopaei & S. Sadooghi-Alvandi**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

### 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