# Springer

# Computational Statistics

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### 2016, Volume 31, Issue 1

**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

### 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**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 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