## Content

### December 2018, Volume 33, Issue 4

**1563-1587 Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies***by*Yuzhu Tian & Manlai Tang & Maozai Tian**1589-1603 A fast imputation algorithm in quantile regression***by*Hao Cheng & Ying Wei**1605-1625 Quantile regression for linear models with autoregressive errors using EM algorithm***by*Yuzhu Tian & Manlai Tang & Yanchao Zang & Maozai Tian**1627-1648 Estimation of spatial autoregressive models with measurement error for large data sets***by*Thomas Suesse**1649-1685 Simulation of Student–Lévy processes using series representations***by*Till Massing**1687-1713 Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme***by*Theodore Simos & Mike Tsionas**1715-1731 Bayesian time series regression with nonparametric modeling of autocorrelation***by*Tanujit Dey & Kun Ho Kim & Chae Young Lim**1733-1765 Forecasting seasonal time series data: a Bayesian model averaging approach***by*Alexander Vosseler & Enzo Weber**1767-1798 sppmix: Poisson point process modeling using normal mixture models***by*Athanasios C. Micheas & Jiaxun Chen**1799-1822 ClustGeo: an R package for hierarchical clustering with spatial constraints***by*Marie Chavent & Vanessa Kuentz-Simonet & Amaury Labenne & Jérôme Saracco**1823-1845 fastWKendall: an efficient algorithm for weighted Kendall correlation***by*Jie Lin & Donald A. Adjeroh & Bing-Hua Jiang & Yue Jiang**1847-1862 Applications of conditional power function of two-sample permutation test***by*Monjed H. Samuh & Fortunato Pesarin**1863-1896 Statistical inference for $$L^2$$ L 2 -distances to uniformity***by*L. Baringhaus & D. Gaigall & J. P. Thiele**1897-1921 Preliminary test estimation in system regression models in view of asymmetry***by*J. Kleyn & M. Arashi & S. Millard**1923-1938 Stability approach to selecting the number of principal components***by*Jiyeon Song & Seung Jun Shin**1939-1955 A correction of approximations used in sensitivity study of principal component analysis***by*Jacques Bénasséni

### September 2018, Volume 33, Issue 3

**1125-1126 Proceedings of Reisensburg 2014–2015***by*Hans A. Kestler & Bernd Bischl & Matthias Schmid**1127-1143 Model based optimization of a statistical simulation model for single diamond grinding***by*Swetlana Herbrandt & Uwe Ligges & Manuel Pinho Ferreira & Michael Kansteiner & Dirk Biermann & Wolfgang Tillmann & Claus Weihs**1145-1158 Finding small somatic structural variants in exome sequencing data: a machine learning approach***by*Matthias Kuhn & Thoralf Stange & Sylvia Herold & Christian Thiede & Ingo Roeder**1159-1172 Predicting measurements at unobserved locations in an electrical transmission system***by*Dirk Surmann & Uwe Ligges & Claus Weihs**1173-1194 Learning vector quantization classifiers for ROC-optimization***by*T. Villmann & M. Kaden & W. Hermann & M. Biehl**1195-1215 On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models***by*Heidi Seibold & Christoph Bernau & Anne-Laure Boulesteix & Riccardo De Bin**1217-1244 The odd log-logistic Topp–Leone G family of distributions: heteroscedastic regression models and applications***by*Morad Alizadeh & Fazlollah Lak & Mahdi Rasekhi & Thiago G. Ramires & Haitham M. Yousof & Emrah Altun**1245-1266 Additive–multiplicative hazards model with current status data***by*Wanrong Liu & Jianglin Fang & Xuewen Lu**1267-1292 Design of component reliability test plan for a series system having time dependent testing cost with the presence of covariates***by*M. Kumar & P. N. Bajeel**1293-1323 Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula***by*Jia-Han Shih & Takeshi Emura**1325-1348 Interval estimation of $$P(X***by*M. Mahdizadeh & Ehsan Zamanzade**1349-1366 Proportion estimation in ranked set sampling in the presence of tie information***by*Ehsan Zamanzade & Xinlei Wang**1367-1384 Inferences on the common mean of several normal populations under heteroscedasticity***by*Ahad Malekzadeh & Mahmood Kharrati-Kopaei**1385-1412 Sample selection models for count data in R***by*Karol Wyszynski & Giampiero Marra**1413-1428 Efficient computation of multivariate empirical distribution functions at the observed values***by*David Lee & Harry Joe**1429-1455 Semiparametric estimation of the link function in binary-choice single-index models***by*Alan P. Ker & Abdoul G. Sam**1457-1473 Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling***by*Kensuke Okada & Shin-ichi Mayekawa**1475-1496 High-dimensional variable selection with the plaid mixture model for clustering***by*Thierry Chekouo & Alejandro Murua**1497-1524 Transformation of variables and the condition number in ridge estimation***by*Román Salmerón & José García & Catalina García & María del Mar López**1525-1561 Rank-based Liu regression***by*Mohammad Arashi & Mina Norouzirad & S. Ejaz Ahmed & Bahadır Yüzbaşı

### June 2018, Volume 33, Issue 2

**563-593 Logistic regression diagnostics in ridge regression***by*M. Revan Özkale & Stanley Lemeshow & Rodney Sturdivant**595-621 Model selection criteria based on cross-validatory concordance statistics***by*Patrick Ten Eyck & Joseph E. Cavanaugh**623-638 H-relative error estimation for multiplicative regression model with random effect***by*Zhanfeng Wang & Zhuojian Chen & Zimu Chen**639-658 New designs to consistently estimate the isotonic regression***by*Ana Colubi & J. Santos Dominguez-Menchero & Gil Gonzalez-Rodriguez**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

**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

### June 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