# Springer

# Computational Statistics

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### June 2014, Volume 29, Issue 3

**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

### February 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

### December 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

### October 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

### August 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**1485-1500 Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution***by*Jie Jiang & Xinsheng Liu & Keming Yu**1501-1527 An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters***by*Hristos Tyralis & Demetris Koutsoyiannis & Stefanos Kozanis**1529-1547 Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package***by*Alexandre Brouste & Stefano Iacus**1549-1570 Nonlinear nonparametric mixed-effects models for unsupervised classification***by*Laura Azzimonti & Francesca Ieva & Anna Maria Paganoni**1571-1597 Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm***by*Luca Bagnato & Antonio Punzo**1599-1615 Statistical inference of risk ratio in a correlated $$2 \times 2$$ table with structural zero***by*Shun-Fang Wang & Xue-Ren Wang**1617-1637 On robust cross-validation for nonparametric smoothing***by*Oliver Morell & Dennis Otto & Roland Fried**1639-1661 Multiple deletion diagnostics in beta regression models***by*Li-Chu Chien**1663-1680 Computing the noncentral gamma distribution, its inverse and the noncentrality parameter***by*Izabela Oliveira & Daniel Ferreira**1681-1698 Estimation of intra-cluster correlation coefficient via the failure of Bartlett’s second identity***by*Tsung-Shan Tsou & Wan-Chen Chen**1699-1714 A simple and efficient algorithm for fused lasso signal approximator with convex loss function***by*Lichun Wang & Yuan You & Heng Lian**1715-1724 Reducing bias of the maximum likelihood estimator of shape parameter for the gamma Distribution***by*Jin Zhang**1725-1748 The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods***by*Jörg Wensch & Monika Wensch-Dorendorf & Hermann Swalve**1749-1773 An accept-reject algorithm for the positive multivariate normal distribution***by*Carsten Botts**1775-1811 No effect tests in regression on functional variable and some applications to spectrometric studies***by*Laurent Delsol**1813-1834 Contour estimation via two fidelity computer simulators under limited resources***by*Ray-Bing Chen & Ying-Chao Hung & Weichung Wang & Sung-Wei Yen**1835-1852 Sparse dimension reduction for survival data***by*Changrong Yan & Dixin Zhang**1853-1880 Inference for vast dimensional elliptical distributions***by*Yves Dominicy & Hiroaki Ogata & David Veredas

### June 2013, Volume 28, Issue 3

**893-917 Computational aspects of statistical intervals based on two Type-II censored samples***by*N. Balakrishnan & E. Beutner & E. Cramer**919-931 Bayesian model selection approach to the one way analysis of variance under homoscedasticity***by*J. Cano & C. Carazo & D. Salmerón**933-954 The new Neyman type A beta Weibull model with long-term survivors***by*Elizabeth Hashimoto & Gauss Cordeiro & Edwin Ortega**955-976 Challenging the curse of dimensionality in multivariate local linear regression***by*James Taylor & Jochen Einbeck**977-992 Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution***by*Saralees Nadarajah & Božidar Popović & Miroslav Ristić**993-1009 Test of misspecification with application to negative binomial distribution***by*K. Chua & S. Ong**1011-1016 A characterization for truncated cauchy random variables with nonzero skewness parameter***by*A. Shirvani & A. Soltani**1017-1034 Ridge estimation for multinomial logit models with symmetric side constraints***by*Faisal Zahid & Gerhard Tutz**1035-1059 Accurate higher-order likelihood inference on $$P(Y>X)$$***by*Giuliana Cortese & Laura Ventura**1061-1077 The exact bootstrap method shown on the example of the mean and variance estimation***by*Joanna Kisielinska**1079-1101 Variable selection and model choice in structured survival models***by*Benjamin Hofner & Torsten Hothorn & Thomas Kneib**1103-1131 Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity***by*Cathy Chen & Richard Gerlach**1133-1150 Distributions of numbers of runs and scans on directed acyclic graphs with generation***by*Kiyoshi Inoue & Sigeo Aki**1151-1167 Extracting informative variables in the validation of two-group causal relationship***by*Ying-Chao Hung & Neng-Fang Tseng**1169-1194 Group sequential comparison of two binomial proportions under ranked set sampling design***by*A. Hussein & H. Muttlak & M. Saleh**1195-1223 Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering***by*Isambi Mbalawata & Simo Särkkä & Heikki Haario**1225-1239 An omnibus test to detect time-heterogeneity in time series***by*Dominique Guégan & Philippe Peretti**1241-1267 Empirical likelihood method for multivariate Cox regression***by*Ming Zheng & Wen Yu**1269-1297 Testing homogeneity of variances with unequal sample sizes***by*I. Parra-Frutos**1299-1317 High-dimensional regression analysis with treatment comparisons***by*Heng-Hui Lue & Bing-Ran You**1319-1331 An efficient method for constructing uniform designs with large size***by*Yong-Dao Zhou & Kai-Tai Fang**1333-1350 Classical versus Bayesian risks in acceptance sampling: a sensitivity analysis***by*Carlos Pérez-González & Arturo Fernández**1351-1363 An efficient method of evaluating portfolio risk and return***by*Riccardo Bramante & Gimmi Dallago**1365-1382 Power maps in goodness-of-fit testing***by*T. Fischer & U. Kamps

### April 2013, Volume 28, Issue 2

**393-411 Monte Carlo maximum likelihood circle fitting using circular density functions***by*Ulric Lund**413-434 Testing linearity in semi-parametric functional data analysis***by*Germán Aneiros-Pérez & Philippe Vieu**435-453 Asymptotics for spectral regularization estimators in statistical inverse problems***by*Nicolai Bissantz & Hajo Holzmann**455-462 Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula***by*Thomas Blumentritt & Oliver Grothe**463-479 Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown***by*Gordon Ross & Dimitris Tasoulis & Niall Adams**481-491 Using wiki to build an e-learning system in statistics in the Arabic language***by*Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi**493-504 Lag weighted lasso for time series model***by*Heewon Park & Fumitake Sakaori**505-517 On maximization of the likelihood for the generalized gamma distribution***by*Angela Noufaily & M. Jones**519-539 Variable selection for market basket analysis***by*Katrin Dippold & Harald Hruschka**541-562 Monitoring kth order runs in binary processes***by*Christian Weiß**563-563 Erratum to: Monitoring kth order runs in binary processes***by*Christian Weiß**565-580 Goodness-of-fit indices for partial least squares path modeling***by*Jörg Henseler & Marko Sarstedt**581-596 Regression analysis of interval censored and doubly truncated data with linear transformation models***by*Pao-sheng Shen**597-619 Latent variable models for ordinal data by using the adaptive quadrature approximation***by*Silvia Cagnone & Paola Monari**621-646 Efficient identification of independence networks using mutual information***by*Davide Bacciu & Terence Etchells & Paulo Lisboa & Joe Whittaker**647-666 The linear combinations of biomarkers which maximize the partial area under the ROC curves***by*Man-Jen Hsu & Huey-Miin Hsueh**667-681 Efficient power computation for r out of m runs rules schemes***by*Rashid Mehmood & Muhammad Riaz & Ronald Does**683-700 Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service***by*A. Mohammadi & M. Salehi-Rad & E. Wit**701-734 Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples***by*Jorge Pérez-Rodríguez & Julián Andrada-Félix**735-749 Improvement in finite-sample properties of GMM-based Wald tests***by*Qihui Chen & Yu Ren**751-769 An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers***by*Wan-Lun Wang & Tsung-I Lin**771-788 Partial least squares classification for high dimensional data using the PCOUT algorithm***by*Asuman Turkmen & Nedret Billor**789-807 Iterative factor clustering of binary data***by*Alfonso Iodice D’Enza & Francesco Palumbo**809-829 On estimation of measurement error models with replication under heavy-tailed distributions***by*Jin-Guan Lin & Chun-Zheng Cao**831-850 MCMC using Markov bases for computing $$p$$ -values in decomposable log-linear models***by*Masahiro Kuroda & Hiroki Hashiguchi & Shigekazu Nakagawa & Zhi Geng**851-873 Compression-based distance between string data and its application to literary work classification based on authorship***by*Masaki Ishikawa & Hajime Kawakami**875-892 Studying the bandwidth in $$k$$ -sample smooth tests***by*Pablo Martínez-Camblor & Jacobo Uña-Álvarez

### December 2012, Volume 27, Issue 4

**585-604 Discriminant analysis for compositional data and robust parameter estimation***by*Peter Filzmoser & Karel Hron & Matthias Templ**605-626 Sparse principal components by semi-partition clustering***by*Doyo Enki & Nickolay Trendafilov**627-659 Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions***by*Carlos Coelho & Filipe Marques**661-683 Asymptotic expansions for the ability estimator in item response theory***by*Haruhiko Ogasawara**685-700 Estimating value at risk with semiparametric support vector quantile regression***by*Jooyong Shim & Yongtae Kim & Jangtaek Lee & Changha Hwang**701-714 Constrained EM algorithm with projection method***by*Keiji Takai**715-737 Flexible scan statistic test to detect disease clusters in hierarchical trees***by*Marcos Prates & Renato Assunção & Marcelo Costa**739-755 Likelihood ratio gradient estimation for Meixner distribution and Lévy processes***by*Reiichiro Kawai**757-777 Density estimation and comparison with a penalized mixture approach***by*Christian Schellhase & Göran Kauermann**779-797 Hybrid bootstrap aided unit root testing***by*C. Jentsch & J.-P. Kreiss & P. Mantalos & E. Paparoditis**799-803 A note on adding and deleting edges in hierarchical log-linear models***by*David Edwards

### September 2012, Volume 27, Issue 3

**381-392 Boxplot for circular variables***by*Ali Abuzaid & Ibrahim Mohamed & Abdul Hussin**393-410 A comparison of algorithms for the multivariate L 1 -median***by*Heinrich Fritz & Peter Filzmoser & Christophe Croux**411-425 Estimating the system order by subspace methods***by*Alfredo García-Hiernaux & José Casals & Miguel Jerez**427-457 Copula analysis of mixture models***by*M. Vrac & L. Billard & E. Diday & A. Chédin**459-471 The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution***by*A. Hayter & Y. Lin**473-486 Response surface models for the Leybourne unit root tests and lag order dependence***by*Jesús Otero & Jeremy Smith**487-497 Moment estimators for the two-parameter M-Wright distribution***by*Dexter Cahoy**499-521 Modeling fat tails in stock returns: a multivariate stable-GARCH approach***by*Matteo Bonato**523-530 Rayleigh projection depth***by*Yonggang Hu & Qiang Li & Yong Wang & Yi Wu**531-550 Lazy lasso for local regression***by*Diego Vidaurre & Concha Bielza & Pedro Larrañaga**551-571 Generalized canonical correlation analysis with missing values***by*Michel Velden & Yoshio Takane**573-584 Smoothing splines using compactly supported, positive definite, radial basis functions***by*Guoyi Zhang

### June 2012, Volume 27, Issue 2

**191-201 Permutation tests using least distance estimator in the multivariate regression model***by*Sooncheol Sohn & Byoung Jung & Myoungshic Jhun**203-218 A boosting method with asymmetric mislabeling probabilities which depend on covariates***by*Kenichi Hayashi**219-235 On the choice of a noninformative prior for Bayesian inference of discretized normal observations***by*Clemens Elster & Ignacio Lira**237-249 A new Bayesian procedure for testing point null hypotheses***by*Yuliang Yin**251-267 Specification tests for the response distribution in generalized linear models***by*Bernhard Klar & Simos Meintanis**269-283 Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood***by*Bruce Worton**285-298 Empirical properties of forecasts with the functional autoregressive model***by*Devin Didericksen & Piotr Kokoszka & Xi Zhang**299-317 Improved omnibus test statistic for normality***by*Shigekazu Nakagawa & Hiroki Hashiguchi & Naoto Niki**319-341 Multi–regime models for nonlinear nonstationary time series***by*Francesco Battaglia & Mattheos Protopapas**343-357 Testing for no effect via splines***by*Chin-Shang Li**359-380 Bayesian analysis of quantile regression for censored dynamic panel data***by*Genya Kobayashi & Hideo Kozumi

### March 2012, Volume 27, Issue 1

**1-12 Inference for Cox’s regression models via adjusted empirical likelihood***by*Yichuan Zhao & Ali Jinnah**13-28 Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling***by*Christian Brinch**29-49 Computing multiple-output regression quantile regions from projection quantiles***by*Davy Paindaveine & Miroslav Šiman**51-67 A generalized log-normal distribution and its goodness of fit to censored data***by*Bhupendra Singh & K. Sharma & Shubhi Rathi & Gajraj Singh**69-82 Goodness-of-fit for a concentrated von Mises-Fisher distribution***by*Adelaide Figueiredo**83-102 Functional outlier detection with robust functional principal component analysis***by*Pallavi Sawant & Nedret Billor & Hyejin Shin