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Content
March 2022, Volume 37, Issue 1
- 229-261 A hierarchical clustering method for random intervals based on a similarity measure
by Ana Belén Ramos-Guajardo - 263-286 Statistical inference for two Lindley populations under balanced joint progressive type-II censoring scheme
by Rajni Goel & Hare Krishna - 287-302 Bayesian group selection with non-local priors
by Weibing Li & Thierry Chekouo - 303-325 Simultaneous Bayesian modelling of skew-normal longitudinal measurements with non-ignorable dropout
by Oludare Samuel Ariyo & Matthew Adekunle Adeleke - 327-353 Bayesian analysis of partially linear, single-index, spatial autoregressive models
by Zhiyong Chen & Jianbao Chen - 355-379 Estimation of component reliability from superposed renewal processes by means of latent variables
by Agatha Rodrigues & Pascal Kerschke & Carlos Alberto de B. Pereira & Heike Trautmann & Carolin Wagner & Bernd Hellingrath & Adriano Polpo - 381-381 Correction to: Estimation of component reliability from superposed renewal processes by means of latent variables
by Agatha Rodrigues & Pascal Kerschke & Carlos Alberto B. Pereira & Heike Trautmann & Carolin Wagner & Bernd Hellingrath & Adriano Polpo - 383-402 Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data
by Yi Wu & Wei Yu & Xuejun Wang - 403-418 Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization
by James Allison & Bojana Milošević & Marko Obradović & Marius Smuts - 419-443 An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units
by Young-Geun Choi & Seunghwan Lee & Donghyeon Yu - 445-468 Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors
by Clécio da Silva Ferreira & Gilberto A. Paula & Gustavo C. Lana - 469-489 bccp: an R package for life-testing and survival analysis
by Mahdi Teimouri - 491-505 A simulated annealing-based algorithm for selecting balanced samples
by Roberto Benedetti & Maria Michela Dickson & Giuseppe Espa & Francesco Pantalone & Federica Piersimoni - 507-533 GSDAR: a fast Newton algorithm for $$\ell _0$$ ℓ 0 regularized generalized linear models with statistical guarantee
by Jian Huang & Yuling Jiao & Lican Kang & Jin Liu & Yanyan Liu & Xiliang Lu - 535-549 Deterministic sampling from uniform distributions with Sierpiński space-filling curves
by Hime Aguiar e Oliveira
December 2021, Volume 36, Issue 4
- 2313-2335 A new algorithm for fitting semi-parametric variance regression models
by Kristy P. Robledo & Ian C. Marschner - 2337-2377 Evaluating class and school effects on the joint student achievements in different subjects: a bivariate semiparametric model with random coefficients
by Chiara Masci & Francesca Ieva & Tommaso Agasisti & Anna Maria Paganoni - 2379-2411 A multigrid preconditioner for tensor product spline smoothing
by Martin Siebenborn & Julian Wagner - 2413-2434 Penalized spline estimation for panel count data model with time-varying coefficients
by Fei Qin & Zhangsheng Yu - 2435-2466 Additive models with autoregressive symmetric errors based on penalized regression splines
by Rodrigo A. Oliveira & Gilberto A. Paula - 2467-2489 Mixture cure rate models with neural network estimated nonparametric components
by Yujing Xie & Zhangsheng Yu - 2491-2506 A computational method for estimating a change point in the Cox hazard model
by G. Y. Arenas & J. A. Villaseñor & O. Palmeros & F. Tajonar - 2507-2533 Comparison of the EM, CEM and SEM algorithms in the estimation of finite mixtures of linear mixed models: a simulation study
by Luísa Novais & Susana Faria - 2535-2562 Optimal subsample selection for massive logistic regression with distributed data
by Lulu Zuo & Haixiang Zhang & HaiYing Wang & Liuquan Sun - 2563-2590 Reduced-bias estimation of spatial autoregressive models with incompletely geocoded data
by Flavio Santi & Maria Michela Dickson & Diego Giuliani & Giuseppe Arbia & Giuseppe Espa - 2591-2613 Spatial CART classification trees
by Avner Bar-Hen & Servane Gey & Jean-Michel Poggi - 2615-2642 Statistical inference for mixture GARCH models with financial application
by Maddalena Cavicchioli - 2643-2669 A Bayesian algorithm based on auxiliary variables for estimating GRM with non-ignorable missing data
by Jiwei Zhang & Zhaoyuan Zhang & Jian Tao - 2671-2699 Bayesian sparse convex clustering via global-local shrinkage priors
by Kaito Shimamura & Shuichi Kawano - 2701-2718 Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
by Elsa Vazquez & Jeffrey R. Wilson - 2719-2753 Weighted approximate Bayesian computation via Sanov’s theorem
by Cecilia Viscardi & Michele Boreale & Fabio Corradi - 2755-2787 Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions
by Mirza Nazmul Hasan & Roel Braekers - 2789-2811 Jump Markov chains and rejection-free Metropolis algorithms
by Jeffrey S. Rosenthal & Aki Dote & Keivan Dabiri & Hirotaka Tamura & Sigeng Chen & Ali Sheikholeslami - 2813-2840 Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data
by Andrzej Chmielowiec - 2841-2861 A new two-parameter discrete poisson-generalized Lindley distribution with properties and applications to healthcare data sets
by Emrah Altun - 2863-2887 Direct statistical inference for finite Markov jump processes via the matrix exponential
by Chris Sherlock - 2889-2915 Automatic differentiation and maximal correlation of order statistics from discrete parents
by Fernando López-Blázquez & Begoña Salamanca-Miño - 2917-2938 Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets
by Maria Lucia Parrella & Giuseppina Albano & Cira Perna & Michele La Rocca - 2939-2965 A computational validation for nonparametric assessment of spatial trends
by A. Meilán-Vila & R. Fernández-Casal & R. M. Crujeiras & M. Francisco-Fernández - 2967-2994 Bayesian joint inference for multivariate quantile regression model with L $$_{1/2}$$ 1 / 2 penalty
by Yu-Zhu Tian & Man-Lai Tang & Mao-Zai Tian - 2995-2995 Correction to: Bayesian joint inference for multivariate quantile regression model with L1/2 penalty
by Yu-Zhu Tian & Man-Lai Tang & Mao-Zai Tian
September 2021, Volume 36, Issue 3
- 1-26 On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
by Miriam Jaser & Aleksey Min - 1553-1560 The 2016 Data Challenge of the American Statistical Association
by Roya Amjadi & Wendy Martinez - 1561-1575 Predictive modeling of maximum injury severity and potential economic cost in a car accident based on the General Estimates System data
by Gunes Alkan & Robert Farrow & Haichen Liu & Clayton Moore & Hon Keung Tony Ng & Lynne Stokes & Yihan Xu & Ziyuan Xu & Yuzhi Yan & Yifan Zhong - 1577-1604 A hierarchical Bayes approach to adjust for selection bias in before–after analyses of vision zero policies
by Jonathan Auerbach & Christopher Eshleman & Rob Trangucci - 1605-1620 Analysis of drowsy driving: exploring subpopulation risk with weighted contingency table tools
by Patrick Coyle & Chen Chen & Nooreen Dabbish - 1621-1638 A cluster-based taxonomy of bus crashes in the United States
by Dooti Roy & Ved Deshpande & M. Henry Linder - 1639-1660 An analysis of crash-safety ratings and the true assessment of injuries by vehicle
by Cody R. Philips & Robert C. Garrett & Alan J. Tatro & Thomas J. Fisher - 1661-1692 Bi-level variable selection in semiparametric transformation models with right-censored data
by Wenyan Zhong & Xuewen Lu & Jingjing Wu - 1693-1720 Nonparametric estimation of a distribution function from doubly truncated data under dependence
by Carla Moreira & Jacobo de Uña-Álvarez & Roel Braekers - 1721-1754 A comparison of optimization solvers for log binomial regression including conic programming
by Florian Schwendinger & Bettina Grün & Kurt Hornik - 1755-1773 Fast computation and practical use of amplitudes at non-Fourier frequencies
by Erhard Reschenhofer & Manveer K. Mangat - 1775-1790 On matching confidence intervals and tests for some discrete distributions: methodological and computational aspects
by Jan Klaschka & Jenő Reiczigel - 1791-1808 The two-sample problem via relative belief ratio
by Luai Al-Labadi - 1809-1820 On the empirical estimator of the boundary in inverse first-exit problems
by Sercan Gür & Klaus Pötzelberger - 1821-1843 Binary segmentation procedures using the bivariate binomial distribution for detecting streakiness in sports data
by Seong W. Kim & Sabina Shahin & Hon Keung Tony Ng & Jinheum Kim - 1871-1883 On consistency of the monotone NPMLE of survival function under the mixed case interval-censored model with left truncation
by Chun-Lung Su & Pao-sheng Shen - 1885-1900 A chi-square goodness-of-fit test for continuous distributions against a known alternative
by Wolfgang Rolke & Cristian Gutierrez Gongora - 1901-1930 Variational approximation for importance sampling
by Xiao Su & Yuguo Chen - 1931-1963 Linear models for multivariate repeated measures data with block exchangeable covariance structure
by Timothy Opheim & Anuradha Roy - 1965-1990 Bayesian survival analysis for adaptive Type-II progressive hybrid censored Hjorth data
by Ahmed Elshahhat & Mazen Nassar - 1991-2007 Bayesian selection of best subsets via hybrid search
by Shiqiang Jin & Gyuhyeong Goh - 2009-2031 What is an optimal value of k in k-fold cross-validation in discrete Bayesian network analysis?
by Bruce G. Marcot & Anca M. Hanea - 2033-2053 Bayesian joint-quantile regression
by Yingying Hu & Huixia Judy Wang & Xuming He & Jianhua Guo - 2055-2077 Bayesian spectral density estimation using P-splines with quantile-based knot placement
by Patricio Maturana-Russel & Renate Meyer - 2079-2109 Objective Bayesian analysis for generalized exponential stress–strength model
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 2111-2133 Estimation of parameters of logistic regression for two-stage randomized response technique
by Pei-Chieh Chang & Kim-Hung Pho & Shen-Ming Lee & Chin-Shang Li - 2135-2159 Decomposition of the Gini index by income source for aggregated data and its applications
by Bin Shao - 2161-2176 Uncertainty quantification and estimation of closed curves based on noisy data
by Luming Chen & Sujit K. Ghosh - 2177-2200 Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
by Marco Bee & Julien Hambuckers & Flavio Santi & Luca Trapin - 2201-2230 Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation
by Abbas Mahdavi & Vahid Amirzadeh & Ahad Jamalizadeh & Tsung-I Lin - 2231-2245 Double threshold receiver operating characteristic plot for three-modal continuous predictors
by Arthur De Sá Ferreira & Ney Meziat-Filho & Ana Paula Antunes Ferreira - 2247-2287 Moving dynamic principal component analysis for non-stationary multivariate time series
by Fayed Alshammri & Jiazhu Pan - 2289-2311 A new computational approach for estimation of the Gini index based on grouped data
by Tatjana Miljkovic & Ying-Ju Chen
June 2021, Volume 36, Issue 2
- 781-804 Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
by Liya Fu & Zhuoran Yang & Fengjing Cai & You-Gan Wang - 805-827 Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution
by Yeşim Güney & Yetkin Tuaç & Şenay Özdemir & Olcay Arslan - 829-855 Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
by Arfan Raheen Afzal & Jing Yang & Xuewen Lu - 857-884 Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error
by Li-Pang Chen - 885-910 An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox’s model
by Xiaolin Chen & Catherine Chunling Liu & Sheng Xu - 911-939 A partial least squares approach for function-on-function interaction regression
by Ufuk Beyaztas & Han Lin Shang - 941-960 A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension
by Zhengbang Li & Fuxiang Liu & Luanjie Zeng & Guoxin Zuo - 961-976 Outlier detection under a covariate-adjusted exponential regression model with censored data
by Yingli Pan & Zhan Liu & Guangyu Song - 977-1010 Goodness-of-fit testing of survival models in the presence of Type–II right censoring
by M. Cockeran & S. G. Meintanis & L. Santana & J. S. Allison - 1011-1029 Obtaining a threshold for the stewart index and its extension to ridge regression
by Ainara Rodríguez Sánchez & Román Salmerón Gómez & Catalina García García - 1031-1064 Compositional splines for representation of density functions
by Jitka Machalová & Renáta Talská & Karel Hron & Aleš Gába - 1065-1092 A method for computing tolerance intervals for a location-scale family of distributions
by Ngan Hoang-Nguyen-Thuy & K. Krishnamoorthy - 1093-1121 Designing robust modified R control charts for asymmetric distributions under ranked set and median ranked set sampling
by Nursel Koyuncu & Derya Karagöz - 1123-1138 On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions
by Mahmood Kharrati-Kopaei - 1139-1152 Comprehensive world university ranking based on ranking aggregation
by Yang Zhang & Yu Xiao & Jun Wu & Xin Lu - 1153-1176 Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
by Patrice Takam Soh & Eugene Kouassi & Renaud Fadonougbo & Martin Kegnenlezom - 1177-1195 Unconstrained representation of orthogonal matrices with application to common principal components
by Luca Bagnato & Antonio Punzo - 1197-1218 Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs
by Chen Zhong & Lijian Yang - 1219-1242 Genetic algorithm approach with an adaptive search space based on EM algorithm in two-component mixture Weibull parameter estimation
by Muhammet Burak Kılıç & Yusuf Şahin & Melih Burak Koca - 1243-1261 Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
by Paul-Christian Bürkner & Jonah Gabry & Aki Vehtari - 1263-1288 Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
by Riko Kelter - 1289-1319 Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings
by Yu-Zhu Tian & Man-Lai Tang & Wai-Sum Chan & Mao-Zai Tian - 1321-1339 Bayesian analysis of restricted penalized empirical likelihood
by Mahdieh Bayati & Seyed Kamran Ghoreishi & Jingjing Wu - 1341-1363 Bayesian wavelet shrinkage with beta priors
by Alex Rodrigo dos S. Sousa & Nancy L. Garcia & Brani Vidakovic - 1365-1390 Bayesian Multiple Change-Points Detection in a Normal Model with Heterogeneous Variances
by Sang Gil Kang & Woo Dong Lee & Yongku Kim - 1391-1413 Variables skip-lot sampling plans on the basis of process capability index for products with a low fraction of defectives
by Chien-Wei Wu & Ming-Hung Shu & Pei-An Wang & Bi-Min Hsu - 1415-1436 On the transition laws of p-tempered $$\alpha $$ α -stable OU-processes
by Michael Grabchak - 1437-1460 Asymmetric vector moving average models: estimation and testing
by Jan G. Gooijer - 1461-1479 Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data
by Chunzheng Cao & Ming He & Jian Qing Shi & Xin Liu - 1481-1497 Factor dimension determination for panel interactive effects models: an orthogonal projection approach
by Cheng Hsiao & Yimeng Xie & Qiankun Zhou - 1499-1532 Integrative analysis of multiple types of genomic data using an accelerated failure time frailty model
by Shirong Deng & Jie Chen & Huidong Shi - 1533-1552 Improved approximate Bayesian computation methods via empirical likelihood
by Tatiana Dmitrieva & Kristin McCullough & Nader Ebrahimi
March 2021, Volume 36, Issue 1
- 1-33 Greedy clustering of count data through a mixture of multinomial PCA
by Nicolas Jouvin & Pierre Latouche & Charles Bouveyron & Guillaume Bataillon & Alain Livartowski - 35-60 Clustering method for censored and collinear survival data
by Silvia Liverani & Lucy Leigh & Irene L. Hudson & Julie E. Byles - 61-78 Transformation mixture modeling for skewed data groups with heavy tails and scatter
by Yana Melnykov & Xuwen Zhu & Volodymyr Melnykov - 79-112 Recursive non-parametric kernel classification rule estimation for independent functional data
by Yousri Slaoui - 113-126 Two generalized nonparametric methods for estimating like densities
by Zongyuan Shang & Alan Ker - 127-154 A new way for ranking functional data with applications in diagnostic test
by Graciela Estévez-Pérez & Philippe Vieu - 155-191 Adaptive spline fitting with particle swarm optimization
by Soumya D. Mohanty & Ethan Fahnestock - 193-215 Estimation of parameters in multivariate wrapped models for data on a p-torus
by Anahita Nodehi & Mousa Golalizadeh & Mehdi Maadooliat & Claudio Agostinelli - 217-239 Usage of the GO estimator in high dimensional linear models
by Murat Genç & M. Revan Özkale - 241-260 A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
by Jayabrata Biswas & Kiranmoy Das - 261-281 Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
by Cathy W. S. Chen & Sangyeol Lee & K. Khamthong - 283-311 KLERC: kernel Lagrangian expectile regression calculator
by Songfeng Zheng - 313-332 Computation of the expected value of a function of a chi-distributed random variable
by Paul Kabaila & Nishika Ranathunga - 333-346 Advanced algorithms for penalized quantile and composite quantile regression
by Matthew Pietrosanu & Jueyu Gao & Linglong Kong & Bei Jiang & Di Niu - 347-373 Robust weighted Gaussian processes
by Ruben Ramirez-Padron & Boris Mederos & Avelino J. Gonzalez - 375-408 Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model
by Achim Dörre & Chung-Yan Huang & Yi-Kuan Tseng & Takeshi Emura - 409-420 The 8-parameter Fisher–Bingham distribution on the sphere
by Tianlu Yuan - 421-421 Correction to: The 8-parameter Fisher–Bingham distribution on the sphere
by Tianlu Yuan - 423-447 Finite mixtures of skew Laplace normal distributions with random skewness
by Fatma Zehra Doğru & Olcay Arslan - 449-477 Optimal imputation of the missing data using multi auxiliary information
by Shashi Bhushan & Abhay Pratap Pandey - 479-513 Inference and optimal censoring scheme for progressively Type-II censored competing risks model for generalized Rayleigh distribution
by Junru Ren & Wenhao Gui - 515-540 Most recent changepoint detection in censored panel data
by Hajra Siddiqa & Sajid Ali & Ismail Shah - 541-575 Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
by Jun Jin & Tiefeng Ma & Jiajia Dai & Shuangzhe Liu - 577-601 Dirichlet process mixtures under affine transformations of the data
by Julyan Arbel & Riccardo Corradin & Bernardo Nipoti - 603-614 Generalized properties for Hanafi–Wold’s procedure in partial least squares path modeling
by Mohamed Hanafi & Pasquale Dolce & Zouhair El Hadri - 615-639 Partial possibilistic regression path modeling: handling uncertainty in path modeling
by Rosaria Romano & Francesco Palumbo - 641-659 A modified Canny edge detector based on weighted least squares
by Xu Qin - 661-690 Economic design of memory-type control charts: The fallacy of the formula proposed by Lorenzen and Vance (1986)
by Amir Ahmadi-Javid & Mohsen Ebadi - 691-714 An accelerated EM algorithm for mixture models with uncertainty for rating data
by Rosaria Simone - 715-747 R package for statistical inference in dynamical systems using kernel based gradient matching: KGode
by Mu Niu & Joe Wandy & Rónán Daly & Simon Rogers & Dirk Husmeier - 749-780 Spatio-temporal change of support modeling with R
by Andrew M. Raim & Scott H. Holan & Jonathan R. Bradley & Christopher K. Wikle
December 2020, Volume 35, Issue 4
- 1525-1552 Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty–copula model
by Bo-Hong Wu & Hirofumi Michimae & Takeshi Emura - 1553-1575 Sequential fixed-accuracy confidence intervals for the stress–strength reliability parameter for the exponential distribution: two-stage sampling procedure
by Ashkan Khalifeh & Eisa Mahmoudi & Ajit Chaturvedi - 1577-1596 A partitioned quasi-likelihood for distributed statistical inference
by Guangbao Guo & Yue Sun & Xuejun Jiang - 1597-1619 word.alignment: an R package for computing statistical word alignment and its evaluation
by Neda Daneshgar & Majid Sarmad - 1621-1636 An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data
by Jing Sun - 1637-1658 Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables
by Yan-Ting Xiao & Fu-Xiao Li - 1659-1684 Statistical inference for Markov chains with applications to credit risk
by Linda Möstel & Marius Pfeuffer & Matthias Fischer - 1685-1713 Measuring and testing interdependence among random vectors based on Spearman’s $$\rho $$ ρ and Kendall’s $$\tau $$ τ
by Lingyue Zhang & Dawei Lu & Xiaoguang Wang - 1715-1736 Models for autoregressive processes of bounded counts: How different are they?
by Hee-Young Kim & Christian H. Weiß & Tobias A. Möller - 1737-1757 A time series model based on dependent zero inflated counting series
by Nisreen Shamma & Mehrnaz Mohammadpour & Masoumeh Shirozhan - 1759-1783 A robust joint modeling approach for longitudinal data with informative dropouts
by Weiping Zhang & Feiyue Xie & Jiaxin Tan - 1785-1803 Estimating asymptotic variance of M-estimators in ranked set sampling
by M. Mahdizadeh & Ehsan Zamanzade - 1805-1826 On the performance of estimation methods under ranked set sampling
by Cesar Augusto Taconeli & Wagner Hugo Bonat - 1827-1851 Maximum likelihood estimation based on ranked set sampling designs for two extensions of the Lindley distribution with uncensored and right-censored data
by Cesar Augusto Taconeli & Suely Ruiz Giolo - 1853-1878 Regression and subgroup detection for heterogeneous samples
by Baosheng Liang & Peng Wu & Xingwei Tong & Yanping Qiu - 1879-1894 Estimating the number of clusters via a corrected clustering instability
by Jonas M. B. Haslbeck & Dirk U. Wulff - 1895-1925 Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods
by Volkan Soner Özsoy & Mehmet Güray Ünsal & H. Hasan Örkcü - 1927-1950 Comparing scale parameters in several gamma distributions with known shapes
by Ali Akbar Jafari & Javad Shaabani - 1951-1991 Comparison among simultaneous confidence regions for nonlinear diffusion models
by Claudia Furlan & Cinzia Mortarino - 1993-2017 Implementation of a goodness-of-fit test through Khmaladze martingale transformation
by Jiwoong Kim - 2019-2042 Modified empirical likelihood-based confidence intervals for data containing many zero observations
by Patrick Stewart & Wei Ning - 2043-2076 Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths
by David A. Spade - 2077-2092 Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions
by Guodong Shan & Yiheng Hou & Baisen Liu
September 2020, Volume 35, Issue 3
- 893-930 A Bayesian perspective of statistical machine learning for big data
by Rajiv Sambasivan & Sourish Das & Sujit K. Sahu - 931-945 A support vector machine based semiparametric mixture cure model
by Peizhi Li & Yingwei Peng & Ping Jiang & Qingli Dong - 947-981 Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid
by Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann - 983-999 Random forest with acceptance–rejection trees
by Peter Calhoun & Melodie J. Hallett & Xiaogang Su & Guy Cafri & Richard A. Levine & Juanjuan Fan - 1001-1026 BEST: a decision tree algorithm that handles missing values
by Cédric Beaulac & Jeffrey S. Rosenthal - 1027-1057 Modelling rankings in R: the PlackettLuce package
by Heather L. Turner & Jacob Etten & David Firth & Ioannis Kosmidis - 1059-1099 An efficient dimension reduction for the Gaussian process emulation of two nested codes with functional outputs
by Sophie Marque-Pucheu & Guillaume Perrin & Josselin Garnier - 1101-1131 Clustering multivariate functional data in group-specific functional subspaces
by Amandine Schmutz & Julien Jacques & Charles Bouveyron & Laurence Chèze & Pauline Martin - 1133-1152 Discrete factor analysis using a dependent Poisson model
by Rolf Larsson - 1153-1170 Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization
by Huiwen Wang & Ruiping Liu & Shanshan Wang & Zhichao Wang & Gilbert Saporta - 1171-1205 Using tours to visually investigate properties of new projection pursuit indexes with application to problems in physics
by Ursula Laa & Dianne Cook - 1207-1230 A faster algorithm to estimate multiresolution densities
by Federico Palacios-González & Rosa M. García-Fernández - 1231-1251 smoothROCtime: an R package for time-dependent ROC curve estimation
by Susana Díaz-Coto & Pablo Martínez-Camblor & Sonia Pérez-Fernández - 1253-1272 One-sided cross-validation for nonsmooth density functions
by Olga Y. Savchuk - 1273-1289 Parallel computing in linear mixed models
by Fulya Gokalp Yavuz & Barret Schloerke - 1291-1317 Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables
by Firouzeh Noghrehchi & Jakub Stoklosa & Spiridon Penev - 1319-1344 Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization
by Donna Henderson & Gerton Lunter - 1345-1371 Time-dependent stress–strength reliability models based on phase type distribution
by Joby K. Jose & M. Drisya - 1373-1392 A simple method for implementing Monte Carlo tests
by Dong Ding & Axel Gandy & Georg Hahn - 1393-1409 Detection and estimation of additive outliers in seasonal time series
by Francesco Battaglia & Domenico Cucina & Manuel Rizzo - 1411-1448 A dominance approach for comparing the performance of VaR forecasting models
by Laura Garcia-Jorcano & Alfonso Novales - 1449-1479 Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
by Tadele Akeba Diriba & Legesse Kassa Debusho - 1481-1499 A Bayesian approach to estimate parameters of ordinary differential equation
by Hanwen Huang & Andreas Handel & Xiao Song - 1501-1523 Bayesian multiple changepoints detection for Markov jump processes
by Lu Shaochuan
June 2020, Volume 35, Issue 2
- 423-426 Service data analytics and business intelligence 2017
by Desheng Dash Wu & Wolfgang Karl Härdle - 427-468 Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk
by Shiyi Chen & Wolfgang K. Härdle & Li Wang - 469-490 Appointment scheduling optimization with two stages diagnosis for clinic outpatient
by Xuanzhu Fan & Jiafu Tang & Chongjun Yan - 491-514 Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model
by Rong Guan & Huiwen Wang & Haitao Zheng - 515-538 Real-manufacturing-oriented big data analysis and data value evaluation with domain knowledge
by Weichang Kong & Fei Qiao & Qidi Wu - 539-557 Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate
by Tianshun Yan & Yanyong Zhao & Wentao Wang - 559-577 Simple Poisson PCA: an algorithm for (sparse) feature extraction with simultaneous dimension determination
by Luke Smallman & William Underwood & Andreas Artemiou - 579-605 Application of the sequential matrix diagonalization algorithm to high-dimensional functional MRI data
by Manuel Carcenac & Soydan Redif - 607-628 A multivariate extreme value theory approach to anomaly clustering and visualization
by Maël Chiapino & Stephan Clémençon & Vincent Feuillard & Anne Sabourin - 629-646 The spectral condition number plot for regularization parameter evaluation
by Carel F. W. Peeters & Mark A. Wiel & Wessel N. Wieringen - 647-666 Diagnosis and quantification of the non-essential collinearity
by Román Salmerón-Gómez & Ainara Rodríguez-Sánchez & Catalina García-García - 667-687 On linearized ridge logistic estimator in the presence of multicollinearity
by N. H. Jadhav - 689-724 Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling
by Alexandre Brouste & Christophe Dutang & Tom Rohmer - 725-754 Estimation of a zero-inflated Poisson regression model with missing covariates via nonparametric multiple imputation methods
by Shen-Ming Lee & T. Martin Lukusa & Chin-Shang Li