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Content
June 2019, Volume 34, Issue 2
- 743-761 Power comparison for propensity score methods
by Byeong Yeob Choi & Chen-Pin Wang & Joel Michalek & Jonathan Gelfond - 763-786 Classification trees with soft splits optimized for ranking
by Jakub Dvořák - 787-802 Median constrained bucket order rank aggregation
by Antonio D’Ambrosio & Carmela Iorio & Michele Staiano & Roberta Siciliano - 803-818 Package mTEXO for testing the presence of outliers in exponential samples
by Chien-Tai Lin & Ying-Chen Lee & Narayanaswamy Balakrishnan - 819-846 On the penalized maximum likelihood estimation of high-dimensional approximate factor model
by Shaoxin Wang & Hu Yang & Chaoli Yao - 847-863 A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error
by Libo Sun & Chihoon Lee & Jennifer A. Hoeting - 865-883 Permutation based testing on covariance separability
by Seongoh Park & Johan Lim & Xinlei Wang & Sanghan Lee - 885-909 Weighted multiple testing procedure for grouped hypotheses with k-FWER control
by Li Wang - 911-941 Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
by Takayuki Yamada & Tetsuto Himeno
March 2019, Volume 34, Issue 1
- 1-22 The performance of latent growth curve model-based structural equation model trees to uncover population heterogeneity in growth trajectories
by Satoshi Usami & Ross Jacobucci & Timothy Hayes - 23-46 Estimating reducible stochastic differential equations by conversion to a least-squares problem
by Oscar García - 47-70 SamP2CeT: an interactive computer program for sample size and power calculation for two-level cost-effectiveness trials
by Md Abu Manju & Math J. J. M. Candel & Gerard J. P. van Breukelen - 71-87 Pseudo-Bayesian D-optimal designs for longitudinal Poisson mixed models with correlated errors
by Hong-Yan Jiang & Rong-Xian Yue - 89-122 An iterative algorithm to bound partial moments
by Sander Muns - 123-152 Flexible regression modeling for censored data based on mixtures of student-t distributions
by Víctor H. Lachos & Celso R. B. Cabral & Marcos O. Prates & Dipak K. Dey - 153-171 Joint modelling of two count variables when one of them can be degenerate
by Jacek Osiewalski & Jerzy Marzec - 173-199 Modified beta modified-Weibull distribution
by Abdus Saboor & Muhammad Nauman Khan & Gauss M. Cordeiro & Marcelino A. R. Pascoa & Juliano Bortolini & Shahid Mubeen - 201-231 Improved model-based clustering performance using Bayesian initialization averaging
by Adrian O’Hagan & Arthur White - 233-252 Bayesian analysis of Weibull distribution based on progressive type-II censored competing risks data with binomial removals
by Manoj Chacko & Rakhi Mohan - 253-279 Approximate Bayesian computation for Lorenz curves from grouped data
by Genya Kobayashi & Kazuhiko Kakamu - 281-299 Neural network gradient Hamiltonian Monte Carlo
by Lingge Li & Andrew Holbrook & Babak Shahbaba & Pierre Baldi - 301-321 Assessing variable importance in clustering: a new method based on unsupervised binary decision trees
by Ghattas Badih & Michel Pierre & Boyer Laurent - 323-347 Shape mixtures of skew-t-normal distributions: characterizations and estimation
by Mostafa Tamandi & Ahad Jamalizadeh & Tsung-I Lin - 349-372 Bootstrapping estimates of stability for clusters, observations and model selection
by Han Yu & Brian Chapman & Arianna Di Florio & Ellen Eischen & David Gotz & Mathews Jacob & Rachael Hageman Blair - 373-394 An extension of the K-means algorithm to clustering skewed data
by Volodymyr Melnykov & Xuwen Zhu - 395-414 Fusion learning algorithm to combine partially heterogeneous Cox models
by Lu Tang & Ling Zhou & Peter X. K. Song - 415-432 Improving the prediction performance of the LASSO by subtracting the additive structural noises
by Morteza Amini & Mahdi Roozbeh - 433-446 A homoscedasticity test for the accelerated failure time model
by Lili Yu & Liang Liu & Ding-Geng Chen
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