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Content
June 2015, Volume 30, Issue 2
- 605-623 Pooled parametric inference for minimal repair systems
by Morteza Amini & Narayanaswamy Balakrishnan - 625-639 An iterative approach to minimize the mean squared error in ridge regression
by Ka Wong & Sung Chiu
March 2015, Volume 30, Issue 1
- 1-28 A best linear threshold classification with scale mixture of skew normal populations
by Hea-Jung Kim - 29-41 A GS-CORE algorithm for performing a reduction test on multiple gene sets and their core genes
by Tae Yang - 43-55 Variable selection for varying-coefficient models with the sparse regularization
by Hidetoshi Matsui & Toshihiro Misumi - 57-80 S-estimation of hidden Markov models
by Alessio Farcomeni & Luca Greco - 81-96 Study of compound generalized Nakagami–generalized inverse Gaussian distribution and related densities: application to ultrasound imaging
by Abhinav Gupta & Karmeshu - 97-105 Influence measure based on probabilistic behavior of regression estimators
by Myung Kim - 107-129 Estimating cell probabilities in contingency tables with constraints on marginals/conditionals by geometric programming with applications
by Xinlei Wang & Johan Lim & Seung-Jean Kim & Kyu Hahn - 131-150 On the genetic algorithm with adaptive mutation rate and selected statistical applications
by André Pereira & Bernardo Andrade - 151-189 An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods
by N. Balakrishnan & Suvra Pal - 191-203 Variable selection after screening: with or without data splitting?
by Xiaoyi Zhu & Yuhong Yang - 205-229 Bayesian structured variable selection in linear regression models
by Min Wang & Xiaoqian Sun & Tao Lu - 231-249 Model evaluation, discrepancy function estimation, and social choice theory
by Andrew Neath & Joseph Cavanaugh & Adam Weyhaupt - 251-277 Association rule mining through adaptive parameter control in particle swarm optimization
by K. Indira & S. Kanmani - 279-292 Generalized data-fitting factor analysis with multiple quantification of categorical variables
by Naomichi Makino
December 2014, Volume 29, Issue 6
- 1403-1426 A generalized Newton algorithm for quantile regression models
by Songfeng Zheng - 1427-1445 Row–column interaction models, with an R implementation
by Thomas Yee & Alfian Hadi - 1447-1468 An e–E-insensitive support vector regression machine
by Amir Safari - 1469-1479 Efficient computation for the Poisson binomial distribution
by Bruce Barrett & J. Gray - 1481-1496 Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
by Yushu Li & Simon Reese - 1497-1513 Functional data classification: a wavelet approach
by Chung Chang & Yakuan Chen & R. Ogden - 1515-1541 A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
by Yow-Jen Jou & Chien-Chia Huang & Hsun-Jung Cho - 1543-1570 Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
by Shiyi Chen & Wolfgang Härdle - 1571-1592 Quantile regression of right-censored length-biased data using the Buckley–James-type method
by Jung-Yu Cheng & Shinn-Jia Tzeng - 1593-1608 A Levene-type test of homogeneity of variances against ordered alternatives
by Philip Pallmann & Ludwig Hothorn & Gemechis Djira - 1609-1636 Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies
by Renato Guseo & Cinzia Mortarino - 1637-1650 Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes
by Cécile Hardouin & Xavier Guyon - 1651-1665 Composite support vector quantile regression estimation
by Jooyong Shim & Changha Hwang & Kyungha Seok - 1667-1690 Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation
by H. Abebe & F. Tan & G. Breukelen & M. Berger - 1691-1711 A rank test based on the moments of order statistics of the modified Makeham distribution
by T. Ogura & H. Murakami - 1713-1726 Transformation-based model averaged tail area inference
by Wei Yu & Wangli Xu & Lixing Zhu - 1727-1748 Targeted smoothing parameter selection for estimating average causal effects
by Jenny Häggström & Xavier Luna - 1749-1767 A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics
by Jasmit Shah & Somnath Datta & Susmita Datta - 1769-1791 Dandelion plot: a method for the visualization of R-mode exploratory factor analyses
by Artür Manukyan & Erhan Çene & Ahmet Sedef & Ibrahim Demir - 1793-1798 Permanents, $$\alpha $$ α -permanents and Sinkhorn balancing
by Francis Sullivan & Isabel Beichl
October 2014, Volume 29, Issue 5
- 895-929 On the construction of an aggregated measure of the development of interval data
by Andrzej Młodak - 931-943 Second-order least-squares estimation for regression models with autocorrelated errors
by Dedi Rosadi & Shelton Peiris - 945-957 On maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions
by Kurt Hornik & Bettina Grün - 959-980 On the zero-modified poisson model: Bayesian analysis and posterior divergence measure
by Katiane Conceição & Marinho Andrade & Francisco Louzada - 981-1003 Estimation of relative risk using a log-binomial model with constraints
by Ji Luo & Jiajia Zhang & Han Sun - 1005-1023 Adaptive basis expansion via $$\ell _1$$ ℓ 1 trend filtering
by Daeju Kim & Shuichi Kawano & Yoshiyuki Ninomiya - 1025-1043 Bayesian approach for mixture models with grouped data
by Shiow-Lan Gau & Jean Dieu Tapsoba & Shen-Ming Lee - 1045-1063 Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
by Hongli Niu & Jun Wang - 1065-1081 Statistical application of barycentric rational interpolants: an alternative to splines
by Rose Baker & Dan Jackson - 1083-1094 Comparing exponential location parameters with several controls under heteroscedasticity
by A. Malekzadeh & M. Kharrati-Kopaei & S. Sadooghi-Alvandi - 1095-1128 On the accuracy of statistical procedures in Microsoft Excel 2010
by Guy Mélard - 1129-1152 A sliced inverse regression approach for data stream
by Marie Chavent & Stéphane Girard & Vanessa Kuentz-Simonet & Benoit Liquet & Thi Nguyen & Jérôme Saracco - 1153-1173 Improved confidence intervals for the scale parameter of Burr XII model based on record values
by R. Arabi Belaghi & M. Arashi & S. Tabatabaey - 1175-1186 Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
by Rand Wilcox & Florence Clark - 1187-1205 A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square
by Chi Ng & Johan Lim & Kyeong Lee & Donghyeon Yu & Sujung Choi - 1207-1219 Recursive formulas for multinomial probabilities with applications
by A. Hayter - 1221-1241 Validation tests for the innovation distribution in INAR time series models
by Simos Meintanis & Dimitris Karlis - 1243-1261 Beran-based approach for single-index models under censoring
by Ewa Strzalkowska-Kominiak & Ricardo Cao - 1263-1277 Bootstrap prediction intervals in beta regressions
by Patrícia Espinheira & Silvia Ferrari & Francisco Cribari-Neto - 1279-1300 Pitman closeness of $$k$$ k -records from two sequences to progressive Type-II censored order statistics
by Elham Mirfarah & Jafar Ahmadi - 1301-1320 Using RngStreams for parallel random number generation in C++ and R
by Andrew Karl & Randy Eubank & Jelena Milovanovic & Mark Reiser & Dennis Young - 1321-1343 An efficient algorithm for structured sparse quantile regression
by Vahid Nassiri & Ignace Loris - 1345-1363 A new resampling method for sampling designs without replacement: the doubled half bootstrap
by Erika Antal & Yves Tillé - 1365-1379 Goodness-of-fit tests for a semiparametric model under random double truncation
by Carla Moreira & Jacobo Uña-Álvarez & Ingrid Keilegom - 1381-1402 Testing in linear composite quantile regression models
by Rong Jiang & Wei-Min Qian & Jing-Ru Li
June 2014, Volume 29, Issue 3
- 403-405 Sparse matrices in data analysis
by Nickolay Trendafilov & Martin Kleinsteuber & Hui Zou - 407-430 High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
by Peter Bühlmann & Jacopo Mandozzi - 431-454 From simple structure to sparse components: a review
by Nickolay Trendafilov - 455-465 Regularized principal components of heritability
by Yixin Fang & Yang Feng & Ming Yuan - 467-487 Robust PCA and subspace tracking from incomplete observations using $$\ell _0$$ ℓ 0 -surrogates
by Clemens Hage & Martin Kleinsteuber - 489-513 Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
by Charles Bouveyron & Camille Brunet-Saumard - 515-528 Sparse distance metric learning
by Tze Choy & Nicolai Meinshausen - 529-546 Sensitivity analysis for inference with partially identifiable covariance matrices
by Max G’Sell & Shai Shen-Orr & Robert Tibshirani - 547-568 Sparse matrices in frame theory
by Felix Krahmer & Gitta Kutyniok & Jakob Lemvig - 569-590 Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
by P.-A. Absil & Luca Amodei & Gilles Meyer - 591-621 Fixed-rank matrix factorizations and Riemannian low-rank optimization
by Bamdev Mishra & Gilles Meyer & Silvère Bonnabel & Rodolphe Sepulchre - 623-639 Sparse trace norm regularization
by Jianhui Chen & Jieping Ye - 641-659 Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring
by Pao-sheng Shen - 661-683 Holonomic gradient descent for the Fisher–Bingham distribution on the $$d$$ d -dimensional sphere
by Tamio Koyama & Hiromasa Nakayama & Kenta Nishiyama & Nobuki Takayama - 685-713 Copula selection for graphical models in continuous Estimation of Distribution Algorithms
by Rogelio Salinas-Gutiérrez & Arturo Hernández-Aguirre & Enrique Villa-Diharce - 715-741 Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
by Giampiero Marra & Rosalba Radice & Silvia Missiroli - 743-767 On the implementation of LIR: the case of simple linear regression with interval data
by Marco Cattaneo & Andrea Wiencierz - 769-798 Using sliced mean variance–covariance inverse regression for classification and dimension reduction
by Charles Lindsey & Simon Sheather & Joseph McKean - 799-811 Fast algorithms for a space-time concordance measure
by Sergio Rey - 813-828 Semiparametric regression analysis for clustered doubly-censored data
by Pao-sheng Shen - 829-848 Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
by Han Shang - 849-867 Canonical Forest
by Yu-Chuan Chen & Hyejung Ha & Hyunjoong Kim & Hongshik Ahn - 869-889 Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery
by Hui-Qiong Li & Man-Lai Tang & Weng-Kee Wong - 891-894 Remarks on a parameter estimation for von Mises–Fisher distributions
by Árpád Baricz
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