Content
February 2009, Volume 24, Issue 1
- 83-94 Non-crossing quantile regression via doubly penalized kernel machine
by Jooyong Shim & Changha Hwang & Kyung Seok - 95-111 Sequential and non-sequential acceptance sampling plans for autocorrelated processes using ARMA(p,q) models
by M. Aminzadeh - 113-126 The uncertainties about the relationships risk–return–volatility in the Spanish stock market
by Ricardo Cao & Alicia Heras & Angeles Saavedra - 127-144 Variable selection in multivariate methods using global score estimation
by Kaoru Fueda & Masaya Iizuka & Yuichi Mori - 145-163 Two tests for heteroscedasticity in nonparametric regression
by Mario Francisco-Fernández & Juan Vilar-Fernández - 165-179 One-mode three-way overlapping cluster analysis
by Satoru Yokoyama & Atsuho Nakayama & Akinori Okada
October 2008, Volume 23, Issue 4
- 497-517 Iterative Denoising
by Kendall Giles & Michael Trosset & David Marchette & Carey Priebe - 519-539 Computational aspects of continuous–discrete extended Kalman-filtering
by Thomas Mazzoni - 541-564 Selecting hidden Markov model state number with cross-validated likelihood
by Gilles Celeux & Jean-Baptiste Durand - 565-572 Extending lattice: using generics and methods to implement new visualization methods within the Trellis framework
by Deepayan Sarkar - 573-585 Confidence intervals for quantile estimation using Jackknife techniques
by Y. Román-Montoya & M. Rueda & A. Arcos - 587-604 Computation of reference Bayesian inference for variance components in longitudinal studies
by Miao-Yu Tsai & Chuhsing Hsiao - 605-622 Alternative interval estimation for parameters of bivariate exponential model with time varying covariate
by Jayanthi Arasan & Mary Lunn - 623-641 Penalised spline support vector classifiers: computational issues
by John Ormerod & M. Wand & Inge Koch - 643-659 A bootstrap-based aggregate classifier for model-based clustering
by José Dias & Jeroen Vermunt - 661-666 Correction to “On the linear combination of normal and Laplace random variables”, by Nadarajah, S., Computational Statistics, 2006, 21, 63–71
by Eloísa Díaz-Francés & José Montoya - 667-668 Reply to the letter to the editor
by Saralees Nadarajah
July 2008, Volume 23, Issue 3
- 343-360 A filtered polynomial approach to density estimation
by Dominik Heinzmann - 361-379 Bayesian modeling of continuously marked spatial point patterns
by Matthew Bognar - 381-406 Comparison of presmoothing methods in kernel density estimation under censoring
by M. Jácome & I. Gijbels & R. Cao - 407-427 Classification trees for ordinal variables
by Raffaella Piccarreta - 429-442 Goodness-of-fit tests based on a robust measure of skewness
by Guy Brys & Mia Hubert & Anja Struyf - 443-453 Two noniterative algorithms for computing posteriors
by Jun Yang & Guohua Zou & Yu Zhao - 455-468 Ordinary and penalized minimum power-divergence estimators in two-way contingency tables
by Aylin Alin & Serdar Kurt - 469-486 Acceleration of the EM algorithm using the vector epsilon algorithm
by Mingfeng Wang & Masahiro Kuroda & Michio Sakakihara & Zhi Geng - 487-495 Taligent MVP in interactive statistical graphics
by Derek Law
April 2008, Volume 23, Issue 2
- 177-184 Interview with Andreas Buja
by Jürgen Symanzik - 185-196 Influence diagnostics in the varying coefficient model with longitudinal data
by Whasoo Bae & Soonyoung Hwang & Choongrak Kim - 197-216 A self-organizing state space model and simplex initial distribution search
by Koiti Yano - 217-233 A random model approach for the LASSO
by Scott Foster & Arūnas Verbyla & Wayne Pitchford - 235-251 JavaStatSoft: design patterns and features
by Wen Wei & Guan Chen - 253-276 Monitoring process variability using auxiliary information
by Muhammad Riaz - 277-289 The Monte Carlo EM method for estimating multinomial probit latent variable models
by Xingcai Zhou & Xinsheng Liu - 291-302 Bayesian selection of primary resolution and wavelet basis functions for wavelet regression
by Chun Park & Hee-Seok Oh & Hakbae Lee - 303-315 Selective association rule generation
by Michael Hahsler & Christian Buchta & Kurt Hornik - 317-335 Automatic selection of indicators in a fully saturated regression
by Carlos Santos & David Hendry & Soren Johansen - 337-339 Automatic selection of indicators in a fully saturated regression
by David Hendry & Søren Johansen & Carlos Santos - 341-342 F. Ferraty and P. Vieu: “Nonparametric functional data analysis: theory and practice”
by Wenceslao González-Manteiga
January 2008, Volume 23, Issue 1
- 1-18 Computational issues in parameter estimation for stationary hidden Markov models
by Jan Bulla & Andreas Berzel - 19-39 Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms
by Carsten Trenkler - 41-62 Simultaneous confidence bands for the integrated hazard function
by Anna Dudek & Maciej Goćwin & Jacek Leśkow - 63-78 Plug-in method for nonparametric regression
by Jan Koláček - 79-98 Estimation of population spectrum for linear processes with random coefficients
by P. Saavedra & C. Hernández & I. Luengo & J. Artiles & A. Santana - 99-109 Empirical model selection in generalized linear mixed effects models
by Christian Lavergne & Marie-José Martinez & Catherine Trottier - 111-129 Bayesian spatial modeling of genetic population structure
by Jukka Corander & Jukka Sirén & Elja Arjas - 131-151 Testing for cointegration using induced-order statistics
by Alvaro Escribano & M. Santos & Ana Sipols - 153-171 Stability of principal components
by A. Al-Ibrahim & Noriah Al-Kandari - 173-176 V. Berger: Selection bias and covariate imbalances in randomized clinical trials
by Thomas Bradstreet
December 2007, Volume 22, Issue 4
- 497-497 Special issue: workshop data and information visualisation 2006
by Sigbert Klinke - 499-509 Visualising concordance
by Gaj Vidmar & Nino Rode - 511-520 SVG+Ajax+R: a new framework for WebGIS
by Tomokazu Fujino - 521-531 Visualization of competitive market structure by means of choice data
by Werner Kunz - 543-553 On extracting information implied in options
by M. Benko & M. Fengler & W. Härdle & M. Kopa - 571-582 $${\tt surveillance}$$ : An R package for the monitoring of infectious diseases
by Michael Höhle - 583-597 MARS: selecting basis functions and knots with an empirical Bayes method
by Wataru Sakamoto - 599-617 Pooled marginal slicing approach via SIR α with discrete covariables
by Benoît Liquet & Jérôme Saracco - 619-634 Selection between proportional and stratified hazards models based on expected log-likelihood
by Benoit Liquet & Jérôme Saracco & Daniel Commenges - 635-660 Some selection criteria for nested binary choice models: a comparative study
by Teresa Aparicio & Inmaculada Villanúa - 661-663 Naomi B. Robbins: Creating more effective graphs
by Thomas Bradstreet - 665-667 Howard Wainer: Graphic discovery: a trout in the milk and other visual adventures
by Thomas Bradstreet - 669-670 J. E. Gentle, W. Härdle, and Y. Mori (eds): Handbook of computational statistics: concepts and methods
by Andreas Karlsson
September 2007, Volume 22, Issue 3
- 331-334 An overview to modelling functional data
by Mariano Valderrama - 335-351 Parameter cascades and profiling in functional data analysis
by Jiguo Cao & James Ramsay - 353-369 Local smoothing regression with functional data
by K. Benhenni & F. Ferraty & M. Rachdi & P. Vieu - 371-390 No effect and lack-of-fit permutation tests for functional regression
by Hervé Cardot & Luboš Prchal & Pascal Sarda - 391-410 Functional k-sample problem when data are density functions
by Pedro Delicado - 411-427 A functional analysis of NOx levels: location and scale estimation and outlier detection
by Manuel Febrero & Pedro Galeano & Wenceslao González-Manteiga - 429-438 On a state-space modelling for functional data
by Mónica Ortega-Moreno & Manuel Escabias - 439-447 Functional estimation incorporating prior correlation information
by R. Fernández-Alcalá & J. Navarro-Moreno & J. Ruiz-Molina - 449-465 Computational considerations in functional principal component analysis
by Francisco Ocaña & Ana Aguilera & Manuel Escabias - 467-479 Functional approach to the random mean of a compound Cox process
by P. Bouzas & N. Ruiz-Fuentes & F. Ocaña - 481-496 Robust estimation and classification for functional data via projection-based depth notions
by Antonio Cuevas & Manuel Febrero & Ricardo Fraiman
July 2007, Volume 22, Issue 2
- 189-208 PLS and dimension reduction for classification
by Yushu Liu & William Rayens - 209-222 Multiblock latent root regression. Application to epidemiological data
by Stéphanie Bougeard & Mohamed Hanafi & El Qannari - 223-235 PLS classification of functional data
by Cristian Preda & Gilbert Saporta & Caroline Lévéder - 237-248 Implementing PLS for distance-based regression: computational issues
by Eva Boj & Aurea Grané & Josep Fortiana & M. Claramunt - 249-273 An overview on the shrinkage properties of partial least squares regression
by Nicole Krämer - 275-292 PLS Path modelling: computation of latent variables with the estimation mode B
by Mohamed Hanafi - 293-306 Influence function analysis applied to partial least squares
by Kjell Johnson & William Rayens - 307-321 An empirical study of PLAD regression using the bootstrap
by Athanassios Kondylis & Joe Whittaker - 323-330 MKPLS approach: switching strategies for the non-linear multi-kernel PLSR
by Raúl Rentería & Ruy Milidiú & Rafael Souza
April 2007, Volume 22, Issue 1
- 1-16 Crisp and fuzzy k-means clustering algorithms for multivariate functional data
by Shuichi Tokushige & Hiroshi Yadohisa & Koichi Inada - 17-29 Simplified estimation of multivariate duration models with unobserved heterogeneity
by Gordana Colby & Paul Rilstone - 31-47 Contribution to the bandwidth choice for kernel density estimates
by Ivana Horová & Jiří Zelinka - 49-69 Using a VOM model for reconstructing potential coding regions in EST sequences
by Armin Shmilovici & Irad Ben-Gal - 71-89 A parametric k-means algorithm
by Thaddeus Tarpey - 91-108 Excel :: COM :: $$\mathsf{R}$$
by Thomas Baier & Erich Neuwirth - 109-119 Detecting multiple outliers in linear regression using a cluster method combined with graphical visualization
by Sung-Soo Kim & W. Krzanowski - 121-131 A new confidence interval for all characteristic roots of a covariance matrix
by Fumitake Sakaori & Takayuki Yamada & Akihisa Kawamura & Takakazu Sugiyama - 133-143 Multinomial event naive Bayesian modeling for SAGE data classification
by Xin Jin & Wengang Zhou & Rongfang Bie - 145-157 Parameter estimation for von Mises–Fisher distributions
by Akihiro Tanabe & Kenji Fukumizu & Shigeyuki Oba & Takashi Takenouchi & Shin Ishii - 159-171 Robust penalized regression spline fitting with application to additive mixed modeling
by Thomas Lee & Hee-Seok Oh - 173-185 Conditions for swappability of records in a microdata set when some marginals are fixed
by Akimichi Takemura & Hisayuki Hara - 187-188 “A SAS Companion for Nonparametric Statistics” by Scott J. Richter and James J. Higgins
by Andreas Karlsson
December 2006, Volume 21, Issue 3
- 385-397 Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models
by Hermann Singer - 399-413 Convex combinations of long memory estimates from different sampling rates
by Leonardo Souza & Jeremy Smith & Reinaldo Souza - 415-429 On the identification of large multilinear systems
by Jürgen Franke & Jochen Löhr - 431-444 On the influence of the prior distribution in image reconstruction
by Holger Rootzén & Jonny Olsson - 445-461 Invariance of the first difference in ARFIMA models
by Barbara Olbermann & Sílvia Lopes & Valdério Reisen - 463-472 Nonparametric comparisons with k 2 > 2 controls using normal scores and savage statistics
by Eleanne Solorzano - 473-485 A computational method for ranking L products of parameters
by Hea-Jung Kim - 487-507 Simulation study of dissimilarity between point process
by Avner Bar-Hen & Nicolas Picard - 509-522 Stationarity preserving and efficiency increasing probability mass transfers made possible
by Antonietta Mira - 523-536 Parametric versus nonparametric tolerance regions in detection problems
by Amparo Baíllo & Antonio Cuevas - 537-555 Modelling catastrophe claims with left-truncated severity distributions
by Anna Chernobai & Krzysztof Burnecki & Svetlozar Rachev & Stefan Trück & Rafał Weron - 557-569 Local linear kernel estimation of the discontinuous regression function
by I. Sánchez-Borrego & M. Martínez-Miranda & A. González-Carmona - 571-587 A note on model diagnostics in longitudinal data analysis
by Kung Yang & Yue-Cune Chang - 589-601 A bias reducing technique in kernel distribution function estimation
by Choongrak Kim & Sungsoo Kim & Mira Park & Hakbae Lee - 603-620 Semiparametric estimation of mean and variance functions for non-Gaussian data
by David Nott - 621-637 Bayesian analysis of finite mixture models of distributions from exponential families
by M. Rufo & J. Martín & C. Pérez - 639-641 Stephen Senn: Dicing with Death: Chance, Risk, and Health
by V. Berger
June 2006, Volume 21, Issue 2
- 183-185 Editorial
by Francescco Palumbo - 187-210 Descriptive statistics for interval-valued observations in the presence of rules
by L. Billard & E. Diday - 211-229 New clustering methods for interval data
by Marie Chavent & Francisco Carvalho & Yves Lechevallier & Rosanna Verde - 231-250 Dynamic clustering for interval data based on L 2 distance
by Francisco Carvalho & Paula Brito & Hans-Hermann Bock - 251-269 A robust fuzzy k-means clustering model for interval valued data
by Pierpaolo D'Urso & Paolo Giordani - 271-288 Clustering reduced interval data using Hausdorff distance
by Antonio Irpino & Valentino Tontodonato - 289-308 Linear discriminant analysis for interval data
by António Silva & Paula Brito - 309-323 Interclass analysis in symbolic pattern classification problems
by Manabu Ichino & Shinya Ishikawa - 325-341 Extension of multivariate regression trees to interval data. Application to electricity load profiling
by Véronique Cariou - 343-363 Principal component analysis on interval data
by Federica Gioia & Carlo Lauro - 365-384 Interval linear systems: the state of the art
by Stefania Corsaro & Marina Marino
March 2006, Volume 21, Issue 1
- 9-31 Genetic algorithms for the selection of smoothing parameters in additive models
by Rüdiger Krause & Gerhard Tutz - 33-51 Online signal extraction by robust linear regression
by Ursula Gather & Karen Schettlinger & Roland Fried - 53-62 A fast algorithm for balanced sampling
by Guillaume Chauvet & Yves Tillé - 63-71 On the linear combination of normal and Laplace random variables
by Saralees Nadarajah - 73-89 On the structure of the stochastic process of mortgages in Spain
by P. Bouzas & A. Aguilera & M. Valderrama & N. Ruiz-Fuentes - 103-119 Generating multivariate correlated samples
by Arnab Chakraborty - 121-140 Quantifying expert opinion for modelling fauna habitat distributions
by Shafiqah Al-Awadhi & Paul Garthwaite - 141-149 A graphical method for assessing multivariate normality
by H. Holgersson - 151-182 Constraint-based inference algorithms for structural models with latent confounders— empirical application and simulations
by Dirk Temme
December 2004, Volume 19, Issue 4
- 525-534 Exact analysis of a paired sibling study
by I. Dinwoodie & Brenda MacGibbon - 535-550 Simple and efficient algorithms for computing exact cumulative discrete probabilities and its inverses
by Udo Krzensk - 551-567 Missing data and auxiliary information in surveys
by M. Rueda & S. González - 569-592 Estimation of heavy-tailed probability density function with application to Web data
by Rostislav Maiboroda & Natalia Markovich - 593-612 S-PLUS code for ordinal correspondence analysis
by Eric Beh - 613-633 Fuzzy Bayesian estimation on lifetime data
by Hsien-Chung Wu - 635-657 Investigating the competitive assumption of Multinomial Logit models of brand choice by nonparametric modeling
by Makoto Abe & Yasemin Boztug & Lutz Hildebrandt - 659-660 Automatic nonuniform random variate generation
by Mariano Espejo & Miguel Pineda - 661-664 R Version 2.0.0
by Kurt Hornik & Friedrich Leisch - 665-665 Correction: Function estimation with locally adaptive dynamic models
by Stefan Lang & Eva-Maria Fronk & Ludwig Fahrmeir
February 2004, Volume 19, Issue 1
- 5-8 Papers on data visualisation—What can we see in them?
by Antony Unwin & Martin Theus - 9-28 Cumulative curves for exploration of demographic data: a case study of Northwest England
by Natalia Andrienko & Gennady Andrienko - 29-54 The forward search and data visualisation
by Anthony Atkinson & Marco Riani - 55-73 Explorative and dynamic visualization of data in virtual reality
by Henrik Nagel & Erik Granum - 75-94 Methods for the visualization of clustered climate data
by Thomas Nocke & Heidrun Schumann & Uwe Böhm - 95-111 Visualizing non-hierarchical and hierarchical cluster analyses with clustergrams
by Matthias Schonlau - 113-135 Visualizing parameters from loglinear models
by Pedro Valero-Mora & María Rodrigo & Forrest Young - 137-146 Adding visualization functions of DAVIS to Jasp: Mixing two Java-based statistical systems
by Junji Nakano & Moon Huh & Yoshikazu Yamamoto & Takeshi Fujiwara & Ikunori Kobayashi - 147-158 Hierarchical visual data mining for large-scale data
by Matthew Ward & Wei Peng & Xiaoning Wang
September 2003, Volume 18, Issue 3
- 317-338 Portfolio Optimization Under Credit Risk
by Rudi Zagst & Jan Kehrbaum & Bernd Schmid - 339-353 Simple approximations for option pricing under mean reversion and stochastic volatility
by Christian Hafner - 355-373 A Structure for General and Specific Market Risk
by Eckhard Platen & Gerhard Stahl - 375-386 Detecting periods in which a time series model fails to predict the observed volatility
by Andreas Stadie - 387-400 Likelihood inference in BL-GARCH models
by Giuseppe Storti & Cosimo Vitale - 401-415 Multiscale estimation of processes related to the fractional Black-Scholes equation
by R. Fernández-Pascual & M. Ruiz-Medina & J. Angulo - 417-434 A PDE based Implementation of the Hull&White Model for Cashflow Derivatives
by Sascha Meyer & Willi Schwarz - 435-448 Implied Trinomial Trees and Their Implementation with XploRe
by Karel Komorád - 449-462 Online Prediction of Berlin Single-Family House Prices
by Rainer Schulz & Hizir Sofyan & Axel Werwatz & Rodrigo Witzel - 463-475 Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias
by Rosa Papalia - 477-491 Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
by Suria Ellis & Faans Steyn & Hennie Venter - 493-504 Finite-sample distributions of self-normalised sums
by Jeong-Ryeol Kim - 505-520 Stability and scalability in decision trees
by Tomàs Aluja-Banet & Eduard Nafria - 521-531 Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area
by Rahmatullah Imon - 533-546 Derivation of a State-Space Model by Functional Data Analysis
by Mariano Valderrama & Mónica Ortega-Moreno & Pedro González & Ana Aguilera - 547-563 Combined X-bar and CRL Charts for the Gamma Process
by C. Sim - 565-583 BITE: A Bayesian Intensity Estimator
by Tommi Härkänen - 585-603 Two Cross Validation Criteria for SIR α and PSIR α methods in view of prediction
by Ali Gannoun & Jérôme Saracco - 605-626 A Projection Pursuit Method on the multidimensional squared Contingency Table
by Ju Ahn & Heike Hofmann & Dianne Cook
July 2003, Volume 18, Issue 2
- 167-183 Non-Linear and Nonparametric Modelling of Seasonal Environmental Data
by A. McMullan & A. W. Bowman & E. M. Scott - 185-203 Multivariate Local Fitting with General Basis Functions
by Jochen Einbeck - 205-221 Estimation and Inference in Nonparametric Cox-models: Time Transformation Methods
by Jan Terje Kvaløy & Bo Henry Lindqvist - 223-249 Smoothing and mixed models
by M. P. Wand - 251-262 A note on P-spline additive models with correlated errors
by Maria Durbán & Iain D. Currie - 263-292 Bayesian Geoadditive Seemingly Unrelated Regression
by Stefan Lang & Samson B. Adebayo & Ludwig Fahrmeir & Winfried J. Steiner - 293-315 Principal Curves of Oriented Points: theoretical and computational improvements
by Pedro Delicado & Mario Huerta
March 2003, Volume 18, Issue 1
- 1-17 Fitting a Mixture Distribution to a Variable Subject to Heteroscedastie Measurement Errors
by Markus Thamerus - 19-37 A Comparison of Estimation Methods for Multilevel Logistic Models
by Mirjam Moerbeek & Gerard J. P. Breukelen & Martijn P. F. Berger - 39-55 Regression Models for Correlated Biliary Data with Random Effects Assuming a Mixture of Normal Distributions
by Jorge Alberto Achcar & Vanderly Janeiro & Josmar Mazucheli - 57-78 Gauss-Hermite Quadrature Approximation for Estimation in Generalised Linear Mixed Models
by Jianxin Pan & Robin Thompson - 79-106 Simulated Maximum Likelihood in Nonlinear Continuous-Discrete State Space Models: Importance Sampling by Approximate Smoothing
by Hermann Singer - 107-122 Assessing the reliability of web-based statistical software
by A. M. Kitchen & R. Drachenberg & J. Symanzik - 123-141 Studentized Autoregressive Time Series Residuals
by Jeffrey T. Terpstra & Joseph W. McKean & Kirk Anderson - 143-162 Standardizing the Comparison of Partitions
by Ursula Garczarek & Glaus Weihs
December 2002, Volume 17, Issue 4
- 453-464 Are Efficient Estimators in Single-Index Models Really Efficient? A Computational Discussion
by Marian Hristache - 465-477 Influence Contours in Linear Regression
by Zsolt Lengvárszky & R. Webster West - 479-499 Function estimation with locally adaptive dynamic models
by Stefan Lang & Eva-Maria Pronk & Ludwig Fahrmeir - 501-506 Bootstrapping heteroskedasticity consistent covariance matrix estimator
by Emmanuel Flachaire - 507-515 Computing Relations between Moments and Cumulants
by Qi Zheng - 517-524 On Single Versus Multiple Imputation for a Class of Stochastic Algorithms Estimating Maximum Likelihood
by Edward H. Ip - 525-544 Adjusted R2 Measures for the Inverse Gaussian Regression Model
by Harald Heinzl & Martina Mittlböck - 545-564 The Functional Nonparametric Model and Application to Spectrometric Data
by Frédéric Ferraty & Philippe Vieu - 565-568 A simple approximation to the percentiles of the t distribution
by Douglas G. Bonett - 569-571 “VBA for Modelers: Developing Decision Support Systems Using Microsoft Excel” by S. Christian Albright Duxbury Press, 2001
by Jerry R. Nedelman
July 2002, Volume 17, Issue 2
- 147-163 Extensions of Classical Multidimensional Scaling via Variable Reduction
by Michael W. Trosset - 165-184 Multivariate permutation tests for the k-sample problem with clustered data
by Jörg Rahnenführer - 185-202 The Use of a Distance Measure in Regularised Discriminant Analysis
by J. P. Koolaard & S. Ganesalingam & C. R. O. Lawoko - 203-213 An object-based graphical user interface for time series analysis
by Yoshikazu Yamamoto & Junji Nakano