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ORCIDComputational Statistics & Data Analysis, Volume 54
Volume 54, Number 1, January 2010
- Edoardo Otranto
:
Identifying financial time series with similar dynamic conditional correlation. 1-15 - N. Lin, Ruibin Xi:
Fast surrogates of U-statistics. 16-24 - Xiao-Feng Wang, Zhaozhi Fan, Bin Wang:
Estimating smooth distribution function in the presence of heteroscedastic measurement errors. 25-36 - Valentin Todorov, Peter Filzmoser:
Robust statistic for the one-way MANOVA. 37-48 - Matti Vihola:
Grapham: Graphical models with adaptive random walk Metropolis algorithms. 49-54
- G. Y. Zou:
Confidence interval estimation under inverse sampling. 55-64 - Yong Zang, Wing Kam Fung, Gang Zheng:
Asymptotic powers for matched trend tests and robust matched trend tests in case-control genetic association studies. 65-77 - Juan R. Gonzalez, Edsel A. Peña, Pedro Delicado:
Confidence intervals for median survival time with recurrent event data. 78-89 - Ivan Kojadinovic:
Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. 90-108 - Alan David Hutson:
A multi-rater nonparametric test of agreement and corresponding agreement plot. 109-119 - Nizar Bouguila:
On multivariate binary data clustering and feature weighting. 120-134 - N. Balakrishnan, Xingqiu Zhao:
A nonparametric test for the equality of counting processes with panel count data. 135-142 - Chiara Tommasi, Jesús López-Fidalgo:
Bayesian optimum designs for discriminating between models with any distribution. 143-150 - Arturo J. Fernández:
Two-sided tolerance intervals in the exponential case: Corrigenda and generalizations. 151-162 - (Withdrawn) The functional singular value decomposition for bivariate stochastic processes. 163-172
- Woojoo Lee, Jian Qing Shi, Youngjo Lee:
Approximate conditional inference in mixed-effects models with binary data. 173-184 - Ancha Xu, Yincai Tang:
Reference analysis for Birnbaum-Saunders distribution. 185-192 - Ying Yang, Jian Kang:
Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values. 193-207 - Keunbaik Lee, Donald Mercante:
Longitudinal nominal data analysis using marginalized models. 208-218 - S. C. Chuang, Y. C. Hung:
Uniform design over general input domains with applications to target region estimation in computer experiments. 219-232 - Alan M. Polansky:
Ordered inference using observed confidence levels. 233-244
Volume 54, Number 2, February 2010
- Taoufik Bouezmarni, Jeroen V. K. Rombouts:
Nonparametric density estimation for positive time series. 245-261 - Christian de Peretti, Carole Siani:
Graphical methods for investigating the finite-sample properties of confidence regions. 262-271 - Sonjoy Das, James C. Spall, Roger G. Ghanem:
Efficient Monte Carlo computation of Fisher information matrix using prior information. 272-289 - Alexandros Karatzoglou, Ingo Feinerer:
Kernel-based machine learning for fast text mining in R. 290-297 - Dunlei Cheng, Adam J. Branscum, James D. Stamey:
A Bayesian approach to sample size determination for studies designed to evaluate continuous medical tests. 298-307
- Sofiane Boudaoud, Hervé Rix, Olivier Meste:
Core Shape modelling of a set of curves. 308-325 - Qingchu Xiao, Zaiming Liu, N. Balakrishnan, Xuewen Lu:
Estimation of the Birnbaum-Saunders regression model with current status data. 326-332 - Eufrasio de Andrade Lima Neto, Francisco de A. T. de Carvalho:
Constrained linear regression models for symbolic interval-valued variables. 333-347 - Alexandre B. Simas, Wagner Barreto-Souza, Andréa V. Rocha:
Improved estimators for a general class of beta regression models. 348-366 - Simos G. Meintanis:
Inference procedures for the Birnbaum-Saunders distribution and its generalizations. 367-373 - Gabriel Frahm, Uwe Jaekel:
A generalization of Tyler's M-estimators to the case of incomplete data. 374-393 - Guo-Liang Tian, Man-Lai Tang, Kam Chuen Yuen, Kai Wang Ng:
Further properties and new applications of the nested Dirichlet distribution. 394-405 - Sooyoung Cheon, Jaehee Kim:
Multiple change-point detection of multivariate mean vectors with the Bayesian approach. 406-415 - Alessio Farcomeni, Alessandra Nardi:
A two-component Weibull mixture to model early and late mortality in a Bayesian framework. 416-428 - Eva Boj, Pedro Delicado, Josep Fortiana:
Distance-based local linear regression for functional predictors. 429-437 - Jing-Hao Xue, D. M. Titterington:
On the generative-discriminative tradeoff approach: Interpretation, asymptotic efficiency and classification performance. 438-451 - Rosa M. Crujeiras, Ingrid Van Keilegom:
Least squares estimation of nonlinear spatial trends. 452-465 - Lili Tian:
Confidence interval estimation of partial area under curve based on combined biomarkers. 466-472 - Masayuki Hirukawa:
Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval. 473-495 - Fukang Zhu, Dehui Wang:
Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations. 496-508 - Ngai Hang Chan, Thomas C. M. Lee, Liang Peng:
On nonparametric local inference for density estimation. 509-515 - Mong-Na Lo Huang, Chuan-Pin Lee, Ray-Bing Chen, Thomas Klein:
Exact D-optimal designs for a second-order response surface model on a circle with qualitative factors. 516-530 - Albert Vexler, Gregory Gurevich:
Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy. 531-545 - Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga, Ana Pérez González:
Estimation of the marginal location under a partially linear model with missing responses. 546-564 - Yu-Ling Chang, Fei Zou, Fred A. Wright:
An approximate Bayesian approach for quantitative trait loci estimation. 565-574 - Nicola Sartori, Thomas A. Severini, E. Marras:
An alternative specification of generalized linear mixed models. 575-584 - Geert Molenberghs, Michael G. Kenward:
Semi-parametric marginal models for hierarchical data and their corresponding full models. 585-597 - Alessandro De Gregorio, Stefano Maria Iacus:
Clustering of discretely observed diffusion processes. 598-606 - Sung Nok Chiu, Kwong-Ip Liu:
Corrigendum to "Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions" [Computational Statistics & Data Analysis 53 (2009) 3817-3834]. 607
Volume 54, Number 3, March 2010
- Cristian Gatu, B. D. McCullough:
Second special issue on statistical algorithms and software. 609-610 - Jan Bulla, Ingo Bulla, Oleg Nenadic:
hsmm - An R package for analyzing hidden semi-Markov models. 611-619 - Ori Davidov, George Iliopoulos:
A note on an iterative algorithm for nonparametric estimation in biased sampling models. 620-624 - Juan-Carlos Escanciano, David T. Jacho-Chávez:
Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. 625-636 - María Teresa Gallegos, Gunter Ritter:
Using combinatorial optimization in model-based trimmed clustering with cardinality constraints. 637-654 - Justin Harrington, Matías Salibián Barrera:
Finding approximate solutions to combinatorial problems with very large data sets using BIRCH. 655-667 - Anca M. Hanea, Dorota Kurowicka, Roger M. Cooke, Dan A. Ababei:
Mining and visualising ordinal data with non-parametric continuous BBNs. 668-687 - Bo Hu, Kam-Wah Tsui:
Distributed evolutionary Monte Carlo for Bayesian computing. 688-697 - Alessandra Iacobucci, Jean-Michel Marin, Christian P. Robert:
On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation. 698-710 - Paul David McNicholas, Thomas Brendan Murphy, Aaron F. McDaid, Dermot Frost:
Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models. 711-723 - Jacques Poitevineau, Bruno Lecoutre:
Implementing Bayesian predictive procedures: The K-prime and K-square distributions. 724-731 - Chandan K. Reddy, Bala Rajaratnam:
Learning mixture models via component-wise parameter smoothing. 732-749 - Foued Saâdaoui:
Acceleration of the EM algorithm via extrapolation methods: Review, comparison and new methods. 750-766 - Han-Ming Wu, Yin-Jing Tien, Chun-Houh Chen:
GAP: A graphical environment for matrix visualization and cluster analysis. 767-778 - Guijun Yang, Zhigang Wang, Wei Deng:
Unbiased generalized quasi-regression. 779-789 - Recai M. Yucel, Hakan Demirtas:
Impact of non-normal random effects on inference by multiple imputation: A simulation assessment. 790-801
Volume 54, Number 4, April 2010
- Reinhard Vonthein, Andreas Ziegler:
On the Use of the Terms Repeatability and Reproducibility Regarding "Reproducibility of genotypes as measured by the Affymetrix GeneChip(R) 100 K Human Mapping Array Set" by Fridley and colleagues (2008) Comput. Stat. Data Anal. 52: 5367-5374. 803
- Joachim Röhmel:
Comparing two independent samples using the risk difference under inverse sampling. 804-805 - R. J. O'Hara Hines, W. G. S. Hines:
Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs. 806-815 - Raffaele Argiento, Alessandra Guglielmi, Antonio Pievatolo:
Bayesian density estimation and model selection using nonparametric hierarchical mixtures. 816-832 - Dayna P. Saldaña-Zepeda, Humberto Vaquera-Huerta, Barry C. Arnold:
A goodness of fit test for the Pareto distribution in the presence of Type II censoring, based on the cumulative hazard function. 833-842 - Michaël Schyns, Gentiane Haesbroeck, Frank Critchley:
RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator. 843-857 - Pierre Duchesne, Pierre Lafaye de Micheaux:
Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods. 858-862
- Schalk W. Human, Subha Chakraborti, C. F. Smit:
Shewhart-type control charts for variation in phase I data analysis. 863-874 - Adeniyi J. Adewale, Xiaojian Xu:
Robust designs for generalized linear models with possible overdispersion and misspecified link functions. 875-890 - Yanrong Cao, Haiqun Lin, Tracy Zhou Wu, Yan Yu:
Penalized spline estimation for functional coefficient regression models. 891-905 - Ren-Dao Ye, Tie-Feng Ma, Song-Gui Wang:
Inferences on the common mean of several inverse Gaussian populations. 906-915 - Clair L. Alston, Kerrie L. Mengersen:
Allowing for the effect of data binning in a Bayesian Normal mixture model. 916-923 - Ramesh C. Gupta, Sergey Lvin, Cheng Peng:
Estimating turning points of the failure rate of the extended Weibull distribution. 924-934 - Rodrigo B. Silva, Wagner Barreto-Souza, Gauss M. Cordeiro:
A new distribution with decreasing, increasing and upside-down bathtub failure rate. 935-944 - Rodrigo Rossetto Pescim, Clarice G. B. Demétrio, Gauss M. Cordeiro, Edwin M. M. Ortega, Mariana R. Urbano:
The beta generalized half-normal distribution. 945-957 - Yulia R. Gel:
Test of fit for a Laplace distribution against heavier tailed alternatives. 958-965 - Vivian Lanius, Ursula Gather:
Robust online signal extraction from multivariate time series. 966-975 - Li-Ping Zhu, Zhou Yu, Li-Xing Zhu:
A sparse eigen-decomposition estimation in semiparametric regression. 976-986 - Esmeralda A. Ramalho, Joaquim J. S. Ramalho:
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models. 987-1001 - Luis Hernando Vanegas, Francisco José de A. Cysneiros:
Assessment of diagnostic procedures in symmetrical nonlinear regression models. 1002-1016 - Elizabeth M. Hashimoto, Edwin M. M. Ortega, Vicente G. Cancho, Gauss M. Cordeiro:
The log-exponentiated Weibull regression model for interval-censored data. 1017-1035 - Liya Fu, You-Gan Wang, Zhidong Bai:
Rank regression for analysis of clustered data: A natural induced smoothing approach. 1036-1050 - Nicoleta Serban:
Noise reduction for enhanced component identification in multi-dimensional biomolecular NMR studies. 1051-1065 - Wei Gao, Ning-Zhong Shi, Man-Lai Tang, Lianyan Fu, Guo-Liang Tian:
Unified generalized iterative scaling and its applications. 1066-1078 - Haiyan Su, Hua Liang:
An empirical likelihood-based method for comparison of treatment effects - Test of equality of coefficients in linear models. 1079-1088 - Junlong Zhao, Xiuli Zhao:
Dimension reduction using the generalized gradient direction. 1089-1102 - Michael Bruce Swift:
A simulation study comparing methods for calculating confidence intervals for directly standardized rates. 1103-1108 - Ling Chen, Jianguo Sun:
A multiple imputation approach to the analysis of interval-censored failure time data with the additive hazards model. 1109-1116 - Toru Ogura:
A variable selection method in principal canonical correlation analysis. 1117-1123
- George C. Tseng:
Quantile map: Simultaneous visualization of patterns in many distributions with application to tandem mass spectrometry. 1124-1137 - Paul A. Thompson, Yuzhi Cai, Rana Moyeed, Dominic Reeve, Julian Stander:
Bayesian nonparametric quantile regression using splines. 1138-1150 - Nicholas T. Longford:
Small area estimation with spatial similarity. 1151-1166 - Damien Garcia:
Robust smoothing of gridded data in one and higher dimensions with missing values. 1167-1178 - Dong Wang:
Modeling epigenetic modifications under multiple treatment conditions. 1179-1189 - Bruce R. Hargreaves, Thomas P. McWilliams:
Polynomial Trendline function flaws in Microsoft Excel. 1190-1196
Volume 54, Number 5, May 2010
- Junni L. Zhang, Wolfgang K. Härdle:
The Bayesian Additive Classification Tree applied to credit risk modelling. 1197-1205 - Helga Wagner, Regina Tüchler:
Bayesian estimation of random effects models for multivariate responses of mixed data. 1206-1218 - Laura M. Sangalli, Piercesare Secchi, Simone Vantini, Valeria Vitelli:
k-mean alignment for curve clustering. 1219-1233
- Zhao Yang, James W. Hardin, Cheryl L. Addy:
Score tests for overdispersion in zero-inflated Poisson mixed models. 1234-1246 - Namgil Lee, Jong-Min Kim:
Conversion of categorical variables into numerical variables via Bayesian network classifiers for binary classifications. 1247-1265 - Camila Borelli Zeller, Filidor V. Labra, Victor H. Lachos, Narayanaswamy Balakrishnan:
Influence analyses of skew-normal/independent linear mixed models. 1266-1280 - Dewi Rahardja, Dean M. Young:
Credible sets for risk ratios in over-reported two-sample binomial data using the double-sampling scheme. 1281-1287 - Marcus Hutter, Minh-Ngoc Tran:
Model selection with the Loss Rank Principle. 1288-1306 - Artur J. Lemonte, Silvia L. P. Ferrari, Francisco Cribari-Neto:
Improved likelihood inference in Birnbaum-Saunders regressions. 1307-1316 - Melissa A. Bingham, Daniel J. Nordman, Stephen B. Vardeman:
Finite-sample investigation of likelihood and Bayes inference for the symmetric von Mises-Fisher distribution. 1317-1327 - Wan-Lun Wang, Tsai-Hung Fan:
ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors. 1328-1341 - Assam Pryseley, Abel Tilahun, Ariel Alonso Abad, Geert Molenberghs:
Using earlier measures in a longitudinal sequence as a potential surrogate for a later one. 1342-1354 - Nicolas Verzelen:
Data-driven neighborhood selection of a Gaussian field. 1355-1371 - Shu-Fei Wu, Ying-Po Lin, Yuh-Ru Yu:
One-stage multiple comparisons with the control for exponential location parameters under heteroscedasticity. 1372-1380 - Nobuoki Eshima, Minoru Tabata:
Entropy coefficient of determination for generalized linear models. 1381-1389 - Ricardo Fraiman, Ana Justel, Marcela Svarc:
Pattern recognition via projection-based kNN rules. 1390-1403 - Steve Su:
Erratum to: "Confidence intervals for quantiles using generalized lambda distributions" [Computational Statistics & Data Analysis 53 (2009) 3324-3333]. 1404
- David R. J. Pleydell, Stéphane Chrétien:
Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data. 1405-1418
Volume 54, Number 6, June 2010
- Yaming Yu:
Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs. 1419-1425 - Bart Vermeulen, Peter Goos, Martina Vandebroek:
Obtaining more information from conjoint experiments by best-worst choices. 1426-1433 - Andrew G. Glen:
Accurate estimation with one order statistic. 1434-1441 - Kaspar Rufibach:
An active set algorithm to estimate parameters in generalized linear models with ordered predictors. 1442-1456 - José Cortiñas Abrahantes, Tomasz Burzykowski:
Simplified modeling strategies for surrogate validation with multivariate failure-time data. 1457-1466 - Linzhi Xu, Jiajia Zhang:
An EM-like algorithm for the semiparametric accelerated failure time gamma frailty model. 1467-1474 - Mortaza Jamshidian, Wei Liu, Frank Bretz:
Simultaneous confidence bands for all contrasts of three or more simple linear regression models over an interval. 1475-1483 - Kris De Brabanter, Jos De Brabanter, Johan A. K. Suykens, Bart De Moor:
Optimized fixed-size kernel models for large data sets. 1484-1504 - Dennis K. J. Lin, Chris Sharpe, Peter Winker:
Optimized U-type designs on flexible regions. 1505-1515
- Raffaella Piccarreta:
Binary trees for dissimilarity data. 1516-1524 - Yan Yang, Douglas G. Simpson:
Unified computational methods for regression analysis of zero-inflated and bound-inflated data. 1525-1534 - Koen W. De Bock, Kristof Coussement, Dirk Van den Poel:
Ensemble classification based on generalized additive models. 1535-1546 - Debasis Kundu, Hatem Howlader:
Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data. 1547-1558 - Swagata Nandi, Isha Dewan:
An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring. 1559-1569 - Eric J. Beh:
The aggregate association index. 1570-1580 - Ding-Geng Chen, Yuhlong Lio:
Parameter estimations for generalized exponential distribution under progressive type-I interval censoring. 1581-1591 - Jörn Dannemann, Hajo Holzmann:
Testing for two components in a switching regression model. 1592-1604 - Peng Li, Shengli Zhao, Runchu Zhang:
A cluster analysis selection strategy for supersaturated designs. 1605-1612 - Jin-Jian Hsieh:
Estimation of Kendall's tau from censored data. 1613-1621 - Patrícia de Siqueira Ramos, Daniel Furtado Ferreira:
A Bayesian solution to the multivariate Behrens-Fisher problem. 1622-1633 - Qin Zhou, Yunzhao Luo, Zhaojun Wang:
A control chart based on likelihood ratio test for detecting patterned mean and variance shifts. 1634-1645 - Ding-Geng Chen:
Incorporating historical control information into quantal bioassay with Bayesian approach. 1646-1656 - David C. Wheeler, DeMarc A. Hickson, Lance A. Waller:
Assessing local model adequacy in Bayesian hierarchical models using the partitioned deviance information criterion. 1657-1671 - Paul H. Lee, Philip L. H. Yu:
Distance-based tree models for ranking data. 1672-1682 - Douglas P. Wiens, Eden K. H. Wu:
A comparative study of robust designs for M-estimated regression models. 1683-1695
- Achim Zeileis, Ajay Shah, Ila Patnaik:
Testing, monitoring, and dating structural changes in exchange rate regimes. 1696-1706
Volume 54, Number 7, July 2010
- Michael P. Holmes, Alexander G. Gray, Charles Lee Isbell Jr.:
Fast kernel conditional density estimation: A dual-tree Monte Carlo approach. 1707-1718 - Geneviève Lefebvre, Russell Steele, Alain C. Vandal:
A path sampling identity for computing the Kullback-Leibler and J divergences. 1719-1731 - Mohammad Z. Raqab, Akbar Asgharzadeh, Reza Valiollahi:
Prediction for Pareto distribution based on progressively Type-II censored samples. 1732-1743 - Yong Wang:
Fisher scoring: An interpolation family and its Monte Carlo implementations. 1744-1755 - Tzu-Tsung Wong:
Parameter estimation for generalized Dirichlet distributions from the sample estimates of the first and the second moments of random variables. 1756-1765
- Carey E. Priebe, Youngser Park, David J. Marchette, John M. Conroy, John Grothendieck, Allen L. Gorin:
Statistical inference on attributed random graphs: Fusion of graph features and content: An experiment on time series of Enron graphs. 1766-1776 - John Grothendieck, Carey E. Priebe, Allen L. Gorin:
Statistical inference on attributed random graphs: Fusion of graph features and content. 1777-1790 - Inge Koch, Kanta Naito:
Prediction of multivariate responses with a selected number of principal components. 1791-1807 - Linzhi Xu, Jiajia Zhang:
Multiple imputation method for the semiparametric accelerated failure time mixture cure model. 1808-1816 - Xinyan Zhang, Jianguo Sun:
Regression analysis of clustered interval-censored failure time data with informative cluster size. 1817-1823 - Anastasios Panagiotelis, Michael S. Smith:
Bayesian skew selection for multivariate models. 1824-1839 - Arne C. Bathke, Solomon W. Harrar, Haiyan Wang, Ke Zhang, Hans-Peter Piepho:
Series of randomized complete block experiments with non-normal data. 1840-1857 - Marieke E. Timmerman, Eva Ceulemans, Henk A. L. Kiers, Maurizio Vichi:
Factorial and reduced K-means reconsidered. 1858-1871 - Kuo-Chin Lin:
Goodness-of-fit tests for modeling longitudinal ordinal data. 1872-1880 - Sara Kherad-Pajouh, Olivier Renaud:
An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA. 1881-1893
Volume 54, Number 8, August 2010
- Frank Konietschke, Arne C. Bathke, Ludwig A. Hothorn, Edgar Brunner:
Testing and estimation of purely nonparametric effects in repeated measures designs. 1895-1905 - Math J. J. M. Candel, Gerard J. P. Van Breukelen:
D-optimality of unequal versus equal cluster sizes for mixed effects linear regression analysis of randomized trials with clusters in one treatment arm. 1906-1920 - Binbing Yu:
A Bayesian MCMC approach to survival analysis with doubly-censored data. 1921-1929 - Byungtae Seo, Bruce G. Lindsay:
A computational strategy for doubly smoothed MLE exemplified in the normal mixture model. 1930-1941
- Cédric Heuchenne, Ingrid Van Keilegom:
Goodness-of-fit tests for the error distribution in nonparametric regression. 1942-1951 - Ying Chen, Chi Kin Chan, Bartholomew P. K. Leung:
An analysis of three-level orthogonal saturated designs. 1952-1961 - N. K. Unnikrishnan:
Bayesian analysis for outliers in survey sampling. 1962-1974 - Xuerong Meggie Wen:
On sufficient dimension reduction for proportional censorship model with covariates. 1975-1982 - Juan-Carlos Escanciano, Silvia Mayoral:
Data-driven smooth tests for the martingale difference hypothesis. 1983-1998 - Megan Dailey Higgs, Jennifer A. Hoeting:
A clipped latent variable model for spatially correlated ordered categorical data. 1999-2011 - Sandra Ramos, Maria Antónia Amaral Turkman, Marília Antunes:
Bayesian classification for bivariate normal gene expression. 2012-2020 - Victoriano J. García, Emilio Gómez-Déniz, F. J. Vázquez-Polo:
A new skew generalization of the normal distribution: Properties and applications. 2021-2034 - Pablo Martínez-Camblor:
Nonparametric k-sample test based on kernel density estimator for paired design. 2035-2045
- Yuk-Ka Chung, Wing Kam Fung, Yue-Qing Hu:
Familial database search on two-person mixture. 2046-2051
Volume 54, Number 9, September 2010
- Wolfgang Kössler:
Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem - An asymptotic power study. 2053-2065 - Donghoon Han, N. Balakrishnan:
Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint. 2066-2081 - Silvia María Ojeda, Ronny O. Vallejos, Oscar H. Bustos:
A new image segmentation algorithm with applications to image inpainting. 2082-2093
- Ruud Wetzels, Raoul P. P. P. Grasman, Eric-Jan Wagenmakers:
An encompassing prior generalization of the Savage-Dickey density ratio. 2094-2102 - Xin Lai, Kelvin K. W. Yau:
Extending the long-term survivor mixture model with random effects for clustered survival data. 2103-2112 - Jinxin Gao, David B. Hitchcock:
James-Stein shrinkage to improve k-means cluster analysis. 2113-2127 - Freedom N. Gumedze, Sue J. Welham, Beverley J. Gogel, Robin Thompson:
A variance shift model for detection of outliers in the linear mixed model. 2128-2144 - Xue-Dong Chen, Nian-Sheng Tang:
Bayesian analysis of semiparametric reproductive dispersion mixed-effects models. 2145-2158 - Nicola Salvati, Hukum Chandra, Maria Giovanna Ranalli, Ray Chambers:
Small area estimation using a nonparametric model-based direct estimator. 2159-2171 - Mingan Yang, David B. Dunson, Donna D. Baird:
Semiparametric Bayes hierarchical models with mean and variance constraints. 2172-2186 - Josep Ginebra, Xavier Puig:
On the measure and the estimation of evenness and diversity. 2187-2201
Volume 54, Number 10, October 2010
- Yuan-chin Ivan Chang, Yufen Huang, Yu-Pai Huang:
Early stopping in L2Boosting. 2203-2213
- Mohamed Chaouch, Camelia Goga:
Design-based estimation for geometric quantiles with application to outlier detection. 2214-2229 - Xiaoming Wang, Taesung Park, Keumhee Chough Carriere:
Variable selection via combined penalization for high-dimensional data analysis. 2230-2243 - Jiujun Zhang, Zhonghua Li, Zhaojun Wang:
A multivariate control chart for simultaneously monitoring process mean and variability. 2244-2252 - Derek S. Young, D. R. Hunter:
Mixtures of regressions with predictor-dependent mixing proportions. 2253-2266 - Ian R. White, Rhian M. Daniel, Patrick Royston:
Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables. 2267-2275 - Seongjoo Song, Dan L. Nicolae, Jongwoo Song:
Estimating the mixing proportion in a semiparametric mixture model. 2276-2283 - Fabrizio Consentino, Gerda Claeskens:
Order selection tests with multiply imputed data. 2284-2295 - David Afshartous, Richard A. Preston:
Confidence intervals for dependent data: Equating non-overlap with statistical significance. 2296-2305 - Dexter O. Cahoy:
A bootstrap test for equality of variances. 2306-2316
- Peter Zörnig:
Statistical simulation and the distribution of distances between identical elements in a random sequence. 2317-2327 - Longcheen Huwang, Chun-Jung Huang, Yi-Hua Tina Wang:
New EWMA control charts for monitoring process dispersion. 2328-2342 - Hans-Friedrich Köhn:
Representation of individual differences in rectangular proximity data through anti-Q matrix decomposition. 2343-2357
Volume 54, Number 11, November 2010
- David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk:
The Fifth Special Issue on Computational Econometrics. 2359 - Tansel Alp, Matei Demetrescu:
Joint forecasts of Dow Jones stocks under general multivariate loss function. 2360-2371 - Francesco Audrino, Fulvio Corsi:
Modeling tick-by-tick realized correlations. 2372-2382 - María Concepción Ausín, Hedibert Freitas Lopes:
Time-varying joint distribution through copulas. 2383-2399 - Luc Bauwens, Walid Ben Omrane, Erick Rengifo:
Intradaily dynamic portfolio selection. 2400-2418 - Walid Ben Omrane, Andréas Heinen:
Public news announcements and quoting activity in the Euro/Dollar foreign exchange market. 2419-2431 - Jan Beran, Martin Schützner, Sucharita Ghosh:
From short to long memory: Aggregation and estimation. 2432-2442 - Monica Billio, Massimiliano Caporin:
Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. 2443-2458 - Kris Boudt, Christophe Croux:
Robust M-estimation of multivariate GARCH models. 2459-2469 - Fabrizio Cipollini, Giampiero M. Gallo:
Automated variable selection in vector multiplicative error models. 2470-2486 - J. Dai, Stefan Sperlich:
Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation. 2487-2497 - James Davidson, Andrea Monticini:
Tests for cointegration with structural breaks based on subsamples. 2498-2511 - Pierre Duchesne, Linyuan Li, Jill Vandermeerschen:
On testing for serial correlation of unknown form using wavelet thresholding. 2512-2531 - Jean-Marie Dufour, Abderrahim Taamouti:
Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form. 2532-2553 - Jean-Marie Dufour, Lynda Khalaf, Maral Kichian:
Estimation uncertainty in structural inflation models with real wage rigidities. 2554-2561 - Dean Fantazzini:
Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects. 2562-2579 - Aurea Grané, Helena Veiga:
Wavelet-based detection of outliers in financial time series. 2580-2593 - Jim E. Griffin, M. F. J. Steel:
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. 2594-2608 - Christian M. Hafner, Olga Reznikova:
Efficient estimation of a semiparametric dynamic copula model. 2609-2627 - Zhongfang He, John M. Maheu:
Real time detection of structural breaks in GARCH models. 2628-2640 - Irma Hindrayanto, Siem Jan Koopman, Marius Ooms:
Exact maximum likelihood estimation for non-stationary periodic time series models. 2641-2654 - George Kapetanios, Massimiliano Marcellino:
Factor-GMM estimation with large sets of possibly weak instruments. 2655-2675 - Thomas Lux, Leonardo Morales-Arias:
Forecasting volatility under fractality, regime-switching, long memory and student-t innovations. 2676-2692 - Marianna Lyra, Johannes Paha, Sandra Paterlini, Peter Winker:
Optimization heuristics for determining internal rating grading scales. 2693-2706 - J. C. Naylor, A. R. Tremayne, J. M. Marriott:
Exploratory data analysis and model criticism with posterior plots. 2707-2720 - Yoshihiro Ohtsuka, Takashi Oga, Kazuhiko Kakamu:
Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach. 2721-2735 - Yasuhiro Omori, Koji Miyawaki:
Tobit model with covariate dependent thresholds. 2736-2752 - Sergio Pastorello, Eduardo Rossi:
Efficient importance sampling maximum likelihood estimation of stochastic differential equations. 2753-2762 - Krishna Pendakur, Michael Scholz, Stefan Sperlich:
Semiparametric indirect utility and consumer demand. 2763-2775 - Paolo Postiglione, Roberto Benedetti, Giovanni Lafratta:
A regression tree algorithm for the identification of convergence clubs. 2776-2785 - E. Rossi, F. Spazzini:
Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis. 2786-2800 - Dong Wan Shin, Sangun Park:
Robust panel unit root tests for cross-sectionally dependent multiple time series. 2801-2813 - Ingvar Strid:
Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach. 2814-2835 - E. E. Vassiliou, Ioannis C. Demetriou:
A linearly distributed lag estimator with r-convex coefficients. 2836-2849 - José Antonio Vilar, A. M. Alonso, Juan Manuel Vilar:
Non-linear time series clustering based on non-parametric forecast densities. 2850-2865 - Hao Wang:
Sparse seemingly unrelated regression modelling: Applications in finance and econometrics. 2866-2877
Volume 54, Number 12, December 2010
- Stefan Van Aelst, Roy E. Welsch, Ruben H. Zamar:
Special issue on variable selection and robust procedures. 2879-2882 - Carlos A. Abanto-Valle, Debiprasad Bandyopadhyay, Victor H. Lachos, I. Enriquez:
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions. 2883-2898 - Jorge Adrover, Matías Salibián Barrera:
Globally robust confidence intervals for simple linear regression. 2899-2913 - Pedro C. Álvarez-Esteban, Eustasio del Barrio, Juan Antonio Cuesta-Albertos, Carlos Matrán:
Assessing when a sample is mostly normal. 2914-2925 - Rodrigo M. Basso, Victor H. Lachos, Celso Rômulo Barbosa Cabral, Pulak Ghosh:
Robust mixture modeling based on scale mixtures of skew-normal distributions. 2926-2941 - Graciela Boente, Daniela Rodriguez:
Robust inference in generalized partially linear models. 2942-2966 - Graciela Boente, Ana M. Pires, Isabel M. Rodrigues:
Detecting influential observations in principal components and common principal components. 2967-2975 - Simone Borra, Agostino Di Ciaccio:
Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods. 2976-2989 - Yin-Ping Chen, Hsin-Cheng Huang, I-Ping Tu:
A new approach for selecting the number of factors. 2990-2998 - Christophe Croux, Sarah Gelper, Koen Mahieu:
Robust exponential smoothing of multivariate time series. 2999-3006 - Michiel Debruyne, Mia Hubert, Johan Van Horebeek:
Detecting influential observations in Kernel PCA. 3007-3019 - E. Dupuis Lozeron, Maria-Pia Victoria-Feser:
Robust estimation of constrained covariance matrices for confirmatory factor analysis. 3020-3032 - Takeshi Emura, Chien-Wei Lin, Weijing Wang:
A goodness-of-fit test for Archimedean copula models in the presence of right censoring. 3033-3043 - Salvador Flores:
On the efficient computation of robust regression estimators. 3044-3056 - Luis Angel García-Escudero, Alfonso Gordaliza, Agustín Mayo-Íscar, Roberto San Martin:
Robust clusterwise linear regression through trimming. 3057-3069 - Anna Gottard, Simona Pacillo:
Robust concentration graph model selection. 3070-3079 - Thaddeus J. Haight, Yue Wang, Mark J. van der Laan, Ira B. Tager:
A cross-validation deletion-substitution-addition model selection algorithm: Application to marginal structural models. 3080-3094 - Karel Hron, Matthias Templ, Peter Filzmoser:
Imputation of missing values for compositional data using classical and robust methods. 3095-3107 - Jana Jurecková, Jan Picek, A. K. Md. Ehsanes Saleh:
Rank tests and regression rank score tests in measurement error models. 3108-3120 - Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar:
Fast robust estimation of prediction error based on resampling. 3121-3130 - Jong Soo Lee, Dennis D. Cox:
Robust smoothing: Smoothing parameter selection and applications to fluorescence spectroscopy. 3131-3143 - Anastasia Lykou, Joe Whittaker:
Sparse CCA using a Lasso with positivity constraints. 3144-3157 - Christopher J. Marley, David C. Woods:
A comparison of design and model selection methods for supersaturated experiments. 3158-3167 - Ricardo A. Maronna, Victor J. Yohai:
Correcting MM estimates for "fat" data sets. 3168-3173 - Simos G. Meintanis, Efthimios Tsionas:
Testing for the generalized normal-Laplace distribution with applications. 3174-3180 - Rajiv S. Menjoge, Roy E. Welsch:
A diagnostic method for simultaneous feature selection and outlier identification in linear regression. 3181-3193 - Aleksey Min, Hajo Holzmann, Claudia Czado:
Model selection strategies for identifying most relevant covariates in homoscedastic linear models. 3194-3211 - Tri-Dung Nguyen, Roy E. Welsch:
Outlier detection and least trimmed squares approximation using semi-definite programming. 3212-3226 - David J. Nott, Chenlei Leng:
Bayesian projection approaches to variable selection in generalized linear models. 3227-3241 - Robin Nunkesser, Oliver Morell:
An evolutionary algorithm for robust regression. 3242-3248 - Rachida Ouysse, Robert Kohn:
Bayesian variable selection and model averaging in the arbitrage pricing theory model. 3249-3268 - Antony M. Overstall, Jonathan J. Forster:
Default Bayesian model determination methods for generalised linear mixed models. 3269-3288 - Stephanie Powers, Richard Gerlach, James D. Stamey:
Bayesian variable selection for Poisson regression with underreported responses. 3289-3299 - Marco Riani, Anthony C. Atkinson:
Robust model selection with flexible trimming. 3300-3312 - Yves Rozenholc, Thoralf Mildenberger, Ursula Gather:
Combining regular and irregular histograms by penalized likelihood. 3313-3323 - María Jesús Rufo, Jacinto Martín, C. J. Pérez:
New approaches to compute Bayes factor in finite mixture models. 3324-3335 - Michael Schomaker, Alan T. K. Wan, Christian Heumann:
Frequentist Model Averaging with missing observations. 3336-3347 - Steffen Unkel, Nickolay T. Trendafilov:
A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis. 3348-3358 - You-Gan Wang, Lin-Yee Hin:
Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection. 3359-3370 - Douglas P. Wiens:
Robustness of design for the testing of lack of fit and for estimation in binary response models. 3371-3378
- Jesse L. Barlow, Lars Eldén, Paolo Foschi:
3rd Special issue on matrix computations and statistics. 3379-3380 - Heidi Arnouts, Peter Goos:
Update formulas for split-plot and block designs. 3381-3391 - Marc Hofmann, Erricos John Kontoghiorghes:
Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models. 3392-3403 - Tsuyoshi Ichimura, Daisuke Fukuda:
A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions. 3404-3410 - Ivan Markovsky, Mahesan Niranjan:
Approximate low-rank factorization with structured factors. 3411-3420 - Galen I. Papkov, David W. Scott:
Local-moment nonparametric density estimation of pre-binned data. 3421-3429 - Rosemary A. Renaut, Iveta Hnetynková, Jodi L. Mead:
Regularization parameter estimation for large-scale Tikhonov regularization using a priori information. 3430-3445 - Nickolay T. Trendafilov:
Stepwise estimation of common principal components. 3446-3457 - Rong-Xian Yue, Xin Liu:
ILr-optimal designs for a hierarchically ordered system of regression models. 3458-3465
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