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Computational Statistics, Volume 31
Volume 31, Number 1, March 2016
- Cathy W. S. Chen
, Sangyeol Lee
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. 1-24 - Richard Gerlach
Bayesian estimation and inference for log-ACD models. 25-48 - Genya Kobayashi:
Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles. 49-88 - Chiranjit Mukhopadhyay, Soumya Roy
Bayesian accelerated life testing under competing log-location-scale family of causes of failure. 89-119 - Getachew Dagne:
Bayesian segmental growth mixture Tobit models with skew distributions. 121-137 - Madhulika Dube, Renu Garg
On progressively first failure censored Lindley distribution. 139-163 - Edilberto Cepeda Cuervo, Daniel Jaimes, Margarita Marín, Javier Rojas:
Bayesian beta regression with Bayesianbetareg R-package. 165-187 - Tristan Senga Kiessé
Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data. 189-206 - Min Wang
Bayesian analysis of Birnbaum-Saunders distribution via the generalized ratio-of-uniforms method. 207-225 - S. F. Niazi Ali:
Prediction intervals based on Gompertz doubly censored data. 227-246 - Yan-Yong Zhao, Jin-Guan Lin, Xing-Fang Huang:
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method. 247-268 - Mark A. Lukas, Frank R. de Hoog, Robert S. Anderssen:
Practical use of robust GCV and modified GCV for spline smoothing. 269-289 - Max Wornowizki, Roland Fried:
Two-sample homogeneity tests based on divergence measures. 291-313 - Luca Weihs
Efficient computation of the Bergsma-Dassios sign covariance. 315-328 - Jing Sun:
Composite quantile regression for single-index models with asymmetric errors. 329-351 - Ilaria L. Amerise, Agostino Tarsitano:
Combining dissimilarity matrices by using rank correlations. 353-367 - Sook-young Woo, Seonwoo Kim, Jinheum Kim:
Determining cutoff values of prognostic factors in survival data with competing risks. 369-386 - Michel Minoux, Riadh Zorgati:
Convexity of Gaussian chance constraints and of related probability maximization problems. 387-408
Volume 31, Number 2, June 2016
- A. H. M. Mahbub Latif
A genetic algorithm for designing microarray experiments. 409-424 - Bo Zhang, Wei Liu, Hui Zhang
Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and high-dimensional semicontinuous biomarker data. 425-449 - Soeun Kim, Jae Youn Ahn, Woojoo Lee:
On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector. 451-464 - Alexander Munteanu
Correcting statistical models via empirical distribution functions. 465-495 - Wangli Xu, Wei Yu, Zaixing Li:
Confidence interval estimation by a joint pivot method. 497-511 - Riccardo De Bin
Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost. 513-531 - Xuefei Mi, H. Friedrich Utz, Albrecht E. Melchinger
Selectiongain: an R package for optimizing multi-stage selection. 533-543 - P. J. J. Luukko
Introducing libeemd: a program package for performing the ensemble empirical mode decomposition. 545-557 - Ivo D. Dinov
Probability Distributome: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions. 559-577 - Mauro Bernardi, Leopoldo Catania
Comparison of Value-at-Risk models using the MCS approach. 579-608 - Yandan Yang, Hon Keung Tony Ng, Narayanaswamy Balakrishnan:
A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature. 609-641 - Tao Zhang
A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy. 643-669 - Xiaoping Shi
A sequential multiple change-point detection procedure via VIF regression. 671-691 - Jinyi Yuan, Peixin Zhao, Weiguo Zhang
Semiparametric variable selection for partially varying coefficient models with endogenous variables. 693-707 - Vivekananda Roy
Improving efficiency of data augmentation algorithms using Peskun's theorem. 709-728 - Alberto Baccini
Random variate generation and connected computational issues for the Poisson-Tweedie distribution. 729-748 - George Kalema, Geert Molenberghs
Second-order generalized estimating equations for correlated count data. 749-770 - Adelchi Azzalini, Giovanna Menardi
Density-based clustering with non-continuous data. 771-798 - Philip L. H. Yu, Paul H. Lee
Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians. 799-827
Volume 31, Number 3, September 2016
- Viktoria Öllerer, Andreas Alfons
The shooting S-estimator for robust regression. 829-844 - Tsung-Shan Tsou:
Robust likelihood inference for multivariate correlated count data. 845-857 - Hock Ann Lim, Habshah Bt. Midi:
Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model. 859-877 - Tugba Söküt Açar
Influence measures in ridge regression when the error terms follow an Ar(1) process. 879-898 - Luke A. Prendergast
Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates. 899-922 - Kofi P. Adragni, Elias Al-Najjar, Sean Martin, Sai K. Popuri, Andrew M. Raim:
Group-wise sufficient dimension reduction with principal fitted components. 923-941 - Pawel Teisseyre
Random Subspace Method for high-dimensional regression with the R package regRSM. 943-972 - Xuhua Liu, Xingzhong Xu, Jan Hannig:
Least squares generalized inferences in unbalanced two-component normal mixed linear model. 973-988 - Antonio Punzo, Salvatore Ingrassia
Clustering bivariate mixed-type data via the cluster-weighted model. 989-1013 - Jooyong Shim, Changha Hwang, Kyung Ha Seok:
Support vector quantile regression with varying coefficients. 1015-1030 - Yuzhu Tian, Er'qian Li, Maozai Tian:
Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates. 1031-1057 - Francisco J. Ortega, Jose M. Gavilan:
Bayesian estimation of the half-normal regression model with deterministic frontier. 1059-1078 - Vladimir K. Kaishev
Geometrically designed, variable knot regression splines. 1079-1105 - Jianjun Zhou, Zhao Chen, Qingyan Peng:
Polynomial spline estimation for partial functional linear regression models. 1107-1129 - Jing Lv, Hu Yang
Robust estimation for varying index coefficient models. 1131-1167 - Márcio Poletti Laurini, Luiz Koodi Hotta:
Generalized moment estimation of stochastic differential equations. 1169-1202 - Jing Lv, Hu Yang
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. 1203-1234 - Jing Lv, Hu Yang
Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data. 1235
Volume 31, Number 4, December 2016
- Chun-Xia Zhang, Jiang-She Zhang, Sang-Woon Kim:
PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection. 1237-1262 - Yen-Shiu Chin, Ting-Li Chen
Minimizing variable selection criteria by Markov chain Monte Carlo. 1263-1286 - Bochao Jia, Yuan-chin Ivan Chang, Zhanfeng Wang:
Assessing the diagnostic power of variables measured with a detection limit. 1287-1303 - Philippe P. Pébay
Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights. 1305-1325 - Silvina Pistonesi, Jorge Martinez, Silvia María Ojeda:
A sensibility study of the autobinomial model estimation methods based on a feature similarity index. 1327-1357 - Maria Michela Dickson
Ordered spatial sampling by means of the traveling salesman problem. 1359-1372 - Yuri Heymann:
A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks. 1373-1383 - Hakan Demirtas, Robab Ahmadian
A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization. 1385-1401 - Kohei Adachi, Nickolay T. Trendafilov
Sparse principal component analysis subject to prespecified cardinality of loadings. 1403-1427 - Sébastien Loisel, Yoshio Takane
Partitions of Pearson's Chi-square statistic for frequency tables: a comprehensive account. 1429-1452 - Brett Naul, Bala Rajaratnam, Dario Vincenzi:
The role of the isotonizing algorithm in Stein's covariance matrix estimator. 1453-1476 - Johann Cuenin, Bent Jørgensen, Célestin C. Kokonendji:
Simulations of full multivariate Tweedie with flexible dependence structure. 1477-1492 - Henrik J. Nyman, Johan Pensar
Context-specific independence in graphical log-linear models. 1493-1512 - Laurent Bordes, Didier Chauveau:
Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data. 1513-1538 - Meng Li, Sijia Xiang, Weixin Yao:
Robust estimation of the number of components for mixtures of linear regression models. 1539-1555 - Jibo Wu:
Modified restricted Liu estimator in logistic regression model. 1557-1567 - Jeremias Leão
Constrained test in linear models with multivariate power exponential distribution. 1569-1592 - Rand R. Wilcox:
ANCOVA: a heteroscedastic global test when there is curvature and two covariates. 1593-1606 - Isabel Parra-Frutos:
Preliminary tests when comparing means. 1607-1631 - Guogen Shan
Exact sample size determination for the ratio of two incidence rates under the Poisson distribution. 1633-1644 - Tamio Koyama, Akimichi Takemura:
Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables. 1645-1659
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