Journal: Comput. Stat.

Volume 29, Issue 5

895 -- 929Andrzej Mlodak. On the construction of an aggregated measure of the development of interval data
931 -- 943Dedi Rosadi, Shelton Peiris. Second-order least-squares estimation for regression models with autocorrelated errors
945 -- 957Kurt Hornik, Bettina Grün. On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions
959 -- 980Katiane S. Conceição, Marinho G. Andrade, Francisco Louzada. On the zero-modified poisson model: Bayesian analysis and posterior divergence measure
981 -- 1003Ji Luo 0005, Jiajia Zhang, Han Sun. Estimation of relative risk using a log-binomial model with constraints
1005 -- 1023Daeju Kim, Shuichi Kawano, Yoshiyuki Ninomiya. 1) trend filtering
1025 -- 1043Shiow-Lan Gau, Jean de Dieu Tapsoba, Shen-Ming Lee. Bayesian approach for mixture models with grouped data
1045 -- 1063Hongli Niu, Jun Wang. Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
1065 -- 1081Rose D. Baker, Dan Jackson. Statistical application of barycentric rational interpolants: an alternative to splines
1083 -- 1094Ahad Malekzadeh, Mahmood Kharrati-Kopaei, S. M. Sadooghi-Alvandi. Comparing exponential location parameters with several controls under heteroscedasticity
1095 -- 1128Guy Mélard. On the accuracy of statistical procedures in Microsoft Excel 2010
1129 -- 1152Marie Chavent, Stéphane Girard, Vanessa Kuentz-Simonet, Benoit Liquet, Thi Mong Ngoc Nguyen, Jérôme Saracco. A sliced inverse regression approach for data stream
1153 -- 1173Reza Arabi Belaghi, Mohammad Arashi, S. M. M. Tabatabaey. Improved confidence intervals for the scale parameter of Burr XII model based on record values
1175 -- 1186Rand R. Wilcox, Florence Clark. Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
1187 -- 1205Chi Tim Ng, Johan Lim, Kyeong Eun Lee, Donghyeon Yu, Sujung Choi. A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square
1207 -- 1219Anthony J. Hayter. Recursive formulas for multinomial probabilities with applications
1221 -- 1241Simos G. Meintanis, Dimitris Karlis. Validation tests for the innovation distribution in INAR time series models
1243 -- 1261Ewa Strzalkowska-Kominiak, Ricardo Cao. Beran-based approach for single-index models under censoring
1263 -- 1277Patrícia L. Espinheira, Silvia L. P. Ferrari, Francisco Cribari-Neto. Bootstrap prediction intervals in beta regressions
1279 -- 1300Elham Mirfarah, Jafar Ahmadi. Pitman closeness of (k)-records from two sequences to progressive Type-II censored order statistics
1301 -- 1320Andrew T. Karl, Randy Eubank, Jelena Milovanovic, Mark Reiser, Dennis Young. Using RngStreams for parallel random number generation in C++ and R
1321 -- 1343Vahid Nassiri, Ignace Loris. An efficient algorithm for structured sparse quantile regression
1345 -- 1363Erika Antal, Yves Tillé. A new resampling method for sampling designs without replacement: the doubled half bootstrap
1365 -- 1379Carla Moreira, Jacobo de Uña-Álvarez, Ingrid Van Keilegom. Goodness-of-fit tests for a semiparametric model under random double truncation
1381 -- 1402Rong Jiang, Wei-Min Qian, Jing-Ru Li. Testing in linear composite quantile regression models