Journal: Comput. Stat.

Volume 29, Issue 6

1403 -- 1426Songfeng Zheng. A generalized Newton algorithm for quantile regression models
1427 -- 1445Thomas W. Yee, Alfian F. Hadi. Row-column interaction models, with an R implementation
1447 -- 1468Amir Safari. An e-E-insensitive support vector regression machine
1469 -- 1479Bruce E. Barrett, J. Brian Gray. Efficient computation for the Poisson binomial distribution
1481 -- 1496Yushu Li, Simon Reese. Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
1497 -- 1513Chung Chang, Yakuan Chen, R. Todd Ogden. Functional data classification: a wavelet approach
1515 -- 1541Yow-Jen Jou, Chien-Chia Liäm Huang, Hsun-Jung Cho. A VIF-based optimization model to alleviate collinearity problems in multiple linear regression
1543 -- 1570Shiyi Chen, Wolfgang K. Härdle. Dynamic activity analysis model-based win-win development forecasting under environment regulations in China
1571 -- 1592Jung-Yu Cheng, Shinn-Jia Tzeng. Quantile regression of right-censored length-biased data using the Buckley-James-type method
1593 -- 1608Philip Pallmann, Ludwig A. Hothorn, Gemechis D. Djira. A Levene-type test of homogeneity of variances against ordered alternatives
1609 -- 1636Renato Guseo, Cinzia Mortarino. Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies
1637 -- 1650Cécile Hardouin, Xavier Guyon. Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes
1651 -- 1665Jooyong Shim, Changha Hwang, Kyung Ha Seok. Composite support vector quantile regression estimation
1667 -- 1690Haftom T. Abebe, Frans E. S. Tan, Gerard J. P. Van Breukelen, Martijn P. F. Berger. Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation
1691 -- 1711T. Ogura, H. Murakami. A rank test based on the moments of order statistics of the modified Makeham distribution
1713 -- 1726Wei Yu, Wangli Xu, Lixing Zhu. Transformation-based model averaged tail area inference
1727 -- 1748Jenny Häggström, Xavier De Luna. Targeted smoothing parameter selection for estimating average causal effects
1749 -- 1767Jasmit Shah, Somnath Datta, Susmita Datta. A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics
1769 -- 1791Artür Manukyan, Erhan Çene, Ahmet Sedef, Ibrahim Demir. Dandelion plot: a method for the visualization of R-mode exploratory factor analyses
1793 -- 1798Francis Sullivan, Isabel Beichl. Permanents, (α)-permanents and Sinkhorn balancing

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

Volume 29, Issue 3

403 -- 405Nickolay T. Trendafilov, Martin Kleinsteuber, Hui Zou. Sparse matrices in data analysis
407 -- 430Peter Bühlmann, Jacopo Mandozzi. High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
431 -- 454Nickolay T. Trendafilov. From simple structure to sparse components: a review
455 -- 465Yixin Fang, Yang Feng, Ming Yuan. Regularized principal components of heritability
467 -- 487Clemens Hage, Martin Kleinsteuber. 0)-surrogates
489 -- 513Charles Bouveyron, Camille Brunet-Saumard. Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
515 -- 528Tze Choy, Nicolai Meinshausen. Sparse distance metric learning
529 -- 546Max Grazier G'Sell, Shai S. Shen-Orr, Robert Tibshirani. Sensitivity analysis for inference with partially identifiable covariance matrices
547 -- 568Felix Krahmer, Gitta Kutyniok, Jakob Lemvig. Sparse matrices in frame theory
569 -- 590Pierre-Antoine Absil, Luca Amodei, Gilles Meyer. Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries
591 -- 621Bamdev Mishra, Gilles Meyer, Silvère Bonnabel, Rodolphe Sepulchre. Fixed-rank matrix factorizations and Riemannian low-rank optimization
623 -- 639Jianhui Chen, Jieping Ye. Sparse trace norm regularization
641 -- 659Pao-Sheng Shen. Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring
661 -- 683Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama, Nobuki Takayama. Holonomic gradient descent for the Fisher-Bingham distribution on the (d)-dimensional sphere
685 -- 713Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce. Copula selection for graphical models in continuous Estimation of Distribution Algorithms
715 -- 741Giampiero Marra, Rosalba Radice, Silvia Missiroli. Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models
743 -- 767Marco E. G. V. Cattaneo, Andrea Wiencierz. On the implementation of LIR: the case of simple linear regression with interval data
769 -- 798Charles D. Lindsey, Simon J. Sheather, Joseph W. McKean. Using sliced mean variance-covariance inverse regression for classification and dimension reduction
799 -- 811Sergio J. Rey. Fast algorithms for a space-time concordance measure
813 -- 828Pao-Sheng Shen. Semiparametric regression analysis for clustered doubly-censored data
829 -- 848Han Lin Shang. Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
849 -- 867Yu-chuan Chen, Hyejung Ha, Hyunjoong Kim, Hongshik Ahn. Canonical Forest
869 -- 889Hui-Qiong Li, Man-Lai Tang, Weng Kee Wong. Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery
891 -- 894Árpád Baricz. Remarks on a parameter estimation for von Mises-Fisher distributions

Volume 29, Issue 1

1 -- 2Harald Binder, Hans A. Kestler, Matthias Schmid. Proceedings of Reisensburg 2011
3 -- 35Benjamin Hofner, Andreas Mayr, Nikolay Robinzonov, Matthias Schmid. Model-based boosting in R: a hands-on tutorial using the R package mboost
37 -- 50Sebastian Krey, Uwe Ligges, Friedrich Leisch. K-means clustering
51 -- 63Stefanie Hieke, Harald Binder, Alexandra Nieters, Martin Schumacher. minPtest: a resampling based gene region-level testing procedure for genetic case-control studies
65 -- 80Miriam Schmidt, Günther Palm, Friedhelm Schwenker. Spectral graph features for the classification of graphs and graph sequences
81 -- 95Ludwig Lausser, Christoph Müssel, Alexander Melkozerov, Hans A. Kestler. Identifying predictive hubs to condense the training set of (k)-nearest neighbour classifiers
97 -- 115Markus Maucher, David Kracht, Steffen Schober, Martin Bossert, Hans A. Kestler. Inferring Boolean functions via higher-order correlations
117 -- 119Dianne Cook. The 2011 data Expo of the American Statistical Association
121 -- 132Lendie Follett, Ulrike Genschel, Heike Hofmann. A graphical exploration of the Deepwater Horizon oil spill
133 -- 140Tony Tran, Aida Yazdanparast, Eric A. Suess. Effect of Oil Spill on Birds: A Graphical Assay of the Deepwater Horizon Oil Spill's Impact on Birds
141 -- 157Tianxi Li, Chao Gao, Meng Xu, Bala Rajaratnam. Detecting the impact area of BP deepwater horizon oil discharge: an analysis by time varying coefficient logistic models and boosted trees
159 -- 187George S. Fishman. Counting subsets of contingency tables
189 -- 214Ming Ha Lee, Michael B. C. Khoo. Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals
215 -- 232K. Krishnamoorthy, Mee-Sook Lee. Improved tests for the equality of normal coefficients of variation
233 -- 261Rachida Ouysse. On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models
263 -- 281Lan Zhou, Huijun Pan. Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations
283 -- 306Göran Kauermann, Renate Meyer. Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas
307 -- 330Aurélie M. E. Bertrand, Christian M. Hafner. On heterogeneous latent class models with applications to the analysis of rating scores
331 -- 361Yi-Ping Chang, Chih-Tun Yu. Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk
363 -- 401María-Dolores Jiménez-Gamero, Rafael Pino-Mejías, Antonio Rufián-Lizana. φ)-divergence estimators for multinomial models and applications