Journal: Comput. Stat.

Volume 33, Issue 4

1563 -- 1587Yuzhu Tian, Man-Lai Tang, Maozai Tian. Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies
1589 -- 1603Hao Cheng, Ying Wei. A fast imputation algorithm in quantile regression
1605 -- 1625Yuzhu Tian, Man-Lai Tang, Yanchao Zang, Maozai Tian. Quantile regression for linear models with autoregressive errors using EM algorithm
1627 -- 1648Thomas Suesse. Estimation of spatial autoregressive models with measurement error for large data sets
1649 -- 1685Till Massing. Simulation of Student-Lévy processes using series representations
1687 -- 1713Theodore Simos, Mike G. Tsionas. Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
1715 -- 1731Tanujit Dey, Kun ho Kim, Chae Young Lim. Bayesian time series regression with nonparametric modeling of autocorrelation
1733 -- 1765Alexander Vosseler, Enzo Weber. Forecasting seasonal time series data: a Bayesian model averaging approach
1767 -- 1798Athanasios C. Micheas, Jiaxun Chen. sppmix: Poisson point process modeling using normal mixture models
1799 -- 1822Marie Chavent, Vanessa Kuentz-Simonet, Amaury Labenne, Jérôme Saracco. ClustGeo: an R package for hierarchical clustering with spatial constraints
1823 -- 1845Jie Lin, Donald A. Adjeroh, Bing-Hua Jiang, Yue Jiang 0001. fastWKendall: an efficient algorithm for weighted Kendall correlation
1847 -- 1862Monjed H. M. Samuh, Fortunato Pesarin. Applications of conditional power function of two-sample permutation test
1863 -- 1896Ludwig Baringhaus, Daniel Gaigall, J. P. Thiele. 2)-distances to uniformity
1897 -- 1921J. Kleyn, Mohammad Arashi, S. Millard. Preliminary test estimation in system regression models in view of asymmetry
1923 -- 1938Jiyeon Song, Seung-Jun Shin. Stability approach to selecting the number of principal components
1939 -- 1955Jacques Bénasséni. A correction of approximations used in sensitivity study of principal component analysis

Volume 33, Issue 3

1125 -- 1126Hans A. Kestler, Bernd Bischl, Matthias Schmid. Proceedings of Reisensburg 2014-2015
1127 -- 1143Swetlana Herbrandt, Uwe Ligges, Manuel Ferreira, Michael Kansteiner, Dirk Biermann, Wolfgang Tillmann, Claus Weihs. Model based optimization of a statistical simulation model for single diamond grinding
1145 -- 1158Matthias Kuhn, Thoralf Stange, Sylvia Herold, Christian Thiede, Ingo Roeder. Finding small somatic structural variants in exome sequencing data: a machine learning approach
1159 -- 1172Dirk Surmann, Uwe Ligges, Claus Weihs. Predicting measurements at unobserved locations in an electrical transmission system
1173 -- 1194Thomas Villmann, Marika Kaden, Wieland Hermann, Michael Biehl. Learning vector quantization classifiers for ROC-optimization
1195 -- 1215Heidi Seibold, Christoph Bernau, Anne-Laure Boulesteix, Riccardo De Bin. On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models
1217 -- 1244Morad Alizadeh, Fazlollah Lak, Mahdi Rasekhi, Thiago G. Ramires, Haitham M. Yousof, Emrah Altun. The odd log-logistic Topp-Leone G family of distributions: heteroscedastic regression models and applications
1245 -- 1266Wanrong Liu, Jianglin Fang, Xuewen Lu. Additive-multiplicative hazards model with current status data
1267 -- 1292M. Kumar, P. N. Bajeel. Design of component reliability test plan for a series system having time dependent testing cost with the presence of covariates
1293 -- 1323Jia-Han Shih, Takeshi Emura. Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula
1325 -- 1348Mahdi Mahdizadeh, Ehsan Zamanzade. Interval estimation of (P(X<Y)) in ranked set sampling
1349 -- 1366Ehsan Zamanzade, Xinlei Wang 0001. Proportion estimation in ranked set sampling in the presence of tie information
1367 -- 1384Ahad Malekzadeh, Mahmood Kharrati-Kopaei. Inferences on the common mean of several normal populations under heteroscedasticity
1385 -- 1412Karol Wyszynski, Giampiero Marra. Sample selection models for count data in R
1413 -- 1428David Lee, Harry Joe. Efficient computation of multivariate empirical distribution functions at the observed values
1429 -- 1455Alan P. Ker, Abdoul G. Sam. Semiparametric estimation of the link function in binary-choice single-index models
1457 -- 1473Kensuke Okada, Shin-ichi Mayekawa. Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling
1475 -- 1496Thierry Chekouo, Alejandro Murua. High-dimensional variable selection with the plaid mixture model for clustering
1497 -- 1524Román Salmerón-Gómez, José García, Catalina García-García, María del Mar López. Transformation of variables and the condition number in ridge estimation
1525 -- 1561Mohammad Arashi, Mina Norouzirad, S. Ejaz Ahmed, Bahadir Yüzbasi. Rank-based Liu regression

Volume 33, Issue 2

563 -- 593M. Revan Özkale, Stanley Lemeshow, Rodney X. Sturdivant. Logistic regression diagnostics in ridge regression
595 -- 621Patrick Ten Eyck, Joseph E. Cavanaugh. Model selection criteria based on cross-validatory concordance statistics
623 -- 638Zhanfeng Wang, Zhuojian Chen, Zimu Chen. H-relative error estimation for multiplicative regression model with random effect
639 -- 658Ana Colubi, J. Santos Domínguez-Menchero, Gil González-Rodríguez. New designs to consistently estimate the isotonic regression
659 -- 674Peixin Zhao, Xiaoshuang Zhou. Robust empirical likelihood for partially linear models via weighted composite quantile regression
675 -- 708Pavel Cízek, M. Aquaro. Robust estimation and moment selection in dynamic fixed-effects panel data models
709 -- 730Thiago G. Ramires, Niel Hens, Gauss M. Cordeiro, Edwin M. M. Ortega. Estimating nonlinear effects in the presence of cure fraction using a semi-parametric regression model
731 -- 756Chin-Shang Li, Minggen Lu. A lack-of-fit test for generalized linear models via single-index techniques
757 -- 786Jason S. Bergtold, Krishna P. Pokharel, Allen M. Featherstone, Lijia Mo. On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables
787 -- 806J. G. Liao, Joseph E. Cavanaugh, Timothy L. McMurry. Extending AIC to best subset regression
807 -- 836Wesley Bertoli, Katiane S. Conceição, Marinho G. Andrade, Francisco Louzada. On the zero-modified Poisson-Shanker regression model and its application to fetal deaths notification data
837 -- 861T. F. Lo, P.-H. Ke, W.-J. Tsay. Pairwise likelihood inference for the random effects probit model
863 -- 885Yuejin Zhou, Yebin Cheng, Wenlin Dai, Tiejun Tong. Optimal difference-based estimation for partially linear models
887 -- 901Zong-Feng Qi, Xueru Zhang, Yong-Dao Zhou. Generalized good lattice point sets
903 -- 931Xiao-dong Zhou, Yunjuan Wang, Rong-Xian Yue. Robust population designs for longitudinal linear regression model with a random intercept
933 -- 965Ahmed M. Elsawah. Choice of optimal second stage designs in two-stage experiments
967 -- 982Bernardo B. de Andrade, Geraldo S. Souza. Likelihood computation in the normal-gamma stochastic frontier model
983 -- 996Liya Fu, Yangyang Hao, You-Gan Wang. Working correlation structure selection in generalized estimating equations
997 -- 1015Salvatore Fasola, Vito M. R. Muggeo, Helmut Küchenhoff. A heuristic, iterative algorithm for change-point detection in abrupt change models
1017 -- 1045Eric Ruggieri. A pruned recursive solution to the multiple change point problem
1047 -- 1070Nathan Uyttendaele. On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
1071 -- 1090Hani M. Samawi, Haresh Rochani, Jingjing Yin, Daniel Linder, Robert Vogel. Notes on kernel density based mode estimation using more efficient sampling designs
1091 -- 1123Mu Niu, Benn Macdonald, Simon Rogers, Maurizio Filippone, Dirk Husmeier. Statistical inference in mechanistic models: time warping for improved gradient matching

Volume 33, Issue 1

1 -- 29Richard G. Everitt. Efficient importance sampling in low dimensions using affine arithmetic
31 -- 74M. M. Mohie-Eldin, A. R. Shafay, M. Nagy. Statistical inference under adaptive progressive censoring scheme
75 -- 98Jiangyan Wang, Miao Yang, Anandamayee Majumdar. Comparative study and sensitivity analysis of skewed spatial processes
99 -- 126Fabrizio Leisen, Luca Rossini, Cristiano Villa. Objective bayesian analysis of the Yule-Simon distribution with applications
127 -- 158Phillip Li. Efficient MCMC estimation of inflated beta regression models
159 -- 177Mary Kathryn Cowles, Stephen Bonett, Michael Seedorff. Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration
179 -- 212Umberto Picchini, Adeline Samson. Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
213 -- 234Samer A. Kharroubi. Posterior simulation via the exponentially tilted signed root log-likelihood ratio
235 -- 248J. A. Cano, C. Carazo, D. Salmerón. Objective Bayesian model selection approach to the two way analysis of variance
249 -- 275Hare Krishna, N. Goel. Classical and Bayesian inference in two parameter exponential distribution with randomly censored data
277 -- 297Sukhmani Sidhu, Kanchan Jain, Suresh Sharma. Bayesian estimation of generalized gamma shared frailty model
299 -- 318Yasmina Ziane, Nabil Zougab, Smail Adjabi. Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data
319 -- 338Chunzheng Cao, Mengqian Chen, Yahui Wang, Jian Qing Shi. Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
339 -- 356Joseph Reath, Jianping Dong, Min Wang. Improved parameter estimation of the log-logistic distribution with applications
357 -- 377Arís Fanjul-Hevia, Wenceslao González-Manteiga. A comparative study of methods for testing the equality of two or more ROC curves
379 -- 411Helmut Herwartz, Yabibal M. Walle. A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility
413 -- 441Barbora Pestová, Michal Pesta. Abrupt change in mean using block bootstrap and avoiding variance estimation
443 -- 465Yuliya Lovcha, Alejandro Perez-Laborda, Luis A. Gil-Alana. On the invertibility of seasonally adjusted series
467 -- 485Angelina Roche. Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety
487 -- 501Björn Bornkamp. Calculating quantiles of noisy distribution functions using local linear regressions
503 -- 525Joungyoun Kim, Donghyeon Yu, Johan Lim, Joong-Ho Won. A peeling algorithm for multiple testing on a random field
527 -- 548Rainer Schlittgen. Estimation of generalized structured component analysis models with alternating least squares
549 -- 562William Volterman, Reza Arabi Belaghi, N. Balakrishnan 0002. Joint records from two exponential populations and associated inference