Journal: Statistics and Computing

Volume 21, Issue 4

463 -- 473Yves F. Atchadé. A computational framework for empirical Bayes inference
475 -- 481Yaming Yu. D-optimal designs via a cocktail algorithm
483 -- 499María Xosé Rodríguez-Álvarez, Javier Roca-Pardiñas, Carmen Cadarso-Suárez. ROC curve and covariates: extending induced methodology to the non-parametric framework
501 -- 509Chun-Chao Wang, Yi-Ting Hwang. A new functional statistic for multivariate normality
511 -- 522Cinzia Viroli. Finite mixtures of matrix normal distributions for classifying three-way data
523 -- 536Gabriele Soffritti, Giuliano Galimberti. Multivariate linear regression with non-normal errors: a solution based on mixture models
537 -- 553Julien Chiquet, Yves Grandvalet, Christophe Ambroise. Inferring multiple graphical structures
555 -- 568Yves F. Atchadé, Gareth O. Roberts, Jeffrey S. Rosenthal. Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo
569 -- 583Yi-Ting Hwang, Shih-Kai Chu, Shyh-Tyan Ou. Evaluations of FDR-controlling procedures in multiple hypothesis testing
585 -- 599Luis Angel García-Escudero, Alfonso Gordaliza, Carlos Matrán, Agustín Mayo-Iscar. Exploring the number of groups in robust model-based clustering
601 -- 612Jun Ma, Sigurbjorg Gudlaugsdottir, Graham Wood. Generalized EM estimation for semi-parametric mixture distributions with discretized non-parametric component
613 -- 632Sylvain Arlot, Alain Celisse. Segmentation of the mean of heteroscedastic data via cross-validation
633 -- 647Luca Martino, Joaquín Míguez. A generalization of the adaptive rejection sampling algorithm
649 -- 656Brendon J. Brewer, Lívia B. Pártay, Gábor Csányi. Diffusive nested sampling
657 -- 670Gregory Gurevich, Albert Vexler. A two-sample empirical likelihood ratio test based on samples entropy
671 -- 681Haeran Cho, Piotr Fryzlewicz. Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets

Volume 21, Issue 3

295 -- 308Giovanna Menardi. Density-based Silhouette diagnostics for clustering methods
309 -- 324Daniel Sabanés Bové, Leonhard Held. Bayesian fractional polynomials
325 -- 334Li-Mei Zhang, Li-ping Zhu, Li-Xing Zhu. Sufficient dimension reduction in regressions through cumulative Hessian directions
335 -- 347Ajay Jasra, Christopher C. Holmes. Stochastic boosting algorithms
361 -- 373Jeffrey L. Andrews, Paul D. McNicholas. t-factor analyzers
375 -- 393Faming Liang. Annealing evolutionary stochastic approximation Monte Carlo for global optimization
395 -- 414Cathy W. S. Chen, Jennifer S. K. Chan, Richard Gerlach, William Y. L. Hsieh. A comparison of estimators for regression models with change points
415 -- 430Matthew M. Tibbits, Murali Haran, John C. Liechty. Parallel multivariate slice sampling
431 -- 437Niaial Friel, A. N. Pettitt. Classification using distance nearest neighbours
439 -- 449Loukia Meligkotsidou, Petros Dellaportas. Forecasting with non-homogeneous hidden Markov models
451 -- 462Samiran Ghosh. On the grouped selection and model complexity of the adaptive elastic net

Volume 21, Issue 2

137 -- 146Tadayoshi Fushiki. Estimation of prediction error by using ::::K::::-fold cross-validation
147 -- 157Ronald W. Butler, Robert L. Paige. Exact distributional computations for Roy s statistic and the largest eigenvalue of a Wishart distribution
159 -- 171Göran Kauermann, Michael Wegener. Functional variance estimation using penalized splines with principal component analysis
173 -- 183Ruggero Bellio, Alessandra R. Brazzale. Restricted likelihood inference for generalized linear mixed models
185 -- 202Marco Alfò, Antonello Maruotti, Giovanni Trovato. A finite mixture model for multivariate counts under endogenous selectivity
203 -- 216Katarina Domijan, Simon P. Wilson. Bayesian kernel projections for classification of high dimensional data
217 -- 229Paul Fearnhead, Zhen Liu. Efficient Bayesian analysis of multiple changepoint models with dependence across segments
231 -- 246Helga Wagner. Bayesian estimation and stochastic model specification search for dynamic survival models
247 -- 259Ray-Bing Chen, Chi-Hsiang Chu, Te-You Lai, Ying Nian Wu. Stochastic matching pursuit for Bayesian variable selection
261 -- 273Hua Zhou, David H. Alexander, Kenneth Lange. A quasi-Newton acceleration for high-dimensional optimization algorithms
275 -- 288Nicolas Chopin. Fast simulation of truncated Gaussian distributions
289 -- 291Christian P. Robert. James E. Gentle: Computational statistics (Statistics and Computing Series) - Springer-Verlag, New York, April 2009, xxi+727 pages, ISBN 978-0-387-98143-7, DOI 10.1007/978-0-387-98144-4, 99.00
293 -- 294Denis Allard. A.E. Gelfand, P.J. Diggle, M. Fuentes, P. Guttorp (eds.): Handbook of spatial statistics - Chapman & Hall/CRC, 2010

Volume 21, Issue 1

1 -- 16Christian H. Weiß. Rule generation for categorical time series with Markov assumptions
17 -- 30Ivan Kojadinovic, Jun Yan. A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
31 -- 43Frederico Z. Poleto, Julio M. Singer, Carlos Daniel Paulino. Missing data mechanisms and their implications on the analysis of categorical data
45 -- 54Dario Basso, Luigi Salmaso. A permutation test for umbrella alternatives
55 -- 67Anne Krampe, Maria Kateri, Sonja Kuhnt. Asymmetry models for square contingency tables: exact tests via algebraic statistics
69 -- 81John W. Lau, Mike K. P. So. A Monte Carlo Markov chain algorithm for a class of mixture time series models
83 -- 91Jin-Chuan Duan, Andras Fulop. A stable estimator of the information matrix under EM for dependent data
93 -- 105Maria Kalli, Jim E. Griffin, Stephen G. Walker. Slice sampling mixture models
107 -- 120Edith Gabriel, Denis Allard, Jean-Noël Bacro. Estimating and testing zones of abrupt change for spatial data
121 -- 136J.-F. Dupuy, Jean-Michel Loubes, Elie Maza. Non parametric estimation of the structural expectation of a stochastic increasing function