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ORCIDComputational Statistics, Volume 29
Volume 29, Number 1, February 2014
- Harald Binder
, Hans A. Kestler, Matthias Schmid:
Proceedings of Reisensburg 2011. 1-2 - Benjamin Hofner, Andreas Mayr, Nikolay Robinzonov, Matthias Schmid:
Model-based boosting in R: a hands-on tutorial using the R package mboost. 3-35 - Sebastian Krey, Uwe Ligges, Friedrich Leisch:
Music and timbre segmentation by recursive constrained K-means clustering. 37-50 - Stefanie Hieke, Harald Binder, Alexandra Nieters, Martin Schumacher:
minPtest: a resampling based gene region-level testing procedure for genetic case-control studies. 51-63 - Miriam Schmidt, Günther Palm, Friedhelm Schwenker:
Spectral graph features for the classification of graphs and graph sequences. 65-80 - Ludwig Lausser, Christoph Müssel, Alexander Melkozerov, Hans A. Kestler:
Identifying predictive hubs to condense the training set of (k)-nearest neighbour classifiers. 81-95 - Markus Maucher, David Kracht, Steffen Schober, Martin Bossert, Hans A. Kestler:
Inferring Boolean functions via higher-order correlations. 97-115 - Dianne Cook:
The 2011 data Expo of the American Statistical Association. 117-119 - Lendie Follett, Ulrike Genschel, Heike Hofmann:
A graphical exploration of the Deepwater Horizon oil spill. 121-132 - Tony 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. 133-140 - Tianxi 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. 141-157 - George S. Fishman:
Counting subsets of contingency tables. 159-187 - Ming Ha Lee, Michael B. C. Khoo:
Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals. 189-214 - K. Krishnamoorthy, Mee-Sook Lee:
Improved tests for the equality of normal coefficients of variation. 215-232 - Rachida Ouysse:
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. 233-261 - Lan Zhou, Huijun Pan:
Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations. 263-281 - Göran Kauermann, Renate Meyer:
Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas. 283-306 - Aurélie M. E. Bertrand, Christian M. Hafner:
On heterogeneous latent class models with applications to the analysis of rating scores. 307-330 - Yi-Ping Chang, Chih-Tun Yu:
Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk. 331-361 - María-Dolores Jiménez-Gamero, Rafael Pino-Mejías, Antonio Rufián-Lizana:
Minimum (Kφ)-divergence estimators for multinomial models and applications. 363-401
Volume 29, Number 3, June 2014
- Nickolay T. Trendafilov, Martin Kleinsteuber, Hui Zou:
Sparse matrices in data analysis. 403-405 - Peter Bühlmann, Jacopo Mandozzi:
High-dimensional variable screening and bias in subsequent inference, with an empirical comparison. 407-430 - Nickolay T. Trendafilov:
From simple structure to sparse components: a review. 431-454 - Yixin Fang, Yang Feng, Ming Yuan:
Regularized principal components of heritability. 455-465 - Clemens Hage, Martin Kleinsteuber:
Robust PCA and subspace tracking from incomplete observations using (ℓ0)-surrogates. 467-487 - Charles Bouveyron, Camille Brunet-Saumard:
Discriminative variable selection for clustering with the sparse Fisher-EM algorithm. 489-513 - Tze Choy, Nicolai Meinshausen:
Sparse distance metric learning. 515-528 - Max Grazier G'Sell, Shai S. Shen-Orr, Robert Tibshirani:
Sensitivity analysis for inference with partially identifiable covariance matrices. 529-546 - Felix Krahmer, Gitta Kutyniok, Jakob Lemvig:
Sparse matrices in frame theory. 547-568 - Pierre-Antoine Absil, Luca Amodei, Gilles Meyer:
Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries. 569-590 - Bamdev Mishra, Gilles Meyer, Silvère Bonnabel, Rodolphe Sepulchre:
Fixed-rank matrix factorizations and Riemannian low-rank optimization. 591-621 - Jianhui Chen, Jieping Ye:
Sparse trace norm regularization. 623-639 - Pao-sheng Shen:
Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring. 641-659 - Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama, Nobuki Takayama:
Holonomic gradient descent for the Fisher-Bingham distribution on the (d)-dimensional sphere. 661-683 - Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce:
Copula selection for graphical models in continuous Estimation of Distribution Algorithms. 685-713 - Giampiero Marra, Rosalba Radice, Silvia Missiroli:
Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models. 715-741 - Marco E. G. V. Cattaneo, Andrea Wiencierz:
On the implementation of LIR: the case of simple linear regression with interval data. 743-767 - Charles D. Lindsey, Simon J. Sheather, Joseph W. McKean:
Using sliced mean variance-covariance inverse regression for classification and dimension reduction. 769-798 - Sergio J. Rey:
Fast algorithms for a space-time concordance measure. 799-811 - Pao-sheng Shen:
Semiparametric regression analysis for clustered doubly-censored data. 813-828 - Han Lin Shang:
Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density. 829-848 - Yu-Chuan Chen, Hyejung Ha, Hyunjoong Kim, Hongshik Ahn:
Canonical Forest. 849-867 - Hui-Qiong Li, Man-Lai Tang, Weng Kee Wong:
Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery. 869-889 - Árpád Baricz:
Remarks on a parameter estimation for von Mises-Fisher distributions. 891-894
Volume 29, Number 5, October 2014
- Andrzej Mlodak:
On the construction of an aggregated measure of the development of interval data. 895-929 - Dedi Rosadi, Shelton Peiris:
Second-order least-squares estimation for regression models with autocorrelated errors. 931-943 - Kurt Hornik, Bettina Grün:
On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions. 945-957 - Katiane S. Conceição, Marinho Gomes Andrade, Francisco Louzada:
On the zero-modified poisson model: Bayesian analysis and posterior divergence measure. 959-980 - Ji Luo, Jiajia Zhang, Han Sun:
Estimation of relative risk using a log-binomial model with constraints. 981-1003 - Daeju Kim, Shuichi Kawano, Yoshiyuki Ninomiya:
Adaptive basis expansion via (ℓ1) trend filtering. 1005-1023 - Shiow-Lan Gau, Jean de Dieu Tapsoba, Shen-Ming Lee:
Bayesian approach for mixture models with grouped data. 1025-1043 - Hongli Niu, Jun Wang:
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. 1045-1063 - Rose D. Baker, Dan Jackson:
Statistical application of barycentric rational interpolants: an alternative to splines. 1065-1081 - Ahad Malekzadeh, Mahmood Kharrati-Kopaei, S. M. Sadooghi-Alvandi:
Comparing exponential location parameters with several controls under heteroscedasticity. 1083-1094 - Guy Mélard:
On the accuracy of statistical procedures in Microsoft Excel 2010. 1095-1128 - Marie Chavent, Stéphane Girard, Vanessa Kuentz-Simonet, Benoit Liquet, Thi Mong Ngoc Nguyen, Jérôme Saracco:
A sliced inverse regression approach for data stream. 1129-1152 - Reza Arabi Belaghi, Mohammad Arashi, S. M. M. Tabatabaey:
Improved confidence intervals for the scale parameter of Burr XII model based on record values. 1153-1173 - Rand R. Wilcox, Florence Clark:
Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity. 1175-1186 - Chi 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. 1187-1205 - Anthony J. Hayter:
Recursive formulas for multinomial probabilities with applications. 1207-1219 - Simos G. Meintanis, Dimitris Karlis:
Validation tests for the innovation distribution in INAR time series models. 1221-1241 - Ewa Strzalkowska-Kominiak, Ricardo Cao:
Beran-based approach for single-index models under censoring. 1243-1261 - Patrícia L. Espinheira, Silvia L. P. Ferrari, Francisco Cribari-Neto:
Bootstrap prediction intervals in beta regressions. 1263-1277 - Elham Mirfarah, Jafar Ahmadi:
Pitman closeness of (k)-records from two sequences to progressive Type-II censored order statistics. 1279-1300 - Andrew T. Karl, Randy Eubank, Jelena Milovanovic, Mark Reiser, Dennis Young:
Using RngStreams for parallel random number generation in C++ and R. 1301-1320 - Vahid Nassiri, Ignace Loris:
An efficient algorithm for structured sparse quantile regression. 1321-1343 - Erika Antal, Yves Tillé:
A new resampling method for sampling designs without replacement: the doubled half bootstrap. 1345-1363 - Carla Moreira, Jacobo de Uña-Álvarez, Ingrid Van Keilegom:
Goodness-of-fit tests for a semiparametric model under random double truncation. 1365-1379 - Rong Jiang, Wei-Min Qian, Jing-Ru Li:
Testing in linear composite quantile regression models. 1381-1402
Volume 29, Number 6, December 2014
- Songfeng Zheng:
A generalized Newton algorithm for quantile regression models. 1403-1426 - Thomas W. Yee, Alfian F. Hadi:
Row-column interaction models, with an R implementation. 1427-1445 - Amir Safari:
An e-E-insensitive support vector regression machine. 1447-1468 - Bruce E. Barrett, J. Brian Gray:
Efficient computation for the Poisson binomial distribution. 1469-1479 - Yushu Li, Simon Reese:
Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. 1481-1496 - Chung Chang, Yakuan Chen, R. Todd Ogden:
Functional data classification: a wavelet approach. 1497-1513 - Yow-Jen Jou, Chien-Chia Liäm Huang, Hsun-Jung Cho:
A VIF-based optimization model to alleviate collinearity problems in multiple linear regression. 1515-1541 - Shiyi Chen, Wolfgang K. Härdle:
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. 1543-1570 - Jung-Yu Cheng, Shinn-Jia Tzeng:
Quantile regression of right-censored length-biased data using the Buckley-James-type method. 1571-1592 - Philip Pallmann, Ludwig A. Hothorn, Gemechis D. Djira:
A Levene-type test of homogeneity of variances against ordered alternatives. 1593-1608 - Renato Guseo, Cinzia Mortarino:
Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies. 1609-1636 - Cécile Hardouin, Xavier Guyon:
Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes. 1637-1650 - Jooyong Shim, Changha Hwang, Kyung Ha Seok:
Composite support vector quantile regression estimation. 1651-1665 - Haftom 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. 1667-1690 - Toru Ogura, Hidetoshi Murakami:
A rank test based on the moments of order statistics of the modified Makeham distribution. 1691-1711 - Wei Yu, Wangli Xu, Lixing Zhu:
Transformation-based model averaged tail area inference. 1713-1726 - Jenny Häggström, Xavier de Luna:
Targeted smoothing parameter selection for estimating average causal effects. 1727-1748 - Jasmit S. Shah, Somnath Datta, Susmita Datta:
A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics. 1749-1767 - Artür Manukyan, Erhan Çene, Ahmet Sedef, Ibrahim Demir:
Dandelion plot: a method for the visualization of R-mode exploratory factor analyses. 1769-1791 - Francis Sullivan, Isabel Beichl:
Permanents, (α)-permanents and Sinkhorn balancing. 1793-1798
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