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ORCIDComputational Statistics, Volume 32
Volume 32, Number 1, March 2017
- Marco Grzegorczyk, Mahdi Shafiee Kamalabad:
Comparative evaluation of various frequentist and Bayesian non-homogeneous Poisson counting models. 1-33 - Sanggil Kang, Woo Dong Lee, Yongku Kim
:
Noninformative priors for the ratio of the shape parameters of two Weibull distributions. 35-50 - Clemens Elster, Gerd Wübbeler:
Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances. 51-69 - Sanggil Kang, Woo Dong Lee, Yongku Kim:
Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors. 71-91 - Nicolas Depraetere, Martina Vandebroek:
A comparison of variational approximations for fast inference in mixed logit models. 93-125 - Aijun Yang, Xuejun Jiang, Lianjie Shu, Jinguan Lin:
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis. 127-143 - Alberto Lumbreras, Julien Velcin, Marie Guégan, Bertrand Jouve:
Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models. 145-177 - Yangxin Huang, Tao Lu:
Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features. 179-196 - Leena Pasanen, Lasse Holmström:
Scale space multiresolution correlation analysis for time series data. 197-218 - Jiazhu Pan, Qiang Xia, Jinshan Liu:
Bayesian analysis of multiple thresholds autoregressive model. 219-237 - Luca Martino, Francisco Louzada:
Issues in the Multiple Try Metropolis mixing. 239-252 - Cheng Zhang, Babak Shahbaba, Hongkai Zhao:
Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space. 253-279 - Zhenyu Zhao, Thomas A. Severini:
Integrated likelihood computation methods. 281-313 - Jinyoung Yang, Jeffrey S. Rosenthal:
Automatically tuned general-purpose MCMC via new adaptive diagnostics. 315-348 - Alan P. Ker, Yong Liu:
Bayesian model averaging of possibly similar nonparametric densities. 349-365 - Suparna Basu, Sanjay Kumar Singh, Umesh Singh:
Parameter estimation of inverse Lindley distribution for Type-I censored data. 367-385
Volume 32, Number 2, June 2017
- Atanu Kumar Ghosh, Arnab Chakraborty:
Use of EM algorithm for data reduction under sparsity assumption. 387-407 - Elson Tomás, Susana Vinga, Alexandra M. Carvalho:
Unsupervised learning of pharmacokinetic responses. 409-428 - Suvra Pal, N. Balakrishnan:
Likelihood inference for the destructive exponentially weighted Poisson cure rate model with Weibull lifetime and an application to melanoma data. 429-449 - Ahad Jamalizadeh, Tsung-I Lin:
A general class of scale-shape mixtures of skew-normal distributions: properties and estimation. 451-474 - Hiroyasu Abe, Hiroshi Yadohisa:
A non-negative matrix factorization model based on the zero-inflated Tweedie distribution. 475-499 - Rawya Zreik, Pierre Latouche, Charles Bouveyron:
The dynamic random subgraph model for the clustering of evolving networks. 501-533 - Andee Kaplan, Heike Hofmann, Daniel J. Nordman:
An interactive graphical method for community detection in network data. 535-557 - Simon Nanty, Céline Helbert, Amandine Marrel, Nadia Pérot, Clémentine Prieur:
Uncertainty quantification for functional dependent random variables. 559-583 - Guochang Wang:
Dimension reduction in functional regression with categorical predictor. 585-609 - Yanyang Yan, Feipeng Zhang, Xiaoying Zhou:
A note on estimating the bent line quantile regression model. 611-630 - Manuel Koller, Werner A. Stahel:
Nonsingular subsampling for regression S estimators with categorical predictors. 631-646 - Shu-Fei Wu, Jin-Yang Lu:
Computational testing algorithmic procedure of assessment for lifetime performance index of Pareto products under progressive type I interval censoring. 647-666 - Ruth M. Pfeiffer, Andrew Redd, Raymond J. Carroll:
On the impact of model selection on predictor identification and parameter inference. 667-690 - Sagnik Datta, Ghislaine Gayraud, Eric Leclerc, Frédéric Y. Bois:
Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models. 691-716 - Marco Grzegorczyk, Andrej Aderhold, Dirk Husmeier:
Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration. 717-761 - Ali Baharev, Hermann Schichl, Endre Rev:
Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy. 763-779 - Ahmed M. Elsawah, Hong Qin:
Optimum mechanism for breaking the confounding effects of mixed-level designs. 781-802
Volume 32, Number 3, September 2017
- Vinny Davies, Richard E. Reeve, William T. Harvey, Francois F. Maree, Dirk Husmeier:
A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution. 803-843 - Tao Lu:
Bayesian inference on longitudinal-survival data with multiple features. 845-866 - DongHyuk Lee, Raymond J. Carroll, Samiran Sinha:
Frequentist standard errors of Bayes estimators. 867-888 - Kazushi Maruo, Takaharu Yamabe, Yusuke Yamaguchi:
Statistical simulation based on right skewed distributions. 889-907 - Tonglin Zhang, Baijian Yang:
An exact approach to ridge regression for big data. 909-928 - Pavel Bocek, Miroslav Siman:
On weighted and locally polynomial directional quantile regression. 929-946 - Jing Lv, Chaohui Guo:
Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data. 947-975 - Jianhong Shi, Qian Yang, Xiongya Li, Weixing Song:
Effects of measurement error on a class of single-index varying coefficient regression models. 977-1001 - Olga Y. Savchuk, Jeffrey D. Hart:
Fully robust one-sided cross-validation for regression functions. 1003-1025 - Jan Kolácek, Ivana Horová:
Bandwidth matrix selectors for kernel regression. 1027-1046 - Wenwu Wang, Lu Lin, Li Yu:
Optimal variance estimation based on lagged second-order difference in nonparametric regression. 1047-1063 - Hao Jin, Si Zhang, Jinsuo Zhang:
Spurious regression due to neglected of non-stationary volatility. 1065-1081 - Pedro Delicado, Philippe Vieu:
Choosing the most relevant level sets for depicting a sample of densities. 1083-1113 - Dongik Jang, Hee-Seok Oh, Philippe Naveau:
Identifying local smoothness for spatially inhomogeneous functions. 1115-1138 - Lasse Holmström, Kyösti Karttunen, Jussi Klemelä:
Estimation of level set trees using adaptive partitions. 1139-1163 - Ricardo Fraiman, Leonardo Moreno, Sebastian Vallejo:
Some hypothesis tests based on random projection. 1165-1189 - Seyed Yaser Samadi, Lynne Billard, Mohammad Reza Meshkani, Ahmad Khodadadi:
Canonical correlation for principal components of time series. 1191-1212
Volume 32, Number 4, December 2017
- Adelaide Figueiredo:
Bootstrap and permutation tests in ANOVA for directional data. 1213-1240 - James S. Allison, Leonard Santana, N. Smit, I. J. H. Visagie:
An 'apples to apples' comparison of various tests for exponentiality. 1241-1283 - Mahdi Mahdizadeh, Ewa Strzalkowska-Kominiak:
Resampling based inference for a distribution function using censored ranked set samples. 1285-1308 - Saeid Amiri, Reza Modarres, Silvelyn Zwanzig:
Tests of perfect judgment ranking using pseudo-samples. 1309-1322 - James S. Allison, Charl Pretorius:
A Monte Carlo evaluation of the performance of two new tests for symmetry. 1323-1338 - N. Balakrishnan, Helton Saulo, Marcelo Bourguignon, Xiaojun Zhu:
On moment-type estimators for a class of log-symmetric distributions. 1339-1355 - Deng Ding, Xiaofei Li, Yiqi Liu:
A regression-based numerical scheme for backward stochastic differential equations. 1357-1373 - Yanke Wu, Maozai Tian:
An effective method to reduce the computational complexity of composite quantile regression. 1375-1393 - Xiaohui Liu:
Fast implementation of the Tukey depth. 1395-1410 - H.-J. Sun, Kaoru Fukuda, B. D. McCullough:
Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi's "zero bug". 1411-1421 - Meisam Zargar, Hadi Jabbari, M. Amini:
Dependence structure and test of independence for some well-known bivariate distributions. 1423-1451 - Filipe J. Marques, Carlos A. Coelho, Paulo C. Rodrigues:
Testing the equality of several linear regression models. 1453-1480 - Matias Heikkilä, Yves Dominicy, Pauliina Ilmonen:
Multivariate moment based extreme value index estimators. 1481-1513 - Alireza Ahmadabadi, Burcu Hudaverdi Ucer:
Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach. 1515-1532 - Tomás del Barrio Castro, Andrii Bodnar, Andreu Sansò:
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. 1533-1568 - Mohammad Reza Mahmoudi, Mohsen Maleki:
A new method to detect periodically correlated structure. 1569-1581 - Tianshun Yan, Changlin Mei:
A test for a parametric form of the volatility in second-order diffusion models. 1583-1596 - Han Li, Kai Yang, Dehui Wang:
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes. 1597-1620 - Valdemar Melicher, Tom Haber, Wim Vanroose:
Fast derivatives of likelihood functionals for ODE based models using adjoint-state method. 1621-1643 - Yongge Tian, Bo Jiang:
Quadratic properties of least-squares solutions of linear matrix equations with statistical applications. 1645-1663 - Indrani Basak, N. Balakrishnan:
Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring. 1665-1687 - Santu Ghosh, Arpita Chatterjee, N. Balakrishnan:
Nonparametric confidence intervals for ranked set samples. 1689-1725 - Leila Mohammadi:
The joint signature of parallel systems for different permutations of failure times. 1727-1746 - Dale Bowman, E. Olusegun George:
Weighted least squares estimation for exchangeable binary data. 1747-1765 - Chuanhai Liu, Ryan Martin, Nicholas Syring:
Efficient simulation from a gamma distribution with small shape parameter. 1767-1775 - Patrícia L. Espinheira, Silvia L. P. Ferrari, Francisco Cribari-Neto:
Erratum to: Bootstrap prediction intervals in beta regressions. 1777
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