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ORCIDComputational Statistics, Volume 33
Volume 33, Number 1, March 2018
- Richard G. Everitt:
Efficient importance sampling in low dimensions using affine arithmetic. 1-29 - Mustafa M. Mohie-Eldin
, Ahmed R. Shafay, Magdy Nagy:
Statistical inference under adaptive progressive censoring scheme. 31-74 - Jiangyan Wang, Miao Yang, Anandamayee Majumdar:
Comparative study and sensitivity analysis of skewed spatial processes. 75-98 - Fabrizio Leisen, Luca Rossini, Cristiano Villa:
Objective bayesian analysis of the Yule-Simon distribution with applications. 99-126 - Phillip Li:
Efficient MCMC estimation of inflated beta regression models. 127-158 - Mary Kathryn Cowles, Stephen Bonett, Michael Seedorff:
Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration. 159-177 - Umberto Picchini, Adeline Samson:
Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models. 179-212 - Samer A. Kharroubi:
Posterior simulation via the exponentially tilted signed root log-likelihood ratio. 213-234 - J. A. Cano, C. Carazo, D. Salmerón:
Objective Bayesian model selection approach to the two way analysis of variance. 235-248 - Hare Krishna, N. Goel:
Classical and Bayesian inference in two parameter exponential distribution with randomly censored data. 249-275 - Sukhmani Sidhu, Kanchan Jain, Suresh Sharma:
Bayesian estimation of generalized gamma shared frailty model. 277-297 - Yasmina Ziane, Nabil Zougab, Smail Adjabi:
Birnbaum-Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data. 299-318 - Chunzheng Cao, Mengqian Chen, Yahui Wang, Jian Qing Shi:
Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions. 319-338 - Joseph Reath, Jianping Dong, Min Wang:
Improved parameter estimation of the log-logistic distribution with applications. 339-356 - Arís Fanjul-Hevia, Wenceslao González-Manteiga:
A comparative study of methods for testing the equality of two or more ROC curves. 357-377 - Helmut Herwartz, Yabibal M. Walle:
A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. 379-411 - Barbora Pestová, Michal Pesta:
Abrupt change in mean using block bootstrap and avoiding variance estimation. 413-441 - Yuliya Lovcha, Alejandro Perez-Laborda, Luis Alberiko Gil-Alana:
On the invertibility of seasonally adjusted series. 443-465 - Angelina Roche:
Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety. 467-485 - Björn Bornkamp:
Calculating quantiles of noisy distribution functions using local linear regressions. 487-501 - Joungyoun Kim, Donghyeon Yu, Johan Lim, Joong-Ho Won:
A peeling algorithm for multiple testing on a random field. 503-525 - Rainer Schlittgen:
Estimation of generalized structured component analysis models with alternating least squares. 527-548 - William Volterman, Reza Arabi Belaghi, N. Balakrishnan:
Joint records from two exponential populations and associated inference. 549-562
Volume 33, Number 2, June 2018
- M. Revan Özkale, Stanley Lemeshow, Rodney X. Sturdivant:
Logistic regression diagnostics in ridge regression. 563-593 - Patrick Ten Eyck, Joseph E. Cavanaugh:
Model selection criteria based on cross-validatory concordance statistics. 595-621 - Zhanfeng Wang, Zhuojian Chen, Zimu Chen:
H-relative error estimation for multiplicative regression model with random effect. 623-638 - Ana Colubi, J. Santos Domínguez-Menchero, Gil González-Rodríguez:
New designs to consistently estimate the isotonic regression. 639-658 - Peixin Zhao, Xiaoshuang Zhou:
Robust empirical likelihood for partially linear models via weighted composite quantile regression. 659-674 - Pavel Cízek, Michele Aquaro:
Robust estimation and moment selection in dynamic fixed-effects panel data models. 675-708 - Thiago 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. 709-730 - Chin-Shang Li, Minggen Lu:
A lack-of-fit test for generalized linear models via single-index techniques. 731-756 - Jason 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. 757-786 - J. G. Liao, Joseph E. Cavanaugh, Timothy L. McMurry:
Extending AIC to best subset regression. 787-806 - Wesley Bertoli, Katiane S. Conceição, Marinho Gomes Andrade, Francisco Louzada:
On the zero-modified Poisson-Shanker regression model and its application to fetal deaths notification data. 807-836 - T. F. Lo, Peng-Hsuan Ke, Wen-Jen Tsay:
Pairwise likelihood inference for the random effects probit model. 837-861 - Yuejin Zhou, Yebin Cheng, Wenlin Dai, Tiejun Tong:
Optimal difference-based estimation for partially linear models. 863-885 - Zong-Feng Qi, Xueru Zhang, Yong-Dao Zhou:
Generalized good lattice point sets. 887-901 - Xiao-Dong Zhou, Yunjuan Wang, Rong-Xian Yue:
Robust population designs for longitudinal linear regression model with a random intercept. 903-931 - Ahmed M. Elsawah:
Choice of optimal second stage designs in two-stage experiments. 933-965 - Bernardo B. de Andrade, Geraldo S. Souza:
Likelihood computation in the normal-gamma stochastic frontier model. 967-982 - Liya Fu, Yangyang Hao, You-Gan Wang:
Working correlation structure selection in generalized estimating equations. 983-996 - Salvatore Fasola, Vito M. R. Muggeo, Helmut Küchenhoff:
A heuristic, iterative algorithm for change-point detection in abrupt change models. 997-1015 - Eric Ruggieri:
A pruned recursive solution to the multiple change point problem. 1017-1045 - Nathan Uyttendaele:
On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison. 1047-1070 - Hani M. Samawi, Haresh Rochani, Jingjing Yin, Daniel F. Linder, Robert Vogel:
Notes on kernel density based mode estimation using more efficient sampling designs. 1071-1090 - Mu Niu, Benn Macdonald, Simon Rogers, Maurizio Filippone, Dirk Husmeier:
Statistical inference in mechanistic models: time warping for improved gradient matching. 1091-1123
Volume 33, Number 3, September 2018
- Hans A. Kestler, Bernd Bischl, Matthias Schmid:
Proceedings of Reisensburg 2014-2015. 1125-1126 - Swetlana 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. 1127-1143 - Matthias Kuhn, Thoralf Stange, Sylvia Herold, Christian Thiede, Ingo Roeder:
Finding small somatic structural variants in exome sequencing data: a machine learning approach. 1145-1158 - Dirk Surmann, Uwe Ligges, Claus Weihs:
Predicting measurements at unobserved locations in an electrical transmission system. 1159-1172 - Thomas Villmann, Marika Kaden, Wieland Hermann, Michael Biehl:
Learning vector quantization classifiers for ROC-optimization. 1173-1194
- Heidi 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. 1195-1215 - Morad 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. 1217-1244 - Wanrong Liu, Jianglin Fang, Xuewen Lu:
Additive-multiplicative hazards model with current status data. 1245-1266 - Mahesh Kumar, P. N. Bajeel:
Design of component reliability test plan for a series system having time dependent testing cost with the presence of covariates. 1267-1292 - Jia-Han Shih, Takeshi Emura:
Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula. 1293-1323 - Mahdi Mahdizadeh, Ehsan Zamanzade:
Interval estimation of (P(X<Y)) in ranked set sampling. 1325-1348 - Ehsan Zamanzade, Xinlei Wang:
Proportion estimation in ranked set sampling in the presence of tie information. 1349-1366 - Ahad Malekzadeh, Mahmood Kharrati-Kopaei:
Inferences on the common mean of several normal populations under heteroscedasticity. 1367-1384 - Karol Wyszynski, Giampiero Marra:
Sample selection models for count data in R. 1385-1412 - David Lee, Harry Joe:
Efficient computation of multivariate empirical distribution functions at the observed values. 1413-1428 - Alan P. Ker, Abdoul G. Sam:
Semiparametric estimation of the link function in binary-choice single-index models. 1429-1455 - Kensuke Okada, Shin-ichi Mayekawa:
Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling. 1457-1473 - Thierry Chekouo, Alejandro Murua:
High-dimensional variable selection with the plaid mixture model for clustering. 1475-1496 - Román Salmerón-Gómez, José García, Catalina García-García, María del Mar López:
Transformation of variables and the condition number in ridge estimation. 1497-1524 - Mohammad Arashi, Mina Norouzirad, S. Ejaz Ahmed, Bahadir Yüzbasi:
Rank-based Liu regression. 1525-1561
Volume 33, Number 4, December 2018
- Yuzhu 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. 1563-1587 - Hao Cheng, Ying Wei:
A fast imputation algorithm in quantile regression. 1589-1603 - Yuzhu Tian, Man-Lai Tang, Yanchao Zang, Maozai Tian:
Quantile regression for linear models with autoregressive errors using EM algorithm. 1605-1625 - Thomas Suesse:
Estimation of spatial autoregressive models with measurement error for large data sets. 1627-1648 - Till Massing:
Simulation of Student-Lévy processes using series representations. 1649-1685 - Theodore E. Simos, Mike G. Tsionas:
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme. 1687-1713 - Tanujit Dey, Kun Ho Kim, Chae Young Lim:
Bayesian time series regression with nonparametric modeling of autocorrelation. 1715-1731 - Alexander Vosseler, Enzo Weber:
Forecasting seasonal time series data: a Bayesian model averaging approach. 1733-1765 - Athanasios C. Micheas, Jiaxun Chen:
sppmix: Poisson point process modeling using normal mixture models. 1767-1798 - Marie Chavent, Vanessa Kuentz-Simonet, Amaury Labenne, Jérôme Saracco:
ClustGeo: an R package for hierarchical clustering with spatial constraints. 1799-1822 - Jie Lin, Donald A. Adjeroh, Bing-Hua Jiang, Yue Jiang:
fastWKendall: an efficient algorithm for weighted Kendall correlation. 1823-1845 - Monjed H. M. Samuh, Fortunato Pesarin:
Applications of conditional power function of two-sample permutation test. 1847-1862 - Ludwig Baringhaus, Daniel Gaigall, Jan Philipp Thiele:
Statistical inference for (L2)-distances to uniformity. 1863-1896 - Judy Kleyn, Mohammad Arashi, S. Millard:
Preliminary test estimation in system regression models in view of asymmetry. 1897-1921 - Jiyeon Song, Seung Jun Shin:
Stability approach to selecting the number of principal components. 1923-1938 - Jacques Bénasséni:
A correction of approximations used in sensitivity study of principal component analysis. 1939-1955
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