Statistics and Computing, Volume 21
Volume 21, Number 1, January 2011
Christian H. Weiß: Rule generation for categorical time series with Markov assumptions. 1-16- Ivan Kojadinovic, Jun Yan: A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. 17-30
- Frederico Z. Poleto, Julio M. Singer, Carlos Daniel Paulino: Missing data mechanisms and their implications on the analysis of categorical data. 31-43
- Anne Krampe, Maria Kateri, Sonja Kuhnt: Asymmetry models for square contingency tables: exact tests via algebraic statistics. 55-67
- John W. Lau, Mike K. P. So: A Monte Carlo Markov chain algorithm for a class of mixture time series models. 69-81
- Jin-Chuan Duan, Andras Fulop: A stable estimator of the information matrix under EM for dependent data. 83-91
- Edith Gabriel, Denis Allard, Jean-Noël Bacro: Estimating and testing zones of abrupt change for spatial data. 107-120
- J.-F. Dupuy, J.-M. Loubes, E. Maza: Non parametric estimation of the structural expectation of a stochastic increasing function. 121-136
Volume 21, Number 2, April 2011
- Tadayoshi Fushiki: Estimation of prediction error by using K-fold cross-validation. 137-146
- Ronald W. Butler, Robert L. Paige: Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution. 147-157
- Göran Kauermann, Michael Wegener: Functional variance estimation using penalized splines with principal component analysis. 159-171
- Ruggero Bellio, Alessandra R. Brazzale: Restricted likelihood inference for generalized linear mixed models. 173-183
- Marco Alfò, Antonello Maruotti, Giovanni Trovato: A finite mixture model for multivariate counts under endogenous selectivity. 185-202
- Katarina Domijan, Simon P. Wilson: Bayesian kernel projections for classification of high dimensional data. 203-216
- Paul Fearnhead, Zhen Liu: Efficient Bayesian analysis of multiple changepoint models with dependence across segments. 217-229
- Helga Wagner: Bayesian estimation and stochastic model specification search for dynamic survival models. 231-246
- Ray-Bing Chen, Chi-Hsiang Chu, Te-You Lai, Ying Nian Wu: Stochastic matching pursuit for Bayesian variable selection. 247-259
- Hua Zhou, David H. Alexander, Kenneth Lange: A quasi-Newton acceleration for high-dimensional optimization algorithms. 261-273
- Nicolas Chopin: Fast simulation of truncated Gaussian distributions. 275-288
- Christian 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. 289-291
- Denis Allard: A.E. Gelfand, P.J. Diggle, M. Fuentes, P. Guttorp (eds.): Handbook of spatial statistics - Chapman & Hall/CRC, 2010. 293-294
Volume 21, Number 3, July 2011
- Giovanna Menardi: Density-based Silhouette diagnostics for clustering methods. 295-308
- Li-Mei Zhang, Li-Ping Zhu, Li-Xing Zhu: Sufficient dimension reduction in regressions through cumulative Hessian directions. 325-334
- Charles J. Corrado: The exact distribution of the maximum, minimum and the range of Multinomial/Dirichlet and Multivariate Hypergeometric frequencies. 349-359
- Jeffrey L. Andrews, Paul D. McNicholas: Extending mixtures of multivariate t-factor analyzers. 361-373
- Faming Liang: Annealing evolutionary stochastic approximation Monte Carlo for global optimization. 375-393
- Cathy W. S. Chen, Jennifer S. K. Chan, Richard Gerlach, William Y. L. Hsieh: A comparison of estimators for regression models with change points. 395-414
- Loukia Meligkotsidou, Petros Dellaportas: Forecasting with non-homogeneous hidden Markov models. 439-449
- Samiran Ghosh: On the grouped selection and model complexity of the adaptive elastic net. 451-462
Volume 21, Number 4, October 2011
- Yves F. Atchadé: A computational framework for empirical Bayes inference. 463-473
- Yaming Yu: D-optimal designs via a cocktail algorithm. 475-481
- María Xosé Rodríguez-Álvarez, Javier Roca-Pardiñas, Carmen Cadarso-Suárez: ROC curve and covariates: extending induced methodology to the non-parametric framework. 483-499
- Cinzia Viroli: Finite mixtures of matrix normal distributions for classifying three-way data. 511-522
- Gabriele Soffritti, Giuliano Galimberti: Multivariate linear regression with non-normal errors: a solution based on mixture models. 523-536
- Julien Chiquet, Yves Grandvalet, Christophe Ambroise: Inferring multiple graphical structures. 537-553
- Yves F. Atchadé, Gareth O. Roberts, Jeffrey S. Rosenthal: Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo. 555-568
- Yi-Ting Hwang, Shih-Kai Chu, Shyh-Tyan Ou: Evaluations of FDR-controlling procedures in multiple hypothesis testing. 569-583
- Luis Angel García-Escudero, Alfonso Gordaliza, Carlos Matrán, Agustín Mayo-Iscar: Exploring the number of groups in robust model-based clustering. 585-599
- Jun Ma, Sigurbjorg Gudlaugsdottir, Graham Wood: Generalized EM estimation for semi-parametric mixture distributions with discretized non-parametric component. 601-612
- Sylvain Arlot, Alain Celisse: Segmentation of the mean of heteroscedastic data via cross-validation. 613-632
- Luca Martino, Joaquín Míguez: A generalization of the adaptive rejection sampling algorithm. 633-647
- Gregory Gurevich, Albert Vexler: A two-sample empirical likelihood ratio test based on samples entropy. 657-670
- Haeran Cho, Piotr Fryzlewicz: Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. 671-681
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last updated on 2013-06-18T214307 by the dblp team