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Computational Statistics & Data Analysis
1983 - 2013
Edited by S.P. Azen
from Elsevier
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Volume 66, issue C , 2013
Two algorithms for fitting constrained marginal models pp. 1-7 R.J. Evans and A. Forcina OLS with multiple high dimensional category variables pp. 8-18 Simen Gaure Inference for variograms pp. 19-31 Adrian W. Bowman and Rosa M. Crujeiras Logistic regression with outcome and covariates missing separately or simultaneously pp. 32-54 Shu-Hui Hsieh , Chin-Shang Li and Shen-Ming Lee Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification pp. 55-69 François Bachoc Nonparametric meta-analysis of independent samples of records pp. 70-81 Morteza Amini and N. Balakrishnan Multidimensional medians and uniqueness pp. 82-88 Yijun Zuo M-type smoothing spline estimators for principal functions pp. 89-100 Seokho Lee , Hyejin Shin and Nedret Billor Empirical likelihood inference for mean functionals with nonignorably missing response data pp. 101-116 Hui Zhao , Pu-Ying Zhao and Nian-Sheng Tang Optimisation of interacting particle systems for rare event estimation pp. 117-128 Jérôme Morio , Damien Jacquemart , Mathieu Balesdent and Julien Marzat Estimating a unitary effect summary based on combined survival and quantitative outcomes pp. 129-139 Huazhen Lin , Yi Li and Ming T. Tan Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data pp. 140-149 Cheng Wang , Longbing Cao and Baiqi Miao Statistical inference for partially linear stochastic models with heteroscedastic errors pp. 150-160 Xiaoguang Wang , Dawei Lu and Lixin Song Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence pp. 161-177 Ioannis Ntzoufras and Claudia Tarantola Cluster Forests pp. 178-192 Donghui Yan , Aiyou Chen and Michael . Jordan Two-way incremental seriation in the temporal domain with three-dimensional visualization: Making sense of evolving high-dimensional datasets pp. 193-201 Peter Wittek New prediction method for the mixed logistic model applied in a marketing problem pp. 202-216 Karin Ayumi Tamura and Viviana Giampaoli Volume 65, issue C , 2013
Density estimation for data with rounding errors pp. 4-12 B. Wang and W. Wertelecki Detecting influential data points for the Hill estimator in Pareto-type distributions pp. 13-28 Mia Hubert , Goedele Dierckx and Dina Vanpaemel Robust distances for outlier-free goodness-of-fit testing pp. 29-45 Andrea Cerioli , Alessio Farcomeni and Marco Riani Robust functional linear regression based on splines pp. 46-55 Ricardo A. Maronna and Victor J. Yohai Variable selection in high-dimensional partially linear additive models for composite quantile regression pp. 56-67 Jie Guo , Manlai Tang , Maozai Tian and Kai Zhu Robust estimation for vector autoregressive models pp. 68-79 Nora Muler and Yohai, V´ictor J. Robust tests in generalized linear models with missing responses pp. 80-97 Ana M. Bianco , Graciela Boente and Isabel M. Rodrigues Robust minimum information loss estimation pp. 98-112 John C. Lind , Douglas P. Wiens and Victor J. Yohai Volume 64, issue C , 2013
Mixture of D-vine copulas for modeling dependence pp. 1-19 Daeyoung Kim , Jong-Min Kim , Shu-Min Liao and Yoon-Sung Jung Power Lindley distribution and associated inference pp. 20-33 M.E. Ghitany , D.K. Al-Mutairi , N. Balakrishnan and L.J. Al-Enezi A new extended Birnbaum–Saunders regression model for lifetime modeling pp. 34-50 Artur J. Lemonte Assessing classifiers in terms of the partial area under the ROC curve pp. 51-70 Waleed A. Yousef Minimum disparity estimation: Improved efficiency through inlier modification pp. 71-86 Abhijit Mandal and Ayanendranath Basu Simultaneous confidence intervals for comparing margins of multivariate binary data pp. 87-98 Bernhard Klingenberg and Ville Satopää Monitoring the covariance matrix with fewer observations than variables pp. 99-112 Edgard M. Maboudou-Tchao and Vincent Agboto Bispectral-based methods for clustering time series pp. 113-131 Jane L. Harvill , Nalini Ravishanker and Bonnie K. Ray Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables pp. 132-152 Bernd Fellinghauer , Peter Bühlmann , Martin Ryffel , Michael von Rhein and Jan D. Reinhardt Linear regression models with slash-elliptical errors pp. 153-164 Izabel Cristina Alcantara and Francisco José A. Cysneiros Generalised interval estimation in the random effects meta regression model pp. 165-179 Thomas Friedrich and Guido Knapp Two step composite quantile regression for single-index models pp. 180-191 Rong Jiang , Zhan-Gong Zhou , Wei-Min Qian and Yong Chen A Bayesian multivariate probit for ordinal data with semiparametric random-effects pp. 192-208 Jung Seek Kim and Brian T. Ratchford Conjugate priors and variable selection for Bayesian quantile regression pp. 209-219 Rahim Alhamzawi and Keming Yu A predictive deviance criterion for selecting a generative model in semi-supervised classification pp. 220-236 Vincent Vandewalle , Christophe Biernacki , Gilles Celeux and Gérard Govaert Bayesian inference in nonlinear mixed-effects models using normal independent distributions pp. 237-252 Victor H. Lachos , Luis M. Castro and Dipak K. Dey An empirical study of tests for uniformity in multidimensional data pp. 253-268 Adam Petrie and Thomas R. Willemain Statistical inference on survival data in group-parallel clinical trials with treatment switching pp. 269-280 Chang Ding , Siu-keung Tse and Ronghai Yang Logistic regression with weight grouping priors pp. 281-298 M. Korzeń , S. Jaroszewicz and P. Klęsk Objective Bayesian analysis for bivariate Marshall–Olkin exponential distribution pp. 299-313 Qiang Guan , Yincai Tang and Ancha Xu Volume 63, issue C , 2013
Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data pp. 1-15 Carolina Marchant , Karine Bertin , Víctor Leiva and Helton Saulo Performance of parametric survival models under non-random interval censoring: A simulation study pp. 16-30 Nikos Pantazis , Michael G. Kenward and Giota Touloumi Multiple choice from competing regression models under multicollinearity based on standardized update pp. 31-41 Masao Ueki and Yoshinori Kawasaki Robust variable selection through MAVE pp. 42-49 Weixin Yao and Qin Wang A quantile approach to the power transformed location–scale model pp. 50-62 Hyokyoung Grace Hong Recent progress in the nonparametric estimation of monotone curves—With applications to bioassay and environmental risk assessment pp. 63-80 Rabi Bhattacharya and Lizhen Lin Unsupervised data classification using pairwise Markov chains with automatic copulas selection pp. 81-98 Stéphane Derrode and Wojciech Pieczynski Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality pp. 99-112 Heng Lian , Jianbo Li and Yuao Hu Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system pp. 113-124 Gustavo L. Gilardoni , Maristela D. de Oliveira and Enrico A. Colosimo Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach pp. 125-138 Brunero Liseo and Antonio Parisi Sufficient dimension reduction in multivariate regressions with categorical predictors pp. 139-147 Haileab Hilafu and Xiangrong Yin Efficient estimation of the mode of continuous multivariate data pp. 148-159 Chih-Yuan Hsu and Tiee-Jian Wu
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