Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 56, issue 12, 2012

Mixtures of Gaussian wells: Theory, computation, and application pp. 3809-3820

Ioanna Manolopoulou, Thomas B. Kepler and Daniel M. Merl

A new similarity measure for nonlocal filtering in the presence of multiplicative noise pp. 3821-3842

T. Teuber and A. Lang

Computational aspects of fitting mixture models via the expectation–maximization algorithm pp. 3843-3864

O’Hagan, Adrian, Thomas Brendan Murphy and Isobel Claire Gormley

The use of historical controls in estimating simultaneous confidence intervals for comparisons against a concurrent control pp. 3865-3875

A. Kitsche, L.A. Hothorn and F. Schaarschmidt

Nonparametric estimation of quantile density function pp. 3876-3886

Pooja Soni, Isha Dewan and Kanchan Jain

Shape and change point analyses of the Birnbaum–Saunders-t hazard rate and associated estimation pp. 3887-3897

Cecilia Azevedo, Víctor Leiva, Emilia Athayde and N. Balakrishnan

A plug-in rule for bandwidth selection in circular density estimation pp. 3898-3908

M. Oliveira, R.M. Crujeiras and A. Rodríguez-Casal

EM vs MM: A case study pp. 3909-3920

Hua Zhou and Yiwen Zhang

Comparing non-stationary and irregularly spaced time series pp. 3921-3934

Gladys E. Salcedo, Rogério F. Porto and Pedro A. Morettin

Learned-loss boosting pp. 3935-3944

Giles Hooker and James O. Ramsay

Bayesian smoothing spline analysis of variance pp. 3945-3958

Chin-I. Cheng and Paul L. Speckman

Calibration of computer models with multivariate output pp. 3959-3974

Rui Paulo, Gonzalo García-Donato and Jesús Palomo

Information ratio test for model misspecification on parametric structures in stochastic diffusion models pp. 3975-3987

Shulin Zhang, Peter X.-K. Song, Daimin Shi and Qian M. Zhou

A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking pp. 3988-3999

Lluís Bermúdez and Dimitris Karlis

A stickiness coefficient for longitudinal data pp. 4000-4010

Andrea Gottlieb and Hans-Georg Müller

Left truncated and right censored Weibull data and likelihood inference with an illustration pp. 4011-4025

N. Balakrishnan and Debanjan Mitra

Simulated annealing for higher dimensional projection depth pp. 4026-4036

Wei Shao and Yijun Zuo

An alternating direction method for finding Dantzig selectors pp. 4037-4046

Zhaosong Lu, Ting Kei Pong and Yong Zhang

Generalized exponential–power series distributions pp. 4047-4066

Eisa Mahmoudi and Ali Akbar Jafari

Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data pp. 4067-4080

Francesco Bartolucci, Luisa Scaccia and Alessio Farcomeni

Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory pp. 4081-4096

Julia Schaumburg

Bayesian approaches to the model selection problem in the analysis of latent stage-sequential process pp. 4097-4110

Hwan Chung and Hsiu-Ching Chang

Model-robust designs for split-plot experiments pp. 4111-4121

Byran J. Smucker, Enrique del Castillo and James L. Rosenberger

Acceleration of the EM algorithm: P-EM versus epsilon algorithm pp. 4122-4137

A.F. Berlinet and Ch. Roland

Efficient calculation of test sizes for non-inferiority pp. 4138-4145

Félix Almendra-Arao

BOPA: A Bayesian hierarchical model for outlier expression detection pp. 4146-4156

Zhaoping Hong and Heng Lian

Optimal design for p-value consistent step-up procedures for multiple comparisons with a control in direction-mixed families pp. 4157-4164

Koon Shing Kwong and Siu Hung Cheung

Bayesian multi-regime smooth transition regression with ordered categorical variables pp. 4165-4179

Jianqiang C. Wang and Scott H. Holan

Model-based estimation of the attributable risk: A loglinear approach pp. 4180-4189

Christopher Cox and Xiuhong Li

A Bayesian approach for generalized random coefficient structural equation models for longitudinal data with adjacent time effects pp. 4190-4203

Xin-Yuan Song, Nian-Sheng Tang and Sy-Miin Chow

Diagnostics for a class of survival regression models with heavy-tailed errors pp. 4204-4214

Ai-Ping Li and Feng-Chang Xie

The effect of the nugget on Gaussian process emulators of computer models pp. 4215-4228

Ioannis Andrianakis and Peter G. Challenor

A model for integer-valued time series with conditional overdispersion pp. 4229-4242

Hai-Yan Xu, Min Xie, Thong Ngee Goh and Xiuju Fu

Pairwise likelihood estimation for factor analysis models with ordinal data pp. 4243-4258

Myrsini Katsikatsou, Irini Moustaki, Fan Yang-Wallentin and Karl G. Jöreskog

Likelihood inference in generalized linear mixed models with two components of dispersion using data cloning pp. 4259-4265

Mahmoud Torabi

Tales from the tail: Robust estimation of moments of environmental data with one-sided detection limits pp. 4266-4277

Ping-Hung Hsieh

Evaluation of exponentially weighted moving variance control chart subject to linear drifts pp. 4278-4289

Wenpo Huang, Lianjie Shu and Wei Jiang

Separable linear discriminant analysis pp. 4290-4300

Jianhua Zhao, Philip L.H. Yu, Lei Shi and Shulan Li

Approximating the tail of the Anderson–Darling distribution pp. 4301-4311

Adam W. Grace and Ian A. Wood

Induced smoothing for the semiparametric accelerated hazards model pp. 4312-4319

Haifen Li, Jiajia Zhang and Yincai Tang

Generalized interval estimation for the Birnbaum–Saunders distribution pp. 4320-4326

Bing Xing Wang

Nonparametric estimation of location and scale parameters pp. 4327-4337

C.J. Potgieter and F. Lombard

Epsilon half-normal model: Properties and inference pp. 4338-4347

Luis M. Castro, Héctor W. Gómez and Maria Valenzuela

A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data pp. 4348-4365

Nian-Sheng Tang and Xing-De Duan

Improved confidence regions based on Edgeworth expansions pp. 4366-4380

Christopher S. Withers and Saralees Nadarajah

Investigations into refinements of Storey’s method of multiple hypothesis testing minimising the FDR, and its application to test binomial data pp. 4381-4398

John H. Nixon

A Bayesian generalized multiple group IRT model with model-fit assessment tools pp. 4399-4412

Caio L.N. Azevedo, Dalton F. Andrade and Jean-Paul Fox

Efficient inferences on the varying-coefficient single-index model with empirical likelihood pp. 4413-4420

Zhensheng Huang

Parameter estimation in the spatial auto-logistic model with working independent subblocks pp. 4421-4432

Johan Lim, Kiseop Lee, Donghyeon Yu, Haiyan Liu and Michael Sherman

Reliability analysis and joint assessment of Brown–Proschan preventive maintenance efficiency and intrinsic wear-out pp. 4433-4449

L. Doyen

Bootstrap variance estimation with survey data when estimating model parameters pp. 4450-4461

Jean-François Beaumont and Anne-Sophie Charest

Investigating the multimodality of multivariate data with principal curves pp. 4462-4469

Murat O. Ahmed and Guenther Walther

Optimal computation of 3-D similarity: Gauss–Newton vs. Gauss–Helmert pp. 4470-4483

Kenichi Kanatani and Hirotaka Niitsuma

Volume 56, issue 11, 2012

Jump robust daily covariance estimation by disentangling variance and correlation components pp. 2993-3005

Kris Boudt, Jonathan Cornelissen and Christophe Croux

A Bayesian conditional autoregressive geometric process model for range data pp. 3006-3019

Jennifer Chan, C.P.Y. Lam, P.L.H. Yu, S.T.B. Choy and Cathy W. S. Chen

Detection of structural breaks in linear dynamic panel data models pp. 3020-3034

Stefan De Wachter and Elias Tzavalis

Bayesian estimation of generalized hyperbolic skewed student GARCH models pp. 3035-3054

Philippe Deschamps

Modeling dynamic effects of promotion on interpurchase times pp. 3055-3069

Dennis Fok, Richard Paap and Philip Hans Franses

Covariate unit root tests with good size and power pp. 3070-3079

Sebastian Fossati

On the online estimation of local constant volatilities pp. 3080-3090

Roland Fried

Econometric analysis of volatile art markets pp. 3091-3104

Fabian Y.R.P. Bocart and Christian Hafner

Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling pp. 3105-3119

Tore Kleppe and Hans Julius Skaug

The dynamics of UK and US inflation expectations pp. 3120-3133

Deborah Gefang, Gary Koop and Simon Potter

Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling pp. 3134-3152

Virginie Dordonnat, Siem Jan Koopman and Marius Ooms

Estimation of SEM with GARCH errors pp. 3153-3181

Jaya Krishnakumar, Andi Kabili and Ilir Roko

Robust small sample accurate inference in moment condition models pp. 3182-3197

Serigne N. Lô and Elvezio Ronchetti

Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations pp. 3198-3211

Richard Luger

Counterfactual distributions of wages via quantile regression with endogeneity pp. 3212-3229

Elena Martinez-Sanchis, Juan Mora and Ilker Kandemir

Optimal control of nonlinear dynamic econometric models: An algorithm and an application pp. 3230-3240

V. Blueschke-Nikolaeva, D. Blueschke and Reinhard Neck

Generalized extreme value distribution with time-dependence using the AR and MA models in state space form pp. 3241-3259

Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori and Sylvia Frühwirth-Schnatter

Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes pp. 3260-3275

Arvid Raknerud and Øivind Skare

Robust analysis of default intensity pp. 3276-3285

Tiziano Bellini and Marco Riani

On the asymptotic t-test for large nonstationary panel models pp. 3286-3306

Lorenzo Trapani

An application of shrinkage estimation to the nonlinear regression model pp. 3309-3321

S. Ejaz Ahmed and Christopher J. Nicol

Localized level crossing random walk test robust to the presence of structural breaks pp. 3322-3344

Vitali Alexeev and Alex Maynard

Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market pp. 3345-3365

Ruey S. Tsay and Tomohiro Ando

A new class of independence tests for interval forecasts evaluation pp. 3366-3380

P. Araújo Santos and M.I. Fraga Alves

Forecasting with spatial panel data pp. 3381-3397

Badi Baltagi, Georges Bresson and Alain Pirotte

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood pp. 3398-3414

David Ardia, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk

On marginal likelihood computation in change-point models pp. 3415-3429

Luc Bauwens and Jeroen Rombouts

On robust tail index estimation pp. 3430-3443

Jan Beran and Dieter Schell

Efficient bootstrap with weakly dependent processes pp. 3444-3458

Francesco Bravo and Federico Crudu

Modelling and forecasting wind speed intensity for weather risk management pp. 3459-3476

Massimiliano Caporin and Juliusz Preś

Structural model of credit migration pp. 3477-3490

Ngai Hang Chan, Hoi Ying Wong and Jing Zhao

A wavelet-based approach to test for financial market contagion pp. 3491-3497

Marco Gallegati

Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution pp. 3498-3516

Qian Chen, Richard Gerlach and Zudi Lu

Dynamic risk exposures in hedge funds pp. 3517-3532

Monica Billio, Mila Getmansky and Loriana Pelizzon

On the estimation of dynamic conditional correlation models pp. 3533-3545

Christian Hafner and Olga Reznikova

Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment pp. 3546-3566

Massimo Guidolin and Stuart Hyde

Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation pp. 3567-3586

Jan Kiviet and Jerzy Niemczyk

Specification tests for the error distribution in GARCH models pp. 3587-3598

B. Klar, F. Lindner and S.G. Meintanis

Applications of the characteristic function-based continuum GMM in finance pp. 3599-3622

Rachidi Kotchoni

Recursive computation of piecewise constant volatilities pp. 3623-3631

Laurie Davies, Christian Höhenrieder and Walter Krämer

On the estimation and diagnostic checking of the ARFIMA–HYGARCH model pp. 3632-3644

Wilson Kwan, Wai Keung Li and Guodong Li

A spectral estimation of tempered stable stochastic volatility models and option pricing pp. 3645-3658

Junye Li, Carlo Favero and Fulvio Ortu

Vine copulas with asymmetric tail dependence and applications to financial return data pp. 3659-3673

Aristidis K. Nikoloulopoulos, Harry Joe and Haijun Li

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors pp. 3674-3689

Tsunehiro Ishihara and Yasuhiro Omori

Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution pp. 3690-3704

Jouchi Nakajima and Yasuhiro Omori

Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models pp. 3705-3729

Jan Kiviet and Garry Phillips

Long memory and nonlinearities in realized volatility: A Markov switching approach pp. 3730-3742

Davide Raggi and Silvano Bordignon

Likelihood-free Bayesian inference for α-stable models pp. 3743-3756

G.W. Peters, S.A. Sisson and Y. Fan

Modelling multi-output stochastic frontiers using copulas pp. 3757-3773

Alessandro Carta and Mark Steel

Bayesian inference in a Stochastic Volatility Nelson–Siegel model pp. 3774-3792

Nikolaus Hautsch and Fuyu Yang

The power of weather pp. 3793-3807

Christian Huurman, Francesco Ravazzolo and Chen Zhou

Volume 56, issue 10, 2012

Small area estimation of poverty proportions under area-level time models pp. 2840-2855

M.D. Esteban, D. Morales, A. Pérez and L. Santamaría

Modelling over and undercounts for design-based Monte Carlo studies in small area estimation: An application to the German register-assisted census pp. 2856-2863

Jan Pablo Burgard and Ralf T. Münnich

Small area estimation using skew normal models pp. 2864-2874

V.R.S. Ferraz and F.A.S. Moura

Small area estimation under spatial nonstationarity pp. 2875-2888

Hukum Chandra, Nicola Salvati, Ray Chambers and Nikos Tzavidis

Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators pp. 2889-2902

Stefano Marchetti, Nikos Tzavidis and Monica Pratesi

A new class of semi-mixed effects models and its application in small area estimation pp. 2903-2917

María José Lombardía and Stefan Sperlich

Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends pp. 2918-2933

Sabine Krieg and Jan A. van den Brakel

Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators pp. 2934-2948

A.F. Militino, T. Goicoa and M.D. Ugarte

Estimators of error covariance matrices for small area prediction pp. 2949-2962

Emily J. Berg and Wayne A. Fuller

A particle swarm algorithm with broad applicability in shape-constrained estimation pp. 2965-2975

Mark A. Wolters

An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors pp. 2976-2990

Yiyuan She

Volume 56, issue 9, 2012

Estimating discrete Markov models from various incomplete data schemes pp. 2609-2625

Alberto Pasanisi, Shuai Fu and Nicolas Bousquet

Fitting very large sparse Gaussian graphical models pp. 2626-2636

Harri Kiiveri and Frank de Hoog

Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families pp. 2637-2649

N. Balakrishnan, K.F. Davies, J.P. Keating and R.L. Mason

The marginal likelihood of dynamic mixture models pp. 2650-2662

Gabriele Fiorentini, Christophe Planas and Alessandro Rossi

Bayesian variable selection for logistic mixed model with nonparametric random effects pp. 2663-2674

Mingan Yang

Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model pp. 2675-2687

Lili Yu and Karl E. Peace

Model-based replacement of rounded zeros in compositional data: Classical and robust approaches pp. 2688-2704

J.A. Martín-Fernández, K. Hron, M. Templ, Peter Filzmoser and J. Palarea-Albaladejo

Mantel–Haenszel estimators of odds ratios for stratified dependent binomial data pp. 2705-2717

Thomas Suesse and Ivy Liu

Identification of breast cancer prognosis markers via integrative analysis pp. 2718-2728

Shuangge Ma, Ying Dai, Jian Huang and Yang Xie

Shape restricted nonparametric regression with Bernstein polynomials pp. 2729-2741

J. Wang and S.K. Ghosh

Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy pp. 2742-2755

Sounak Chakraborty

Regression analysis under incomplete linkage pp. 2756-2770

Gunky Kim and Raymond Chambers

A doubly optimal ellipse fit pp. 2771-2781

A. Al-Sharadqah and N. Chernov

Robust descriptive discriminant analysis for repeated measures data pp. 2782-2794

Tolulope T. Sajobi, Lisa M. Lix, Bolanle M. Dansu, William Laverty and Longhai Li

Dissimilarity measures and divisive clustering for symbolic multimodal-valued data pp. 2795-2808

Jaejik Kim and L. Billard

Model-averaged Wald confidence intervals pp. 2809-2815

Daniel Turek and David Fletcher

EM algorithms for multivariate Gaussian mixture models with truncated and censored data pp. 2816-2829

Gyemin Lee and Clayton Scott

Split variable selection for tree modeling on rank data pp. 2830-2836

Yi-Hung Kung, Chang-Ting Lin and Yu-Shan Shih

Volume 56, issue 8, 2012

Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency pp. 2375-2387

Stevenn Volant, Marie-Laure Martin Magniette and Stéphane Robin

Large gap imputation in remote sensed imagery of the environment pp. 2388-2403

Valeria Rulloni, Oscar Bustos and Ana Georgina Flesia

On quantile quantile plots for generalized linear models pp. 2404-2409

Nicole H. Augustin, Erik-André Sauleau and Simon N. Wood

Parametric bootstrap under model mis-specification pp. 2410-2420

H.Y. Kevin Lu and G. Alastair Young

A simple additivity test for conditionally heteroscedastic nonlinear autoregression pp. 2421-2429

Michael Levine and Li, Jinguang (Tony)

The cost of using decomposable Gaussian graphical models for computational convenience pp. 2430-2441

A. Marie Fitch and Beatrix Jones

Bayesian inference for the correlation coefficient in two seemingly unrelated regressions pp. 2442-2453

Min Wang and Xiaoqian Sun

Root selection in normal mixture models pp. 2454-2470

Byungtae Seo and Daeyoung Kim

Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data pp. 2471-2485

Ahmed A. Soliman, Ahmed H. Abd-Ellah, Naser A. Abou-Elheggag and Gamal A. Abd-Elmougod

Mixtures of weighted distance-based models for ranking data with applications in political studies pp. 2486-2500

Paul H. Lee and Philip Yu

Benchmark testing of algorithms for very robust regression: FS, LMS and LTS pp. 2501-2512

Francesca Torti, Domenico Perrotta, Anthony C. Atkinson and Marco Riani

Correlated binomial regression models pp. 2513-2525

Rubiane M. Pires and Carlos A.R. Diniz

Quantile regression for longitudinal data with a working correlation model pp. 2526-2538

Liya Fu and You-Gan Wang

Distribution-free exponentially weighted moving average control charts for monitoring unknown location pp. 2539-2561

M.A. Graham, A. Mukherjee and S. Chakraborti

Sampling designs via a multivariate hypergeometric-Dirichlet process model for a multi-species assemblage with unknown heterogeneity pp. 2562-2573

Hongmei Zhang, Kaushik Ghosh and Pulak Ghosh

Bayesian sample size determination for binary regression with a misclassified covariate and no gold standard pp. 2574-2582

Daniel P. Beavers and James Stamey

Adaptive LASSO for general transformation models with right censored data pp. 2583-2597

Jianbo Li and Minggao Gu

Semiparametric model for the dichotomized functional outcome after stroke: The Northern Manhattan Study pp. 2598-2608

Huaihou Chen, Myunghee Cho Paik, Mandip S. Dhamoon, Yeseon Park Moon, Joshua Willey, Ralph L. Sacco and Mitchell S.V. Elkind

Volume 56, issue 7, 2012

The Bayesian method for causal discovery of latent-variable models from a mixture of experimental and observational data pp. 2183-2205

Changwon Yoo

New approaches to nonparametric density estimation and selection of smoothing parameters pp. 2206-2218

Nina Golyandina, Andrey Pepelyshev and Ansgar Steland

Case-deletion type diagnostics for calibration estimators in survey sampling pp. 2219-2236

I. Barranco-Chamorro, M.D. Jiménez-Gamero, J.L. Moreno-Rebollo and J.M. Muñoz-Pichardo

A goodness-of-fit test for parametric models based on dependently truncated data pp. 2237-2250

Takeshi Emura and Yoshihiko Konno

On the Marshall–Olkin transformation as a skewing mechanism pp. 2251-2257

F.J. Rubio and Mark Steel

On simultaneously identifying outliers and heteroscedasticity without specific form pp. 2258-2272

Tsung-Chi Cheng

Classification of image pixels based on minimum distance and hypothesis testing pp. 2273-2287

Santosh Ghimire and Haiyan Wang

Least squares type estimation for Cox regression model and specification error pp. 2288-2302

P.L. Gradowska and Roger Cooke

Bootstrap testing multiple changes in persistence for a heavy-tailed sequence pp. 2303-2316

Zhanshou Chen, Zi Jin, Zheng Tian and Peiyan Qi

Joint adaptive mean–variance regularization and variance stabilization of high dimensional data pp. 2317-2333

Jean-Eudes Dazard and J. Sunil Rao

Supervised classification for functional data: A weighted distance approach pp. 2334-2346

Andrés M. Alonso, David Casado and Juan Romo

Robust fitting of mixture regression models pp. 2347-2359

Xiuqin Bai, Weixin Yao and John E. Boyer

Phase and amplitude-based clustering for functional data pp. 2360-2374

Leen Slaets, Gerda Claeskens and Mia Hubert

Volume 56, issue 6, 2012

Frailty modeling via the empirical Bayes–Hastings sampler pp. 1303-1318

Richard A. Levine, Juanjuan Fan, Pamela Ohman Strickland and Shaban Demirel

On efficient calculations for Bayesian variable selection pp. 1319-1332

Eric Ruggieri and Charles E. Lawrence

Estimating the diffusion coefficient function for a diversified world stock index pp. 1333-1349

Katja Ignatieva and Eckhard Platen

Predictive inference for a future response using symmetrically trimmed sample from the half-normal model pp. 1350-1361

Hafiz M.R. Khan

Approximate Bayesian inference for large spatial datasets using predictive process models pp. 1362-1380

Jo Eidsvik, Andrew O. Finley, Sudipto Banerjee and Håvard Rue

Initializing the EM algorithm in Gaussian mixture models with an unknown number of components pp. 1381-1395

Volodymyr Melnykov and Igor Melnykov

Asymmetric type II compound Laplace distribution and its application to microarray gene expression pp. 1396-1404

Bindu Punathumparambath, Sangita Kulathinal and Sebastian George

Residual analysis of linear mixed models using a simulation approach pp. 1405-1416

André Schützenmeister and Hans-Peter Piepho

Gaussian component mixtures and CAR models in Bayesian disease mapping pp. 1417-1433

Paula Moraga and Andrew B. Lawson

A fast and recursive algorithm for clustering large datasets with k-medians pp. 1434-1449

Hervé Cardot, Peggy Cénac and Jean-Marie Monnez

Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm pp. 1450-1467

F. Rigat and A. Mira

Approximate Bayesian computing for spatial extremes pp. 1468-1481

Robert J. Erhardt and Richard L. Smith

Wavelets in functional data analysis: Estimation of multidimensional curves and their derivatives pp. 1482-1498

Davide Pigoli and Laura M. Sangalli

A Poisson mixed model with nonnormal random effect distribution pp. 1499-1510

Lizandra C. Fabio, Gilberto A. Paula and Mário de Castro

Efficient Bayesian inference for stochastic time-varying copula models pp. 1511-1527

Carlos Almeida and Claudia Czado

Objective Bayesian analysis for the normal compositional model pp. 1528-1544

Hannes Kazianka

Modeling the random effects covariance matrix for generalized linear mixed models pp. 1545-1551

Keunbaik Lee, JungBok Lee, Joseph Hagan and Jae Keun Yoo

Recursive partitioning on incomplete data using surrogate decisions and multiple imputation pp. 1552-1565

A. Hapfelmeier, T. Hothorn and K. Ulm

Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data pp. 1566-1580

Michael Kohler and Adam Krzyżak

Stationary bootstrap for kernel density estimators under ψ-weak dependence pp. 1581-1593

Eunju Hwang and Dong Wan Shin

Bandwidth choice for robust nonparametric scale function estimation pp. 1594-1608

Graciela Boente, Marcelo Ruiz and Ruben H. Zamar

A general class of zero-or-one inflated beta regression models pp. 1609-1623

Raydonal Ospina and Silvia L.P. Ferrari

A method for increasing the robustness of multiple imputation pp. 1624-1643

Rhian M. Daniel and Michael G. Kenward

Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure pp. 1644-1661

Ricardo Leiva and Anuradha Roy

Diagnostic procedures in Birnbaum–Saunders nonlinear regression models pp. 1662-1680

Luis Hernando Vanegas, Luz Marina Rondón and Francisco José A. Cysneiros

Semi-supervised wavelet shrinkage pp. 1681-1691

Kichun Lee and Brani Vidakovic

A confidence region for the largest and the smallest means under heteroscedasticity pp. 1692-1702

Hubert J. Chen and Shu-Fei Wu

Correlated destructive generalized power series cure rate models and associated inference with an application to a cutaneous melanoma data pp. 1703-1713

Patrick Borges, Josemar Rodrigues and Narayanaswamy Balakrishnan

Bayesian nonparametric mixed random utility models pp. 1714-1722

George Karabatsos and Stephen G. Walker

Inference on a stochastic two-compartment model in tumor growth pp. 1723-1736

Giuseppina Albano, Virginia Giorno, Patricia Román-Román and Francisco Torres-Ruiz

A new class of semiparametric semivariogram and nugget estimators pp. 1737-1747

Patrick S. Carmack, Jeffrey S. Spence, William R. Schucany, Richard F. Gunst, Qihua Lin and Robert W. Haley

High-throughput DNA methylation datasets for evaluating false discovery rate methodologies pp. 1748-1756

N. Asomaning and K.J. Archer

The least trimmed quantile regression pp. 1757-1770

N.M. Neykov, Pavel Cizek, Peter Filzmoser and P.N. Neytchev

Constrained spanning tree algorithms for irregularly-shaped spatial clustering pp. 1771-1783

Marcelo Azevedo Costa, Renato Martins Assunção and Martin Kulldorff

Computing highly accurate or exact P-values using importance sampling pp. 1784-1794

Chris J. Lloyd

Benchmarking historical corporate performance pp. 1795-1807

James G. Scott

Direct fitting of dynamic models using integrated nested Laplace approximations — INLA pp. 1808-1828

Ramiro Ruiz-Cárdenas, Elias T. Krainski and Håvard Rue

Testing ratio of marginal probabilities in clustered matched-pair binary data pp. 1829-1836

Zhao Yang, Xuezheng Sun and James W. Hardin

Estimation for the single-index models with random effects pp. 1837-1853

Zhen Pang and Liugen Xue

Inference in generalized linear regression models with a censored covariate pp. 1854-1868

John V. Tsimikas, Leonidas E. Bantis and Stelios D. Georgiou

Selecting the number of components in principal component analysis using cross-validation approximations pp. 1869-1879

Julie Josse and François Husson

Generalized beta-generated distributions pp. 1880-1897

Carol Alexander, Gauss M. Cordeiro, Edwin M.M. Ortega and José María Sarabia

Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis pp. 1898-1907

J.M. Marín and M.T. Rodríguez-Bernal

A new model for explaining long-range correlations in human time interval production pp. 1908-1919

Ana Diniz, João Barreiros and Nuno Crato

A study of variable selection using g-prior distribution with ridge parameter pp. 1920-1934

M. Baragatti and D. Pommeret

Adaptive combination of dependent tests pp. 1935-1943

Joseph Sexton, Rune Blomhoff, Anette Karlsen and Petter Laake

A combined overdispersed and marginalized multilevel model pp. 1944-1951

Samuel Iddi and Geert Molenberghs

Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression pp. 1952-1965

Olcay Arslan

Assessing the predictive ability of a multilevel binary regression model pp. 1966-1980

R. Van Oirbeek and E. Lesaffre

An alternating determination–optimization approach for an additive multi-index model pp. 1981-1993

Zhenghui Feng and Lixing Zhu

The robust estimation method for a finite mixture of Poisson mixed-effect models pp. 1994-2005

Liming Xiang, Kelvin K.W. Yau and Andy H. Lee

Semiparametric regression models with additive nonparametric components and high dimensional parametric components pp. 2006-2017

Pang Du, Guang Cheng and Hua Liang

Progressively first-failure censored reliability sampling plans with cost constraint pp. 2018-2030

Shuo-Jye Wu and Syuan-Rong Huang

Weighted kernel Fisher discriminant analysis for integrating heterogeneous data pp. 2031-2040

Jemila S. Hamid, Celia M.T. Greenwood and Joseph Beyene

Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models pp. 2041-2050

Yang Li, Jianguo Sun and Shuguang Song

On efficient estimation in additive hazards regression with current status data pp. 2051-2058

Xuewen Lu and Peter X.-K. Song

Improving the efficiency of individualized designs for the mixed logit choice model by including covariates pp. 2059-2072

M. Crabbe and M. Vandebroek

Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm pp. 2073-2085

M. Delattre and M. Lavielle

Cost-effective designs for trials with discrete-time survival endpoints pp. 2086-2096

Katarzyna Jóźwiak and Mirjam Moerbeek

Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data pp. 2097-2111

Jean-François Quessy and François Éthier

Self-tuning weighted measurement fusion Kalman filtering algorithm pp. 2112-2128

Chenjian Ran and Zili Deng

Comparison of quantiles for several normal populations pp. 2129-2138

Xinmin Li, Lili Tian, Juan Wang and Josephia R. Muindi

Doubly fractional models for dynamic heteroscedastic cycles pp. 2139-2158

Miguel Artiach and Josu Arteche

Statistical measures of two dimensional point set uniformity pp. 2159-2181

Meng Sang Ong, Ye Chow Kuang and Melanie Po-Leen Ooi

Volume 56, issue 5, 2012

Uncertainty estimation with a finite dataset in the assessment of classification models pp. 1016-1027

Weijie Chen, Waleed A. Yousef, Brandon D. Gallas, Elizabeth R. Hsu, Samir Lababidi, Rong Tang, Gene A. Pennello, W. Fraser Symmans and Lajos Pusztai

Meta-analysis of time-to-event outcomes using a hazard-based approach: Comparison with other models, robustness and meta-regression pp. 1028-1037

Marta Fiocco, Theo Stijnen and Hein Putter

Modified versions of Bayesian Information Criterion for genome-wide association studies pp. 1038-1051

Florian Frommlet, Felix Ruhaltinger, Piotr Twaróg and Małgorzata Bogdan

Assessment of observer agreement for matched repeated binary measurements pp. 1052-1060

Jingjing Gao, Yi Pan and Michael Haber

Optimal dose de-escalation trial designs for novel contraceptives in women pp. 1061-1068

Christoph Gerlinger, Harald Siedentop, Oke Gerke, Ilka Schellschmidt and Jan Endrikat

Inference on the probability P(T1 pp. 1069-1078

Shan Jiang and Dongsheng Tu

Simultaneous score confidence bounds for risk differences in multiple comparisons to a control pp. 1079-1089

Bernhard Klingenberg

Ranking procedures for matched pairs with missing data — Asymptotic theory and a small sample approximation pp. 1090-1102

F. Konietschke, S.W. Harrar, K. Lange and E. Brunner

Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point pp. 1103-1114

Chin-Ying Lai, Lili Tian and Enrique F. Schisterman

Stratified additive Poisson models: Computational methods and applications in clinical epidemiology pp. 1115-1130

Ian C. Marschner, Alexandra C. Gillett and O’Connell, Rachel L.

Testing the equality of a large number of normal population means pp. 1131-1149

Junyong Park and DoHwan Park

An R package for implementing simulations for seamless phase II/III clinical trials using early outcomes for treatment selection pp. 1150-1160

Nick Parsons, Tim Friede, Susan Todd, Elsa Valdes Marquez, Jeremy Chataway, Richard Nicholas and Nigel Stallard

Global hypothesis test to simultaneously compare the predictive values of two binary diagnostic tests pp. 1161-1173

José Antonio Roldán Nofuentes, Juan de Dios Luna del Castillo and Miguel Ángel Montero Alonso

Sample size estimation in cluster randomized trials: An evidence-based perspective pp. 1174-1187

Michael Rotondi and Allan Donner

Analyzing short-term measurements of heart rate variability in the frequency domain using robustly estimated spectral density functions pp. 1188-1199

B. Spangl and R. Dutter

Confidence interval construction for disease prevalence based on partial validation series pp. 1200-1220

Man-Lai Tang, Shi-Fang Qiu and Wai-Yin Poon

Sequential methods for pharmacogenetic studies pp. 1221-1231

Susan Todd, M. Fazil Baksh and John Whitehead

Generalized estimating equations and regression diagnostics for longitudinal controlled clinical trials: A case study pp. 1232-1242

Maren Vens and Andreas Ziegler

Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples pp. 1243-1255

William Volterman, N. Balakrishnan and Erhard Cramer

Bayesian model selection for logistic regression models with random intercept pp. 1256-1274

Helga Wagner and Christine Duller

On the identification of predictive biomarkers: Detecting treatment-by-gene interaction in high-dimensional data pp. 1275-1286

W. Werft, A. Benner and A. Kopp-Schneider

Analyzing longitudinal clinical trial data with nonignorable missingness and unknown missingness reasons pp. 1287-1300

Hui Xie

Testing non-inferiority for clustered matched-pair binary data in diagnostic medicine pp. 1301-1320

Zhao Yang, Xuezheng Sun and James W. Hardin

Volume 56, issue 4, 2012

Geoadditive expectile regression pp. 755-767

Fabian Sobotka and Thomas Kneib

Asymptotically efficient estimation of the conditional expected shortfall pp. 768-784

Samantha Leorato, Franco Peracchi and Andrei V. Tanase

Variance estimation in censored quantile regression via induced smoothing pp. 785-796

Lei Pang, Wenbin Lu and Huixia Judy Wang

Quantile regression with doubly censored data pp. 797-812

Guixian Lin, Xuming He and Stephen Portnoy

Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization pp. 813-826

Sungwan Bang and Myoungshic Jhun

Model selection in binary and tobit quantile regression using the Gibbs sampler pp. 827-839

Yonggang Ji, Nan Lin and Baoxue Zhang

Computing multiple-output regression quantile regions pp. 840-853

Davy Paindaveine and Miroslav Šiman

Consistency of support vector machines using additive kernels for additive models pp. 854-873

Andreas Christmann and Robert Hable

Absolute penalty and shrinkage estimation in partially linear models pp. 874-891

S.M. Enayetur Raheem, S. Ejaz Ahmed and Kjell A. Doksum

CECM: Constrained evidential C-means algorithm pp. 894-914

V. Antoine, B. Quost, M.-H. Masson and T. Denœux

Fuzzy and possibilistic clustering for fuzzy data pp. 915-927

Renato Coppi, D’Urso, Pierpaolo and Paolo Giordani

Learning partial ordinal class memberships with kernel-based proportional odds models pp. 928-942

Jan Verwaeren, Willem Waegeman and Bernard De Baets

Fuzzy data treated as functional data: A one-way ANOVA test approach pp. 943-955

Gil González-Rodríguez, Ana Colubi and María Ángeles Gil

K-sample tests for equality of variances of random fuzzy sets pp. 956-966

Ana Belén Ramos-Guajardo and María Asunción Lubiano

Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application pp. 967-980

Giulianella Coletti, Osvaldo Gervasi, Sergio Tasso and Barbara Vantaggi

Credit scoring analysis using a fuzzy probabilistic rough set model pp. 981-994

Andrea Capotorti and Eva Barbanera

Volume 56, issue 3, 2012

Inference for the Weibull distribution with progressive hybrid censoring pp. 451-467

Chien-Tai Lin, Cheng-Chieh Chou and Yen-Lung Huang

Selection of the number of clusters via the bootstrap method pp. 468-477

Yixin Fang and Junhui Wang

Data augmentation strategies for the Bayesian spatial probit regression model pp. 478-490

Candace Berrett and Catherine A. Calder

Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule pp. 491-501

Dimitris Rizopoulos

EM algorithm for one-shot device testing under the exponential distribution pp. 502-509

N. Balakrishnan and M.H. Ling

Permutation test for incomplete paired data with application to cDNA microarray data pp. 510-521

Donghyeon Yu, Johan Lim, Feng Liang, Kyunga Kim, Byung Soo Kim and Woncheol Jang

Estimation of the proportion ratio under a simple crossover trial pp. 522-530

Kung-Jong Lui and Kuang-Chao Chang

A Stahel–Donoho estimator based on huberized outlyingness pp. 531-542

S. Van Aelst, E. Vandervieren and G. Willems

Locally adaptive image denoising by a statistical multiresolution criterion pp. 543-558

Thomas Hotz, Philipp Marnitz, Rahel Stichtenoth, Laurie Davies, Zakhar Kabluchko and Axel Munk

Nonparametric regression models for right-censored data using Bernstein polynomials pp. 559-573

Muhtarjan Osman and Sujit K. Ghosh

Generalized degrees of freedom and adaptive model selection in linear mixed-effects models pp. 574-586

Bo Zhang, Xiaotong Shen and Sunni L. Mumford

Functional linear regression after spline transformation pp. 587-601

Guochang Wang, Nan Lin and Baoxue Zhang

Standardization of interval symbolic data based on the empirical descriptive statistics pp. 602-610

Junpeng Guo, Wenhua Li, Chenhua Li and Sa Gao

A mixed effects least squares support vector machine model for classification of longitudinal data pp. 611-628

Jan Luts, Geert Molenberghs, Geert Verbeke, Sabine Van Huffel and Johan A.K. Suykens

Conditional Akaike information criterion for generalized linear mixed models pp. 629-644

Dalei Yu and Kelvin K.W. Yau

Marginal analysis of multivariate failure time data with a surviving fraction based on semiparametric transformation cure models pp. 645-655

Chyong-Mei Chen and Tai-Fang C. Lu

Multivariate probit analysis of binary familial data using stochastic representations pp. 656-663

Yihao Deng, Roy T. Sabo and N. Rao Chaganty

Sample distribution function based goodness-of-fit test for complex surveys pp. 664-679

Jianqiang C. Wang

Finite population estimation under generalized linear model assistance pp. 680-697

Luz Marina Rondon, Luis Hernando Vanegas and Cristiano Ferraz

A log-linear regression model for the β-Birnbaum–Saunders distribution with censored data pp. 698-718

Edwin M.M. Ortega, Gauss M. Cordeiro and Artur J. Lemonte

Optimal acceptance sampling plans for log-location–scale lifetime models using average risks pp. 719-731

Arturo J. Fernández and Carlos J. Pérez-González

Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions pp. 732-740

Shuowen Hu, Donald Poskitt and Xibin Zhang

PCA document reconstruction for email classification pp. 741-751

Juan Carlos Gomez and Marie-Francine Moens

Volume 56, issue 2, 2012

Efficient direct sampling MCEM algorithm for latent variable models with binary responses pp. 231-244

Xinming An and Peter M. Bentler

Comparison of penalty functions for sparse canonical correlation analysis pp. 245-254

Prabhakar Chalise and Brooke L. Fridley

Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter pp. 255-265

Guo-Liang Tian, Man-Lai Tang and Chunling Liu

Tail index estimation in the presence of long-memory dynamics pp. 266-282

Tucker McElroy and Agnieszka Jach

ACOMCD: A multiple cluster detection algorithm based on the spatial scan statistic and ant colony optimization pp. 283-296

You Wan, Tao Pei, Chenghu Zhou, Yong Jiang, Chenxu Qu and Youlin Qiao

Empirical assessment of the Maximum Likelihood Estimator quality in a parametric counting process model for recurrent events pp. 297-315

Génia Babykina and Vincent Couallier

Group coordinate descent algorithms for nonconvex penalized regression pp. 316-326

Fengrong Wei and Hongxiao Zhu

Online wavelet-based density estimation for non-stationary streaming data pp. 327-344

E.S. García-Treviño and J.A. Barria

Computing and estimating information matrices of weak ARMA models pp. 345-361

Y. Boubacar Mainassara, M. Carbon and Christian Francq

Bayesian piecewise mixture model for racial disparity in prostate cancer progression pp. 362-369

L. Zhao and M. Banerjee

Modeling gap times between recurrent events by marginal rate function pp. 370-383

Xiaobing Zhao and Xian Zhou

Copula density estimation by total variation penalized likelihood with linear equality constraints pp. 384-398

Leming Qu and Wotao Yin

A mixed effects log-linear model based on the Birnbaum–Saunders distribution pp. 399-407

A.F. Desmond, Carlos L. Cíntora González, R.S. Singh and Xuewen Lu

A robust P-spline approach to closed population capture–recapture models with time dependence and heterogeneity pp. 408-417

Jakub Stoklosa and Richard M. Huggins

An improved mean estimator for judgment post-stratification pp. 418-426

Jesse Frey and Timothy G. Feeman

A Bernstein-type estimator for decreasing density with application to p-value adjustments pp. 427-437

Bing Han and Siddhartha R. Dalal

On estimation of a heteroscedastic measurement error model under heavy-tailed distributions pp. 438-448

Chun-Zheng Cao, Jin-Guan Lin and Xiao-Xin Zhu

Volume 56, issue 1, 2012

Inference about clustering and parametric assumptions in covariance matrix estimation pp. 1-14

Mikko Packalen and Tony Wirjanto

A periodic Levinson-Durbin algorithm for entropy maximization pp. 15-24

Georgi N. Boshnakov and Sophie Lambert-Lacroix

Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data pp. 25-33

Tong Tong Wu and Xin He

Robust joint modeling of mean and dispersion through trimming pp. 34-48

N.M. Neykov, Peter Filzmoser and P.N. Neytchev

Bayesian multiscale analysis of images modeled as Gaussian Markov random fields pp. 49-61

Kevin Thon, Håvard Rue, Stein Olav Skrøvseth and Fred Godtliebsen

Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters pp. 62-74

Alejandro Rodriguez and Esther Ruiz

Random effects in promotion time cure rate models pp. 75-87

Celia Mendes Carvalho Lopes and Heleno Bolfarine

A Bayesian information criterion for portfolio selection pp. 88-99

Wei Lan, Hansheng Wang and Chih-Ling Tsai

A nonparametric approach to weighted estimating equations for regression analysis with missing covariates pp. 100-113

An Creemers, Marc Aerts, Niel Hens and Geert Molenberghs

Comparison of methods for identifying phenotype subgroups using categorical features data with application to autism spectrum disorder pp. 114-125

Mulugeta Gebregziabher, Matthew S. Shotwell, Jane M. Charles and Joyce S. Nicholas

Multivariate mixture modeling using skew-normal independent distributions pp. 126-142

Celso Rômulo Barbosa Cabral, Víctor Hugo Lachos and Marcos O. Prates

A quantile estimation for massive data with generalized Pareto distribution pp. 143-150

Jongwoo Song and Seongjoo Song

On generalised asymmetric stochastic volatility models pp. 151-172

Georgios Tsiotas

Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment pp. 173-189

Costas Milas and Ruthira Naraidoo

Nonparametric estimation in [alpha]-series processes pp. 190-201

Halil Aydogdu and Mahmut Kara

Deletion, replacement and mean-shift for diagnostics in linear mixed models pp. 202-208

Lei Shi and Gemai Chen

A composite likelihood approach for spatially correlated survival data pp. 209-216

Jane Paik and Zhiliang Ying

Modelling and forecasting noisy realized volatility pp. 217-230

Manabu Asai, Michael McAleer and Marcelo Medeiros