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ORCIDComputational Statistics, Volume 30
Volume 30, Number 1, March 2015
- Hea-Jung Kim:
A best linear threshold classification with scale mixture of skew normal populations. 1-28
- Tae Young Yang:
A GS-CORE algorithm for performing a reduction test on multiple gene sets and their core genes. 29-41 - Hidetoshi Matsui, Toshihiro Misumi:
Variable selection for varying-coefficient models with the sparse regularization. 43-55 - Alessio Farcomeni
, Luca Greco:
S-estimation of hidden Markov models. 57-80 - Abhinav Gupta, Karmeshu:
Study of compound generalized Nakagami-generalized inverse Gaussian distribution and related densities: application to ultrasound imaging. 81-96 - Myung Geun Kim:
Influence measure based on probabilistic behavior of regression estimators. 97-105 - Xinlei Wang, Johan Lim, Seung-Jean Kim, Kyu S. Hahn:
Estimating cell probabilities in contingency tables with constraints on marginals/conditionals by geometric programming with applications. 107-129 - André G. C. Pereira, Bernardo B. de Andrade:
On the genetic algorithm with adaptive mutation rate and selected statistical applications. 131-150 - N. Balakrishnan, Suvra Pal:
An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods. 151-189 - Xiaoyi Zhu, Yuhong Yang:
Variable selection after screening: with or without data splitting? 191-203 - Min Wang, Xiaoqian Sun, Tao Lu:
Bayesian structured variable selection in linear regression models. 205-229 - Andrew A. Neath, Joseph E. Cavanaugh, Adam G. Weyhaupt:
Model evaluation, discrepancy function estimation, and social choice theory. 231-249 - K. Indira, S. Kanmani:
Association rule mining through adaptive parameter control in particle swarm optimization. 251-277 - Naomichi Makino:
Generalized data-fitting factor analysis with multiple quantification of categorical variables. 279-292
Volume 30, Number 2, June 2015
- Niladri Roy Chowdhury, Dianne Cook, Heike Hofmann, Mahbubul Majumder, Eun-Kyung Lee, Amy L. Toth:
Using visual statistical inference to better understand random class separations in high dimension, low sample size data. 293-316 - Alejandro Murua, Nicolas Wicker:
Kernel-based mixture models for classification. 317-344 - Yaeji Lim, Hee-Seok Oh:
Simultaneous confidence interval for quantile regression. 345-358 - Mohammad Arashi, Mahdi Roozbeh:
Shrinkage estimation in system regression model. 359-376 - Luís Meira-Machado, Jacobo de Uña-Álvarez, Somnath Datta:
Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model. 377-397 - Aijun Yang, Yunxian Li, Niansheng Tang, Jinguan Lin:
Bayesian variable selection in multinomial probit model for classifying high-dimensional data. 399-418 - Thais Paiva, Renato M. Assunção, Taynãna C. Simões:
Prospective space-time surveillance with cumulative surfaces for geographical identification of the emerging cluster. 419-440 - Silvia Golia:
Assessing the impact of uniform and nonuniform differential item functioning items on Rasch measure: the polytomous case. 441-461 - Masaki Mitsuhiro, Hiroshi Yadohisa:
Reduced {k)-means clustering with MCA in a low-dimensional space. 463-475 - Abdelouhab Aloui, Arezki Zioui, Megdouda Ourbih-Tari, Amine Alioui:
A general purpose module using refined descriptive sampling for installation in simulation systems. 477-490 - Didit B. Nugroho, Takayuki Morimoto:
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods. 491-516 - Roland Langrock, Théo Michelot, Alexander Sohn, Thomas Kneib:
Semiparametric stochastic volatility modelling using penalized splines. 517-537 - Andrada E. Ivanescu, Ana-Maria Staicu, Fabian Scheipl, Sonja Greven:
Penalized function-on-function regression. 539-568 - Xiaoming Lu, Zhaozhi Fan:
Weighted quantile regression for longitudinal data. 569-592 - Ehab F. Abd-Elfattah:
Saddlepoint (p)-values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design. 593-604 - Morteza Amini, Narayanaswamy Balakrishnan:
Pooled parametric inference for minimal repair systems. 605-623 - Ka Yiu Wong, Sung Nok Chiu:
An iterative approach to minimize the mean squared error in ridge regression. 625-639
Volume 30, Number 3, September 2015
- Ostap Okhrin, Stefan Trück:
Editorial to the special issue on Applicable semiparametrics of computational statistics. 641-646 - Germán Aneiros, Philippe Vieu:
Partial linear modelling with multi-functional covariates. 647-671 - Aldo Goia, Philippe Vieu:
A partitioned Single Functional Index Model. 673-692 - Stefan Sperlich, Raoul Theler:
Modeling heterogeneity: a praise for varying-coefficient models in causal analysis. 693-718 - Xialu Liu, Zongwu Cai, Rong Chen:
Functional coefficient seasonal time series models with an application of Hawaii tourism data. 719-744 - Xiaofeng Cao, Ostap Okhrin, Martin Odening, Matthias Ritter:
Modelling spatio-temporal variability of temperature. 745-766 - Jens Kolbe, Rainer Schulz, Martin Wersing, Axel Werwatz:
Identifying Berlin's land value map using adaptive weights smoothing. 767-790 - Jakub Nowotarski, Rafal Weron:
Computing electricity spot price prediction intervals using quantile regression and forecast averaging. 791-803 - Katarzyna Maciejowska, Rafal Weron:
Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. 805-819 - Shiyi Chen, Kiho Jeong, Wolfgang K. Härdle:
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns. 821-843 - Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle:
Common factors in credit defaults swap markets. 845-863 - Isabel Proença, Horácio C. Faustino:
Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach. 865-884 - Juan M. Rodríguez-Póo, Alexandra Soberón:
Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study. 885-906
Volume 30, Number 4, December 2015
- W. John Braun:
Visualization of evidence in regression with the QR decomposition. 907-927 - Martin Meermeyer:
Weighted linear regression models with fixed weights and spherical disturbances. 929-955 - Chun Gun Park, Inyoung Kim:
Efficient resolution and basis functions selection in wavelet regression. 957-986 - Tomasz Górecki, Lukasz Smaga:
A comparison of tests for the one-way ANOVA problem for functional data. 987-1010 - Daniel Hlubinka, Irène Gijbels, Marek Omelka, Stanislav Nagy:
Integrated data depth for smooth functions and its application in supervised classification. 1011-1031 - Narayanaswamy Balakrishnan, Majid Mojirsheibani:
A simple method for combining estimates to improve the overall error rates in classification. 1033-1049 - Masahiro Kuroda, Zhi Geng, Michio Sakakihara:
Improving the vector (ϵ) acceleration for the EM algorithm using a re-starting procedure. 1051-1077 - Huiwen Wang, Liying Shangguan, Rong Guan, Lynne Billard:
Principal component analysis for compositional data vectors. 1079-1096 - Mai Zhou, Yifan Yang:
A recursive formula for the Kaplan-Meier estimator with mean constraints and its application to empirical likelihood. 1097-1109 - Stefano Maria Iacus, Lorenzo Mercuri:
Implementation of Lévy CARMA model in Yuima package. 1111-1141 - Irene Castro-Conde, Jacobo de Uña-Álvarez:
Power, FDR and conservativeness of BB-SGoF method. 1143-1161 - S. M. T. K. MirMostafaee, Jafar Ahmadi, Narjes Sadeghian:
Pitman closeness of predictors of future order statistics for two parameter exponential distribution. 1163-1183 - Leila Delgarm, Mohammad Reza Zadkarami:
A new generalization of lifetime distributions. 1185-1198 - Ya-Hsuan Hu, Takeshi Emura:
Maximum likelihood estimation for a special exponential family under random double-truncation. 1199-1229 - Roberto Fontana:
Optimal design generation: an approach based on discovery probability. 1231-1244 - Huay Woon You, Michael B. C. Khoo, Philippe Castagliola, Yanjing Ou:
Side sensitive group runs (X̅) chart with estimated process parameters. 1245-1278 - Shiyi Chen, Wolfgang K. Härdle:
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. 1279
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