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ORCIDStatistics and Computing, Volume 24
Volume 24, Number 1, January 2014
- Ajay Jasra
, Nikolas Kantas, Adam Persing:
Bayesian parameter inference for partially observed stopped processes. 1-20 - Alexander Hapfelmeier, Torsten Hothorn, Kurt Ulm, Carolin Strobl:
A new variable importance measure for random forests with missing data. 21-34 - Carlos E. Rodríguez, Stephen G. Walker:
Univariate Bayesian nonparametric mixture modeling with unimodal kernels. 35-49 - Xiaohui Liu, Yijun Zuo:
Computing projection depth and its associated estimators. 51-63 - A. Martín Andrés, M. Álvarez Hernández:
Two-tailed approximate confidence intervals for the ratio of proportions. 65-75 - Gabriele Fiorentini, Christophe Planas, Alessandro Rossi:
Efficient MCMC sampling in dynamic mixture models. 77-89 - Tomás Mrkvicka, M. Muska, Jan Kubecka:
Two step estimation for Neyman-Scott point process with inhomogeneous cluster centers. 91-100 - Linda M. Haines, Allan E. Clark:
The construction of optimal designs for dose-escalation studies. 101-109 - L. Wang, Jiguo Cao, James O. Ramsay, D. M. Burger, C. J. L. Laporte, Jürgen K. Rockstroh:
Estimating mixed-effects differential equation models. 111-121 - Chenlei Leng, Weiping Zhang:
Smoothing combined estimating equations in quantile regression for longitudinal data. 123-136
Volume 24, Number 2, March 2014
- Andreas Groll, Gerhard Tutz:
Variable selection for generalized linear mixed models by L 1-penalized estimation. 137-154 - Andrew C. Titman:
Estimating parametric semi-Markov models from panel data using phase-type approximations. 155-164 - Janice L. Scealy, Alan H. Welsh:
Fitting Kent models to compositional data with small concentration. 165-179 - Sharon X. Lee, Geoffrey J. McLachlan:
Finite mixtures of multivariate skew t-distributions: some recent and new results. 181-202 - Ryan P. Browne, Paul D. McNicholas:
Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models. 203-210 - Dexter O. Cahoy, Federico Polito:
Parameter estimation for fractional birth and fractional death processes. 211-222 - Stefan Lang, Nikolaus Umlauf, Peter Wechselberger, Kenneth Harttgen, Thomas Kneib:
Multilevel structured additive regression. 223-238 - Luc Devroye:
Random variate generation for the generalized inverse Gaussian distribution. 239-246 - Erlend Aune, Daniel P. Simpson, Jo Eidsvik:
Parameter estimation in high dimensional Gaussian distributions. 247-263 - Derek S. Young:
Mixtures of regressions with changepoints. 265-281
Volume 24, Number 3, May 2014
- Frank Konietschke, Markus Pauly:
Bootstrapping and permuting paired t-test type statistics. 283-296 - Loukia Meligkotsidou, Elias Tzavalis, Ioannis D. Vrontos:
A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence. 297-315 - Julien Cornebise, Eric Moulines, Jimmy Olsson:
Adaptive sequential Monte Carlo by means of mixture of experts. 317-337 - Babak Shahbaba, Shiwei Lan, Wesley O. Johnson, Radford M. Neal:
Split Hamiltonian Monte Carlo. 339-349 - Davide Ferrari, Matteo Borrotti, Davide De March:
Response improvement in complex experiments by co-information composite likelihood optimization. 351-363 - Oguz Akbilgic, Hamparsum Bozdogan, M. Erdal Balaban:
A novel Hybrid RBF Neural Networks model as a forecaster. 365-375 - Lorenzo Hernández, Jorge Tejero, Alberto Suárez, Santiago Carrillo-Menéndez:
Percentiles of sums of heavy-tailed random variables: beyond the single-loss approximation. 377-397 - Yi-Ting Hwang, Hsun-Chih Kuo, Chun-Chao Wang, Meng Feng Lee:
Estimating the number of true null hypotheses in multiple hypothesis testing. 399-416 - Sara Viviani, Marco Alfò, Dimitris Rizopoulos:
Generalized linear mixed joint model for longitudinal and survival outcomes. 417-427 - Seokho Lee, Jianhua Z. Huang:
A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood. 429-441 - Ana Arribas-Gil, Karine Bertin, Cristian Meza, Vincent Rivoirard:
LASSO-type estimators for semiparametric nonlinear mixed-effects models estimation. 443-460 - Marco Geraci, Matteo Bottai:
Linear quantile mixed models. 461-479 - Sonja Kuhnt, Fabio Rapallo, André Rehage:
Outlier detection in contingency tables based on minimal patterns. 481-491
Volume 24, Number 4, July 2014
- Stevenn Volant, Caroline Bérard, Marie-Laure Martin-Magniette, Stéphane Robin:
Hidden Markov Models with mixtures as emission distributions. 493-504 - Sooyoung Cheon, Faming Liang, Yuguo Chen, Kai Yu:
Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities. 505-520 - Hao Wang:
Coordinate descent algorithm for covariance graphical lasso. 521-529 - Tsung-I Lin, Hsiu J. Ho, Chia-Rong Lee:
Flexible mixture modelling using the multivariate skew-t-normal distribution. 531-546 - Wolfgang Hörmann, Josef Leydold:
Generating generalized inverse Gaussian random variates. 547-557 - Sy Han Chiou, Sangwook Kang, Jun Yan:
Fast accelerated failure time modeling for case-cohort data. 559-568 - Isabella Gollini, Thomas Brendan Murphy:
Mixture of latent trait analyzers for model-based clustering of categorical data. 569-588 - Lucio Barabesi, Luca Pratelli:
A note on a universal random variate generator for integer-valued random variables. 589-596 - Matthias Borowski, Roland Fried:
Online signal extraction by robust regression in moving windows with data-adaptive width selection - SCARM - Slope Comparing Adaptive Repeated Median. 597-613 - Claudia Fassino, Giovanni Pistone, Eva Riccomagno:
The algebra of interpolatory cubature formulæ for generic nodes. 615-632 - Jürgen Franz, Alicja Jokiel-Rokita, Ryszard Magiera:
Prediction in trend-renewal processes for repairable systems. 633-649 - Jean-Noël Bacro, Carlo Gaetan:
Estimation of spatial max-stable models using threshold exceedances. 651-662 - Chris J. Lloyd, Degui Li:
Computing highly accurate confidence limits from discrete data using importance sampling. 663-673
Volume 24, Number 5, September 2014
- Jean-Benoist Léger, Corinne Vacher, Jean-Jacques Daudin:
Detection of structurally homogeneous subsets in graphs. 675-692 - Marc Lavielle, Cyprien Mbogning:
An improved SAEM algorithm for maximum likelihood estimation in mixtures of non linear mixed effects models. 693-707 - Nial Friel, Merrilee Hurn, Jason Wyse:
Improving power posterior estimation of statistical evidence. 709-723 - Jianxin Pan, Chao Huang:
Random effects selection in generalized linear mixed models via shrinkage penalty function. 725-738 - Theodoros Economou, Trevor C. Bailey, Zoran Kapelan:
MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications. 739-752 - Giovanna Menardi, Adelchi Azzalini:
An advancement in clustering via nonparametric density estimation. 753-767 - Alan Ricardo da Silva, Thais Carvalho Valadares Rodrigues:
Geographically Weighted Negative Binomial Regression - incorporating overdispersion. 769-783 - Geir Drage Berentsen, Dag Tjøstheim:
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation. 785-801 - Yi Yu, Yang Feng:
APPLE: approximate path for penalized likelihood estimators. 803-819 - Izwan Nizal Mohd Shaharanee, Fedja Hadzic:
Evaluation and optimization of frequent, closed and maximal association rule based classification. 821-843 - Shih-Chang Lee, Ning-Ning Pang, Wen-Jer Tzeng:
Resolution dependence of the maximal information coefficient for noiseless relationship. 845-852 - Limin Peng, Jinfeng Xu, Nancy Kutner:
Shrinkage estimation of varying covariate effects based on quantile regression. 853-869 - Dingfeng Jiang, Jian Huang:
Majorization minimization by coordinate descent for concave penalized generalized linear models. 871-883 - Yonggang Yao, Yoonkyung Lee:
Another look at linear programming for feature selection via methods of regularization. 885-905
Volume 24, Number 6, November 2014
- Alessio Farcomeni:
Snipping for robust k-means clustering under component-wise contamination. 907-919 - Ian C. Marschner:
Combinatorial EM algorithms. 921-940 - Livio Finos, Dario Basso:
Permutation tests for between-unit fixed effects in multivariate generalized linear mixed models. 941-952 - Christophe Biernacki, Alexandre Lourme:
Stable and visualizable Gaussian parsimonious clustering models. 953-969 - Florence Forbes, Darren Wraith:
A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering. 971-984 - Jianbo Li, Zhensheng Huang, Heng Lian:
Empirical likelihood inference for general transformation models with right censored data. 985-995 - Andrew Gelman, Jessica Hwang, Aki Vehtari:
Understanding predictive information criteria for Bayesian models. 997-1016 - Gordon J. Ross:
Sequential change detection in the presence of unknown parameters. 1017-1030 - Elizabeth Ann Maharaj:
Classification of cyclical time series using complex demodulation. 1031-1046 - Junjing Lin, Michael Ludkovski:
Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics. 1047-1062 - Belmiro P. M. Duarte, Weng Kee Wong:
A semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models. 1063-1080 - Göran Kauermann, Christian Schellhase:
Flexible pair-copula estimation in D-vines using bivariate penalized splines. 1081-1100 - Hongxia Yang, Fei Liu, Chunlin Ji, David B. Dunson:
Adaptive sampling for Bayesian geospatial models. 1101-1110 - Marcos Oliveira Prates, Denise Reis Costa, Victor Hugo Lachos:
Generalized linear mixed models for correlated binary data with t-link. 1111-1123
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