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ORCIDComputational Statistics, Volume 27
Volume 27, Number 1, March 2012
- Yichuan Zhao, Ali Jinnah:
Inference for Cox's regression models via adjusted empirical likelihood. 1-12 - Christian N. Brinch:
Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling. 13-28 - Davy Paindaveine, Miroslav Siman
:
Computing multiple-output regression quantile regions from projection quantiles. 29-49 - Bhupendra Singh, K. K. Sharma, Shubhi Rathi, Gajraj Singh:
A generalized log-normal distribution and its goodness of fit to censored data. 51-67 - Adelaide Maria de Sousa Figueiredo:
Goodness-of-fit for a concentrated von Mises-Fisher distribution. 69-82 - Pallavi Sawant, Nedret Billor, Hyejin Shin:
Functional outlier detection with robust functional principal component analysis. 83-102 - Benoît Liquet, Jérôme Saracco:
A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches. 103-125 - Milija Suknovic, Boris Delibasic, Milos Jovanovic, Milan Vukicevic, Dragana Becejski-Vujaklija, Zoran Obradovic:
Reusable components in decision tree induction algorithms. 127-148 - Yuan Shen, Dan Cornford, Manfred Opper, Cédric Archambeau:
Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions. 149-176 - Suvrit Sra:
A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of I s (x). 177-190
Volume 27, Number 2, June 2012
- Sooncheol Sohn, Byoung Cheol Jung, Myoungshic Jhun:
Permutation tests using least distance estimator in the multivariate regression model. 191-201 - Kenichi Hayashi:
A boosting method with asymmetric mislabeling probabilities which depend on covariates. 203-218 - Clemens Elster, Ignacio Lira:
On the choice of a noninformative prior for Bayesian inference of discretized normal observations. 219-235 - Yuliang Yin:
A new Bayesian procedure for testing point null hypotheses. 237-249 - Bernhard Klar, Simos G. Meintanis:
Specification tests for the response distribution in generalized linear models. 251-267 - Bruce J. Worton:
Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood. 269-283 - Devin Didericksen, Piotr Kokoszka, Xi Zhang:
Empirical properties of forecasts with the functional autoregressive model. 285-298 - Shigekazu Nakagawa, Hiroki Hashiguchi, Naoto Niki:
Improved omnibus test statistic for normality. 299-317 - Francesco Battaglia, Mattheos K. Protopapas:
Multi-regime models for nonlinear nonstationary time series. 319-341 - Chin-Shang Li:
Testing for no effect via splines. 343-357 - Genya Kobayashi, Hideo Kozumi:
Bayesian analysis of quantile regression for censored dynamic panel data. 359-380
Volume 27, Number 3, September 2012
- Ali Hassan Abuzaid, Ibrahim B. Mohamed, Abdul G. Hussin:
Boxplot for circular variables. 381-392 - Heinrich Fritz, Peter Filzmoser, Christophe Croux:
A comparison of algorithms for the multivariate L 1-median. 393-410 - Alfredo García-Hiernaux, José M. Casals, Miguel Jerez:
Estimating the system order by subspace methods. 411-425 - Mathieu Vrac, Lynne Billard, Edwin Diday, Alain Chédin:
Copula analysis of mixture models. 427-457 - Anthony J. Hayter, Y. Lin:
The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution. 459-471 - Jesús Otero, Jeremy Smith:
Response surface models for the Leybourne unit root tests and lag order dependence. 473-486 - Dexter O. Cahoy:
Moment estimators for the two-parameter M-Wright distribution. 487-497 - Matteo Bonato:
Modeling fat tails in stock returns: a multivariate stable-GARCH approach. 499-521 - Yonggang Hu, Qiang Li, Yong Wang, Yi Wu:
Rayleigh projection depth. 523-530 - Diego Vidaurre, Concha Bielza, Pedro Larrañaga:
Lazy lasso for local regression. 531-550 - Michel van de Velden, Yoshio Takane:
Generalized canonical correlation analysis with missing values. 551-571 - Guoyi Zhang:
Smoothing splines using compactly supported, positive definite, radial basis functions. 573-584
Volume 27, Number 4, December 2012
- Peter Filzmoser, Karel Hron, Matthias Templ:
Discriminant analysis for compositional data and robust parameter estimation. 585-604 - Doyo G. Enki, Nickolay T. Trendafilov:
Sparse principal components by semi-partition clustering. 605-626 - Carlos A. Coelho, Filipe J. Marques:
Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions. 627-659 - Haruhiko Ogasawara:
Asymptotic expansions for the ability estimator in item response theory. 661-683 - Jooyong Shim, Yongtae Kim, Jangtaek Lee, Changha Hwang:
Estimating value at risk with semiparametric support vector quantile regression. 685-700 - Keiji Takai:
Constrained EM algorithm with projection method. 701-714 - Marcos Oliveira Prates, Renato M. Assunção, Marcelo Azevedo Costa:
Flexible scan statistic test to detect disease clusters in hierarchical trees. 715-737 - Reiichiro Kawai:
Likelihood ratio gradient estimation for Meixner distribution and Lévy processes. 739-755 - Christian Schellhase, Göran Kauermann:
Density estimation and comparison with a penalized mixture approach. 757-777 - Carsten Jentsch, Jens-Peter Kreiss, Panagiotis Mantalos, Efstathios Paparoditis:
Hybrid bootstrap aided unit root testing. 779-797 - David Edwards:
A note on adding and deleting edges in hierarchical log-linear models. 799-803
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