Volume 31.
(as bibtex)
75 references.
Articles

124. Local nonstationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach
Chen, ShuYu,
Lee, Sangyeol,
Chen, Cathy W. S.

10151030. Support vector quantile regression with varying coefficients
Seok, Kyungha,
Hwang, Changha,
Shim, Jooyong

10311057. Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
Tian, Maozai,
Li, Er’qian,
Tian, Yuzhu

10591078. Bayesian estimation of the halfnormal regression model with deterministic frontier
Gavilan, Jose M.,
Ortega, Francisco J.

10791105. Geometrically designed, variable knot regression splines
Verrall, Richard J.,
Haberman, Steven,
Dimitrova, Dimitrina S.,
Kaishev, Vladimir K.

11071129. Polynomial spline estimation for partial functional linear regression models
Peng, Qingyan,
Chen, Zhao,
Zhou, Jianjun

11311167. Robust estimation for varying index coefficient models
Guo, Chaohui,
Yang, Hu,
Lv, Jing

11691202. Generalized moment estimation of stochastic differential equations
Hotta, Luiz Koodi,
Laurini, Márcio Poletti

12031234. Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Guo, Chaohui,
Yang, Hu,
Lv, Jing

121137. Bayesian segmental growth mixture Tobit models with skew distributions
Dagne, Getachew A.

12351235. Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Guo, Chaohui,
Yang, Hu,
Lv, Jing

12371262. PBoostGA: pseudoboosting genetic algorithm for variable ranking and selection

12631286. Minimizing variable selection criteria by Markov chain Monte Carlo

12871303. Assessing the diagnostic power of variables measured with a detection limit

13051325. Numerically stable, scalable formulas for parallel and online computation of higherorder multivariate central moments with arbitrary weights

13271357. A sensibility study of the autobinomial model estimation methods based on a feature similarity index

13591372. Ordered spatial sampling by means of the traveling salesman problem

13731383. A test of financial timeseries data to discriminate among lognormal, Gaussian and squareroot random walks

13851401. A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization

139163. On progressively first failure censored Lindley distribution
Krishna, Hare,
Garg, Renu,
Dube, Madhulika

14031427. Sparse principal component analysis subject to prespecified cardinality of loadings

14291452. Partitions of Pearson’s Chisquare statistic for frequency tables: a comprehensive account

14531476. The role of the isotonizing algorithm in Stein’s covariance matrix estimator

14771492. Simulations of full multivariate Tweedie with flexible dependence structure

14931512. Contextspecific independence in graphical loglinear models

15131538. Stochastic EM algorithms for parametric and semiparametric mixture models for rightcensored lifetime data

15391555. Robust estimation of the number of components for mixtures of linear regression models

15571567. Modified restricted Liu estimator in logistic regression model

15691592. Constrained test in linear models with multivariate power exponential distribution

15931606. ANCOVA: a heteroscedastic global test when there is curvature and two covariates

16071631. Preliminary tests when comparing means

16331644. Exact sample size determination for the ratio of two incidence rates under the Poisson distribution

165187. Bayesian beta regression with Bayesianbetareg Rpackage
Rojas, Javier,
Marín, Margarita,
Jaimes, Daniel,
CepedaCuervo, Edilberto

189206. Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data
Kokonendji, Célestin C.,
Zougab, Nabil,
Kiessé, Tristan Senga

207225. Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratioofuniforms method
Park, Chanseok,
Sun, Xiaoqian,
Wang, Min

227246. Prediction intervals based on Gompertz doubly censored data
Ali, S. F. Niazi

247268. Nonparametric estimation in generalized varyingcoefficient models based on iterative weighted quasilikelihood method
Huang, XingFang,
Lin, JinGuan,
Zhao, YanYong

2548. Bayesian estimation and inference for logACD models
Lin, Edward M. H.,
Peiris, Shelton,
Gerlach, Richard

269289. Practical use of robust GCV and modified GCV for spline smoothing
Anderssen, Robert S.,
Hoog, Frank R. de,
Lukas, Mark A.

291313. Twosample homogeneity tests based on divergence measures
Fried, Roland,
Wornowizki, Max

315328. Efficient computation of the Bergsma–Dassios sign covariance
Leung, Dennis,
Drton, Mathias,
Weihs, Luca

329351. Composite quantile regression for singleindex models with asymmetric errors
Sun, Jing

353367. Combining dissimilarity matrices by using rank correlations
Tarsitano, Agostino,
Amerise, Ilaria L.

369386. Determining cutoff values of prognostic factors in survival data with competing risks
Kim, Jinheum,
Kim, Seonwoo,
Woo, Sookyoung

387408. Convexity of Gaussian chance constraints and of related probability maximization problems
Zorgati, Riadh,
Minoux, Michel

409424. A genetic algorithm for designing microarray experiments
Brunner, Edgar,
Latif, A. H. M. Mahbub

425449. Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and highdimensional semicontinuous biomarker data
Zhang, Zhiwei,
Chen, Qihui,
Zhang, Hui,
Liu, Wei,
Zhang, Bo

451464. On highdimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector
Lee, Woojoo,
Ahn, Jae Youn,
Kim, Soeun

465495. Correcting statistical models via empirical distribution functions
Wornowizki, Max,
Munteanu, Alexander

4988. Skew exponential power stochastic volatility model for analysis of skewness, nonnormal tails, quantiles and expectiles
Kobayashi, Genya

497511. Confidence interval estimation by a joint pivot method
Li, Zaixing,
Yu, Wei,
XU, WANGLI

513531. Boosting in Cox regression: a comparison between the likelihoodbased and the modelbased approaches with focus on the Rpackages CoxBoost and mboost
Bin, Riccardo De

533543. Selectiongain: an R package for optimizing multistage selection
Melchinger, Albrecht E.,
Utz, H. Friedrich,
Mi, Xuefei

545557. Introducing libeemd: a program package for performing the ensemble empirical mode decomposition
Räsänen, E.,
Helske, J.,
Luukko, P. J. J.

559577. Probability Distributome: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions
Christou, Nicolas,
Kalinin, Alexandr,
Pearl, Dennis K.,
Siegrist, Kyle,
Dinov, Ivo D.

579608. Comparison of ValueatRisk models using the MCS approach
Catania, Leopoldo,
Bernardi, Mauro

609641. A stochastic expectationmaximization algorithm for the analysis of system lifetime data with known signature
Balakrishnan, Narayanaswamy,
Ng, Hon Keung Tony,
Yang, Yandan

643669. A multistage algorithm for bestsubset model selection based on the Kullback–Leibler discrepancy
Cavanaugh, Joseph E.,
Zhang, Tao

671691. A sequential multiple changepoint detection procedure via VIF regression
Wu, Yuehua,
Wei, Dongwei,
Wang, XiangSheng,
Shi, Xiaoping

693707. Semiparametric variable selection for partially varying coefficient models with endogenous variables
Zhang, Weiguo,
Zhao, Peixin,
Yuan, Jinyi

709728. Improving efficiency of data augmentation algorithms using Peskun’s theorem
Roy, Vivekananda

729748. Random variate generation and connected computational issues for the Poisson–Tweedie distribution
Stracqualursi, Luisa,
Barabesi, Lucio,
Baccini, Alberto

749770. Secondorder generalized estimating equations for correlated count data
Kassahun, Wondwosen,
Molenberghs, Geert,
Kalema, George

771798. Densitybased clustering with noncontinuous data
Menardi, Giovanna,
Azzalini, Adelchi

799827. Logit tree models for discrete choice data with application to adviceseeking preferences among Chinese Christians
Hui, Harry C.,
Mok, Doris S. Y.,
Lau, Esther Y. Y.,
Cheung, S. F.,
Lee, Paul H.,
Yu, Philip L. H.

829844. The shooting Sestimator for robust regression
Croux, Christophe,
Alfons, Andreas,
Öllerer, Viktoria

845857. Robust likelihood inference for multivariate correlated count data
Tsou, TsungShan

859877. Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model
Midi, Habshah,
Lim, Hock Ann

879898. Influence measures in ridge regression when the error terms follow an Ar(1) process
Özkale, M. Revan,
Açar, Tuğba Söküt

89119. Bayesian accelerated life testing under competing loglocationscale family of causes of failure
Roy, Soumya,
Mukhopadhyay, Chiranjit

899922. Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates
Healey, Alan F.,
Prendergast, Luke A.

923941. Groupwise sufficient dimension reduction with principal fitted components
Raim, Andrew M.,
Popuri, Sai K.,
Martin, Sean,
AlNajjar, Elias,
Adragni, Kofi P.

943972. Random Subspace Method for highdimensional regression with the R package regRSM
Mielniczuk, Jan,
Kłopotek, Robert A.,
Teisseyre, Paweł

973988. Least squares generalized inferences in unbalanced twocomponent normal mixed linear model
Hannig, Jan,
Xu, Xingzhong,
Liu, Xuhua

9891013. Clustering bivariate mixedtype data via the clusterweighted model
Ingrassia, Salvatore,
Punzo, Antonio