dblp: Computational Statistics, Volume 29 (original) (raw)

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Volume 29, Number 1, February 2014

Special Issues: 'Proceedings of Reisensburg 2011' and 'The 2011 Data Expo of the American Statistical Association'

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    Harald Binder, Hans A. Kestler, Matthias Schmid:
    Proceedings of Reisensburg 2011. 1-2
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    Benjamin Hofner, Andreas Mayr, Nikolay Robinzonov, Matthias Schmid:
    Model-based boosting in R: a hands-on tutorial using the R package mboost. 3-35
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    Sebastian Krey, Uwe Ligges, Friedrich Leisch:
    Music and timbre segmentation by recursive constrained _K_-means clustering. 37-50
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    Stefanie Hieke, Harald Binder, Alexandra Nieters, Martin Schumacher:
    minPtest: a resampling based gene region-level testing procedure for genetic case-control studies. 51-63
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    Miriam Schmidt, Günther Palm, Friedhelm Schwenker:
    Spectral graph features for the classification of graphs and graph sequences. 65-80
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    Ludwig Lausser, Christoph Müssel, Alexander Melkozerov, Hans A. Kestler:
    Identifying predictive hubs to condense the training set of (k)-nearest neighbour classifiers. 81-95
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    Markus Maucher, David Kracht, Steffen Schober, Martin Bossert, Hans A. Kestler:
    Inferring Boolean functions via higher-order correlations. 97-115
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    Dianne Cook:
    The 2011 data Expo of the American Statistical Association. 117-119
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    Lendie Follett, Ulrike Genschel, Heike Hofmann:
    A graphical exploration of the Deepwater Horizon oil spill. 121-132
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    Tony Tran, Aida Yazdanparast, Eric A. Suess:
    Effect of Oil Spill on Birds: A Graphical Assay of the Deepwater Horizon Oil Spill's Impact on Birds. 133-140
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    Tianxi Li, Chao Gao, Meng Xu, Bala Rajaratnam:
    Detecting the impact area of BP deepwater horizon oil discharge: an analysis by time varying coefficient logistic models and boosted trees. 141-157
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    George S. Fishman:
    Counting subsets of contingency tables. 159-187
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    Ming Ha Lee, Michael B. C. Khoo:
    Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals. 189-214
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    K. Krishnamoorthy, Mee-Sook Lee:
    Improved tests for the equality of normal coefficients of variation. 215-232
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    Rachida Ouysse:
    On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. 233-261
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    Lan Zhou, Huijun Pan:
    Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations. 263-281
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    Göran Kauermann, Renate Meyer:
    Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas. 283-306
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    Aurélie M. E. Bertrand, Christian M. Hafner:
    On heterogeneous latent class models with applications to the analysis of rating scores. 307-330
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    Yi-Ping Chang, Chih-Tun Yu:
    Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk. 331-361
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    María-Dolores Jiménez-Gamero, Rafael Pino-Mejías, Antonio Rufián-Lizana:
    Minimum (Kφ)-divergence estimators for multinomial models and applications. 363-401

Volume 29, Number 3, June 2014

Special Issue: Sparse Matrices in Data Analysis

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    Nickolay T. Trendafilov, Martin Kleinsteuber, Hui Zou:
    Sparse matrices in data analysis. 403-405
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    Peter Bühlmann, Jacopo Mandozzi:
    High-dimensional variable screening and bias in subsequent inference, with an empirical comparison. 407-430
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    Nickolay T. Trendafilov:
    From simple structure to sparse components: a review. 431-454
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    Yixin Fang, Yang Feng, Ming Yuan:
    Regularized principal components of heritability. 455-465
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    Clemens Hage, Martin Kleinsteuber:
    Robust PCA and subspace tracking from incomplete observations using (ℓ0)-surrogates. 467-487
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    Charles Bouveyron, Camille Brunet-Saumard:
    Discriminative variable selection for clustering with the sparse Fisher-EM algorithm. 489-513
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    Tze Choy, Nicolai Meinshausen:
    Sparse distance metric learning. 515-528
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    Max Grazier G'Sell, Shai S. Shen-Orr, Robert Tibshirani:
    Sensitivity analysis for inference with partially identifiable covariance matrices. 529-546
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    Felix Krahmer, Gitta Kutyniok, Jakob Lemvig:
    Sparse matrices in frame theory. 547-568
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    Pierre-Antoine Absil, Luca Amodei, Gilles Meyer:
    Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries. 569-590
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    Bamdev Mishra, Gilles Meyer, Silvère Bonnabel, Rodolphe Sepulchre:
    Fixed-rank matrix factorizations and Riemannian low-rank optimization. 591-621
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    Jianhui Chen, Jieping Ye:
    Sparse trace norm regularization. 623-639
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    Pao-sheng Shen:
    Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring. 641-659
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    Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama, Nobuki Takayama:
    Holonomic gradient descent for the Fisher-Bingham distribution on the (d)-dimensional sphere. 661-683
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    Rogelio Salinas-Gutiérrez, Arturo Hernández Aguirre, Enrique Raúl Villa Diharce:
    Copula selection for graphical models in continuous Estimation of Distribution Algorithms. 685-713
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    Giampiero Marra, Rosalba Radice, Silvia Missiroli:
    Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models. 715-741
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    Marco E. G. V. Cattaneo, Andrea Wiencierz:
    On the implementation of LIR: the case of simple linear regression with interval data. 743-767
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    Charles D. Lindsey, Simon J. Sheather, Joseph W. McKean:
    Using sliced mean variance-covariance inverse regression for classification and dimension reduction. 769-798
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    Sergio J. Rey:
    Fast algorithms for a space-time concordance measure. 799-811
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    Pao-sheng Shen:
    Semiparametric regression analysis for clustered doubly-censored data. 813-828
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    Han Lin Shang:
    Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density. 829-848
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    Yu-Chuan Chen, Hyejung Ha, Hyunjoong Kim, Hongshik Ahn:
    Canonical Forest. 849-867
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    Hui-Qiong Li, Man-Lai Tang, Weng Kee Wong:
    Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery. 869-889
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    Árpád Baricz:
    Remarks on a parameter estimation for von Mises-Fisher distributions. 891-894

Volume 29, Number 5, October 2014

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    Andrzej Mlodak:
    On the construction of an aggregated measure of the development of interval data. 895-929
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    Dedi Rosadi, Shelton Peiris:
    Second-order least-squares estimation for regression models with autocorrelated errors. 931-943
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    Kurt Hornik, Bettina Grün:
    On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions. 945-957
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    Katiane S. Conceição, Marinho Gomes Andrade, Francisco Louzada:
    On the zero-modified poisson model: Bayesian analysis and posterior divergence measure. 959-980
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    Ji Luo, Jiajia Zhang, Han Sun:
    Estimation of relative risk using a log-binomial model with constraints. 981-1003
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    Daeju Kim, Shuichi Kawano, Yoshiyuki Ninomiya:
    Adaptive basis expansion via (ℓ1) trend filtering. 1005-1023
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    Shiow-Lan Gau, Jean de Dieu Tapsoba, Shen-Ming Lee:
    Bayesian approach for mixture models with grouped data. 1025-1043
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    Hongli Niu, Jun Wang:
    Phase and multifractality analyses of random price time series by finite-range interacting biased voter system. 1045-1063
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    Rose D. Baker, Dan Jackson:
    Statistical application of barycentric rational interpolants: an alternative to splines. 1065-1081
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    Ahad Malekzadeh, Mahmood Kharrati-Kopaei, S. M. Sadooghi-Alvandi:
    Comparing exponential location parameters with several controls under heteroscedasticity. 1083-1094
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    Guy Mélard:
    On the accuracy of statistical procedures in Microsoft Excel 2010. 1095-1128
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    Marie Chavent, Stéphane Girard, Vanessa Kuentz-Simonet, Benoit Liquet, Thi Mong Ngoc Nguyen, Jérôme Saracco:
    A sliced inverse regression approach for data stream. 1129-1152
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    Reza Arabi Belaghi, Mohammad Arashi, S. M. M. Tabatabaey:
    Improved confidence intervals for the scale parameter of Burr XII model based on record values. 1153-1173
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    Rand R. Wilcox, Florence Clark:
    Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity. 1175-1186
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    Chi Tim Ng, Johan Lim, Kyeong Eun Lee, Donghyeon Yu, Sujung Choi:
    A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square. 1187-1205
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    Anthony J. Hayter:
    Recursive formulas for multinomial probabilities with applications. 1207-1219
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    Simos G. Meintanis, Dimitris Karlis:
    Validation tests for the innovation distribution in INAR time series models. 1221-1241
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    Ewa Strzalkowska-Kominiak, Ricardo Cao:
    Beran-based approach for single-index models under censoring. 1243-1261
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    Patrícia Leone Espinheira, Silvia L. P. Ferrari, Francisco Cribari-Neto:
    Bootstrap prediction intervals in beta regressions. 1263-1277
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    Elham Mirfarah, Jafar Ahmadi:
    Pitman closeness of (k)-records from two sequences to progressive Type-II censored order statistics. 1279-1300
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    Andrew T. Karl, Randy Eubank, Jelena Milovanovic, Mark Reiser, Dennis Young:
    Using RngStreams for parallel random number generation in C++ and R. 1301-1320
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    Vahid Nassiri, Ignace Loris:
    An efficient algorithm for structured sparse quantile regression. 1321-1343
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    Erika Antal, Yves Tillé:
    A new resampling method for sampling designs without replacement: the doubled half bootstrap. 1345-1363
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    Carla Moreira, Jacobo de Uña-Álvarez, Ingrid Van Keilegom:
    Goodness-of-fit tests for a semiparametric model under random double truncation. 1365-1379
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    Rong Jiang, Wei-Min Qian, Jing-Ru Li:
    Testing in linear composite quantile regression models. 1381-1402

Volume 29, Number 6, December 2014

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    Songfeng Zheng:
    A generalized Newton algorithm for quantile regression models. 1403-1426
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    Thomas W. Yee, Alfian F. Hadi:
    Row-column interaction models, with an R implementation. 1427-1445
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    Amir Safari:
    An e-E-insensitive support vector regression machine. 1447-1468
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    Bruce E. Barrett, J. Brian Gray:
    Efficient computation for the Poisson binomial distribution. 1469-1479
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    Yushu Li, Simon Reese:
    Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. 1481-1496
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    Chung Chang, Yakuan Chen, R. Todd Ogden:
    Functional data classification: a wavelet approach. 1497-1513
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    Yow-Jen Jou, Chien-Chia Liäm Huang, Hsun-Jung Cho:
    A VIF-based optimization model to alleviate collinearity problems in multiple linear regression. 1515-1541
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    Shiyi Chen, Wolfgang K. Härdle:
    Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. 1543-1570
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    Jung-Yu Cheng, Shinn-Jia Tzeng:
    Quantile regression of right-censored length-biased data using the Buckley-James-type method. 1571-1592
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    Philip Pallmann, Ludwig A. Hothorn, Gemechis D. Djira:
    A Levene-type test of homogeneity of variances against ordered alternatives. 1593-1608
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    Renato Guseo, Cinzia Mortarino:
    Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies. 1609-1636
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    Cécile Hardouin, Xavier Guyon:
    Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes. 1637-1650
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    Jooyong Shim, Changha Hwang, Kyung Ha Seok:
    Composite support vector quantile regression estimation. 1651-1665
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    Haftom T. Abebe, Frans E. S. Tan, Gerard J. P. Van Breukelen, Martijn P. F. Berger:
    Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation. 1667-1690
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    Toru Ogura, Hidetoshi Murakami:
    A rank test based on the moments of order statistics of the modified Makeham distribution. 1691-1711
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    Wei Yu, Wangli Xu, Lixing Zhu:
    Transformation-based model averaged tail area inference. 1713-1726
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    Jenny Häggström, Xavier de Luna:
    Targeted smoothing parameter selection for estimating average causal effects. 1727-1748
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    Jasmit S. Shah, Somnath Datta, Susmita Datta:
    A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics. 1749-1767
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    Artür Manukyan, Erhan Çene, Ahmet Sedef, Ibrahim Demir:
    Dandelion plot: a method for the visualization of R-mode exploratory factor analyses. 1769-1791
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    Francis Sullivan, Isabel Beichl:
    Permanents, (α)-permanents and Sinkhorn balancing. 1793-1798

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