Last update:
Tue Feb 11 10:34:20 MST 2020
Raydonal Ospina and
Francisco Cribari-Neto and
Klaus L. P. Vasconcellos Improved point and interval estimation
for a beta regression model . . . . . . 960--981
Yasmin H. Said and
Edward J. Wegman and
Walid K. Sharabati and
John T. Rigsby RETRACTED: Social networks of
author--coauthor relationships . . . . . 2177--2184
Brooke L. Fridley and
Stephen T. Turner and
Arlene B. Chapman and
Andrei S. Rodin and
Eric Boerwinkle and
Kent R. Bailey Reproducibility of genotypes as measured
by the Affymetrix GeneChip$^\reg $ 100K
Human Mapping Array set . . . . . . . . 5367--5374
Steve Su Confidence intervals for quantiles using
generalized lambda distributions . . . . 3324--3333
Sung Nok Chiu and
Kwong Ip Liu Generalized Cramér--von Mises
goodness-of-fit tests for multivariate
distributions . . . . . . . . . . . . . 3817--3834
Anonymous Editorial Board . . . . . . . . . . . . v--vii
Anonymous Contents . . . . . . . . . . . . . . . . viii--ix
Edoardo Otranto Identifying financial time series with
similar dynamic conditional correlation 1--15
N. Lin and
R. Xi Fast surrogates of $U$-statistics . . . 16--24
Xiao-Feng Wang and
Zhaozhi Fan and
Bin Wang Estimating smooth distribution function
in the presence of heteroscedastic
measurement errors . . . . . . . . . . . 25--36
Valentin Todorov and
Peter Filzmoser Robust statistic for the one-way MANOVA 37--48
Matti Vihola Grapham: Graphical models with adaptive
random walk Metropolis algorithms . . . 49--54
G. Y. Zou Confidence interval estimation under
inverse sampling . . . . . . . . . . . . 55--64
Yong Zang and
Wing Kam Fung and
Gang Zheng Asymptotic powers for matched trend
tests and robust matched trend tests in
case-control genetic association studies 65--77
Juan R. Gonzalez and
Edsel A. Peña and
Pedro Delicado Confidence intervals for median survival
time with recurrent event data . . . . . 78--89
Ivan Kojadinovic Hierarchical clustering of continuous
variables based on the empirical copula
process and permutation linkages . . . . 90--108
Alan D. Hutson A multi-rater nonparametric test of
agreement and corresponding agreement
plot . . . . . . . . . . . . . . . . . . 109--119
Nizar Bouguila On multivariate binary data clustering
and feature weighting . . . . . . . . . 120--134
N. Balakrishnan and
Xingqiu Zhao A nonparametric test for the equality of
counting processes with panel count data 135--142
C. Tommasi and
J. López-Fidalgo Bayesian optimum designs for
discriminating between models with any
distribution . . . . . . . . . . . . . . 143--150
Arturo J. Fernández Two-sided tolerance intervals in the
exponential case: Corrigenda and
generalizations . . . . . . . . . . . . 151--162
Daniel Gervini RETRACTED: the functional singular value
decomposition for bivariate stochastic
processes . . . . . . . . . . . . . . . 163--172
Woojoo Lee and
Jian Qing Shi and
Youngjo Lee Approximate conditional inference in
mixed-effects models with binary data 173--184
Ancha Xu and
Yincai Tang Reference analysis for
Birnbaum--Saunders distribution . . . . 185--192
Ying Yang and
Jian Kang Joint analysis of mixed Poisson and
continuous longitudinal data with
nonignorable missing values . . . . . . 193--207
Keunbaik Lee and
Donald Mercante Longitudinal nominal data analysis using
marginalized models . . . . . . . . . . 208--218
S. C. Chuang and
Y. C. Hung Uniform design over general input
domains with applications to target
region estimation in computer
experiments . . . . . . . . . . . . . . 219--232
Alan M. Polansky Ordered inference using observed
confidence levels . . . . . . . . . . . 233--244
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Taoufik Bouezmarni and
Jeroen V. K. Rombouts Nonparametric density estimation for
positive time series . . . . . . . . . . 245--261
Christian de Peretti and
Carole Siani Graphical methods for investigating the
finite-sample properties of confidence
regions . . . . . . . . . . . . . . . . 262--271
Sonjoy Das and
James C. Spall and
Roger Ghanem Efficient Monte Carlo computation of
Fisher information matrix using prior
information . . . . . . . . . . . . . . 272--289
Alexandros Karatzoglou and
Ingo Feinerer Kernel-based machine learning for fast
text mining in R . . . . . . . . . . . . 290--297
Dunlei Cheng and
Adam J. Branscum and
James D. Stamey A Bayesian approach to sample size
determination for studies designed to
evaluate continuous medical tests . . . 298--307
S. Boudaoud and
H. Rix and
O. Meste Core Shape modelling of a set of curves 308--325
Qingchu Xiao and
Zaiming Liu and
N. Balakrishnan and
Xuewen Lu Estimation of the Birnbaum--Saunders
regression model with current status
data . . . . . . . . . . . . . . . . . . 326--332
Eufrásio de A. Lima Neto and
Francisco de A. T. de Carvalho Constrained linear regression models for
symbolic interval-valued variables . . . 333--347
Alexandre B. Simas and
Wagner Barreto-Souza and
Andréa V. Rocha Improved estimators for a general class
of beta regression models . . . . . . . 348--366
Simos G. Meintanis Inference procedures for the
Birnbaum--Saunders distribution and its
generalizations . . . . . . . . . . . . 367--373
Gabriel Frahm and
Uwe Jaekel A generalization of Tyler's
$M$-estimators to the case of incomplete
data . . . . . . . . . . . . . . . . . . 374--393
Guo-Liang Tian and
Man-Lai Tang and
Kam Chuen Yuen and
Kai Wang Ng Further properties and new applications
of the nested Dirichlet distribution . . 394--405
Sooyoung Cheon and
Jaehee Kim Multiple change-point detection of
multivariate mean vectors with the
Bayesian approach . . . . . . . . . . . 406--415
Alessio Farcomeni and
Alessandra Nardi A two-component Weibull mixture to model
early and late mortality in a Bayesian
framework . . . . . . . . . . . . . . . 416--428
Eva Boj and
Pedro Delicado and
Josep Fortiana Distance-based local linear regression
for functional predictors . . . . . . . 429--437
Jing-Hao Xue and
D. Michael Titterington On the generative--discriminative
tradeoff approach: Interpretation,
asymptotic efficiency and classification
performance . . . . . . . . . . . . . . 438--451
Rosa M. Crujeiras and
Ingrid Van Keilegom Least squares estimation of nonlinear
spatial trends . . . . . . . . . . . . . 452--465
Lili Tian Confidence interval estimation of
partial area under curve based on
combined biomarkers . . . . . . . . . . 466--472
Masayuki Hirukawa Nonparametric multiplicative bias
correction for kernel-type density
estimation on the unit interval . . . . 473--495
Fukang Zhu and
Dehui Wang Diagnostic checking integer-valued $
{\rm ARCH}(p) $ models using conditional
residual autocorrelations . . . . . . . 496--508
Ngai-Hang Chan and
Thomas C. M. Lee and
Liang Peng On nonparametric local inference for
density estimation . . . . . . . . . . . 509--515
Mong-Na Lo Huang and
Chuan-Pin Lee and
Ray-Bing Chen and
Thomas Klein Exact $D$-optimal designs for a
second-order response surface model on a
circle with qualitative factors . . . . 516--530
Albert Vexler and
Gregory Gurevich Empirical likelihood ratios applied to
goodness-of-fit tests based on sample
entropy . . . . . . . . . . . . . . . . 531--545
Ana Bianco and
Graciela Boente and
Wenceslao González-Manteiga and
Ana Pérez-González Estimation of the marginal location
under a partially linear model with
missing responses . . . . . . . . . . . 546--564
Yu-Ling Chang and
Fei Zou and
Fred A. Wright An approximate Bayesian approach for
quantitative trait loci estimation . . . 565--574
N. Sartori and
T. A. Severini and
E. Marras An alternative specification of
generalized linear mixed models . . . . 575--584
Geert Molenberghs and
Michael G. Kenward Semi-parametric marginal models for
hierarchical data and their
corresponding full models . . . . . . . 585--597
Alessandro De Gregorio and
Stefano Maria Iacus Clustering of discretely observed
diffusion processes . . . . . . . . . . 598--606
Sung Nok Chiu and
Kwong Ip Liu Corrigendum to ``Generalized Cramér--von
Mises goodness-of-fit tests for
multivariate distributions'' [Comput.
Statist. Data Anal. \bf 53 (2009)
3817--3834] . . . . . . . . . . . . . . 607
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Cristian Gatu and
B. D. McCullough Second special issue on statistical
algorithms and software . . . . . . . . 609--610
Jan Bulla and
Ingo Bulla and
Oleg Nenadi\'c hsmm --- An R package for analyzing
hidden semi-Markov models . . . . . . . 611--619
Ori Davidov and
George Iliopoulos A note on an iterative algorithm for
nonparametric estimation in biased
sampling models . . . . . . . . . . . . 620--624
Juan Carlos Escanciano and
David T. Jacho-Chávez Approximating the critical values of
Cramér--von Mises tests in general
parametric conditional specifications 625--636
María Teresa Gallegos and
Gunter Ritter Using combinatorial optimization in
model-based trimmed clustering with
cardinality constraints . . . . . . . . 637--654
Justin Harrington and
Matias Salibián-Barrera Finding approximate solutions to
combinatorial problems with very large
data sets using BIRCH . . . . . . . . . 655--667
A. M. Hanea and
D. Kurowicka and
R. M. Cooke and
D. A. Ababei Mining and visualising ordinal data with
non-parametric continuous BBNs . . . . . 668--687
Bo Hu and
Kam-Wah Tsui Distributed evolutionary Monte Carlo for
Bayesian computing . . . . . . . . . . . 688--697
Alessandra Iacobucci and
Jean-Michel Marin and
Christian Robert On variance stabilisation in Population
Monte Carlo by double
Rao--Blackwellisation . . . . . . . . . 698--710
P. D. McNicholas and
T. B. Murphy and
A. F. McDaid and
D. Frost Serial and parallel implementations of
model-based clustering via parsimonious
Gaussian mixture models . . . . . . . . 711--723
Jacques Poitevineau and
Bruno Lecoutre Implementing Bayesian predictive
procedures: the $K$-prime and $K$-square
distributions . . . . . . . . . . . . . 724--731
Chandan K. Reddy and
Bala Rajaratnam Learning mixture models via
component-wise parameter smoothing . . . 732--749
Foued Saâdaoui Acceleration of the EM algorithm via
extrapolation methods: Review,
comparison and new methods . . . . . . . 750--766
Han-Ming Wu and
Yin-Jing Tien and
Chun-houh Chen GAP: a graphical environment for matrix
visualization and cluster analysis . . . 767--778
Guijun Yang and
Zhigang Wang and
Wei Deng Unbiased generalized quasi-regression 779--789
Recai M. Yucel and
Hakan Demirtas Impact of non-normal random effects on
inference by multiple imputation: a
simulation assessment . . . . . . . . . 790--801
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--viii
Reinhard Vonthein and
Andreas Ziegler On the Use of the Terms Repeatability
and Reproducibility Regarding
``Reproducibility of genotypes as
measured by the Affymetrix GeneChip(R)
100K Human Mapping Array Set'' by
Fridley and colleagues (2008) Comput.
Stat. Data Anal. \bf 52:5367--74 . . . . 803
Joachim Röhmel Comparing two independent samples using
the risk difference under inverse
sampling . . . . . . . . . . . . . . . . 804--805
R. J. O'Hara Hines and
W. G. S. Hines Indices for covariance mis-specification
in longitudinal data analysis with no
missing responses and with MAR drop-outs 806--815
Raffaele Argiento and
Alessandra Guglielmi and
Antonio Pievatolo Bayesian density estimation and model
selection using nonparametric
hierarchical mixtures . . . . . . . . . 816--832
Dayna P. Saldaña-Zepeda and
Humberto Vaquera-Huerta and
Barry C. Arnold A goodness of fit test for the Pareto
distribution in the presence of Type II
censoring, based on the cumulative
hazard function . . . . . . . . . . . . 833--842
M. Schyns and
G. Haesbroeck and
F. Critchley RelaxMCD: Smooth optimisation for the
Minimum Covariance Determinant estimator 843--857
Pierre Duchesne and
Pierre Lafaye De Micheaux Computing the distribution of quadratic
forms: Further comparisons between the
Liu--Tang--Zhang approximation and exact
methods . . . . . . . . . . . . . . . . 858--862
S. W. Human and
S. Chakraborti and
C. F. Smit Shewhart-type control charts for
variation in phase $I$ data analysis . . 863--874
Adeniyi J. Adewale and
Xiaojian Xu Robust designs for generalized linear
models with possible overdispersion and
misspecified link functions . . . . . . 875--890
Yanrong Cao and
Haiqun Lin and
Tracy Z. Wu and
Yan Yu Penalized spline estimation for
functional coefficient regression models 891--905
Ren-Dao Ye and
Tie-Feng Ma and
Song-Gui Wang Inferences on the common mean of several
inverse Gaussian populations . . . . . . 906--915
C. L. Alston and
K. L. Mengersen Allowing for the effect of data binning
in a Bayesian Normal mixture model . . . 916--923
Ramesh C. Gupta and
Sergey Lvin and
Cheng Peng Estimating turning points of the failure
rate of the extended Weibull
distribution . . . . . . . . . . . . . . 924--934
Rodrigo B. Silva and
Wagner Barreto-Souza and
Gauss M. Cordeiro A new distribution with decreasing,
increasing and upside-down bathtub
failure rate . . . . . . . . . . . . . . 935--944
Rodrigo R. Pescim and
Clarice G. B. Demétrio and
Gauss M. Cordeiro and
Edwin M. M. Ortega and
Mariana R. Urbano The beta generalized half-normal
distribution . . . . . . . . . . . . . . 945--957
Yulia R. Gel Test of fit for a Laplace distribution
against heavier tailed alternatives . . 958--965
Vivian Lanius and
Ursula Gather Robust online signal extraction from
multivariate time series . . . . . . . . 966--975
Li-Ping Zhu and
Zhou Yu and
Li-Xing Zhu A sparse eigen-decomposition estimation
in semiparametric regression . . . . . . 976--986
Esmeralda A. Ramalho and
Joaquim J. S. Ramalho Is neglected heterogeneity really an
issue in binary and fractional
regression models? A simulation exercise
for logit, probit and loglog models . . 987--1001
Luis Hernando Vanegas and
Francisco José A. Cysneiros Assessment of diagnostic procedures in
symmetrical nonlinear regression models 1002--1016
Elizabeth M. Hashimoto and
Edwin M. M. Ortega and
Vicente G. Cancho and
Gauss M. Cordeiro The log-exponentiated Weibull regression
model for interval-censored data . . . . 1017--1035
Liya Fu and
You-Gan Wang and
Zhidong Bai Rank regression for analysis of
clustered data: a natural induced
smoothing approach . . . . . . . . . . . 1036--1050
Nicoleta Serban Noise reduction for enhanced component
identification in multi-dimensional
biomolecular NMR studies . . . . . . . . 1051--1065
Wei Gao and
Ning-Zhong Shi and
Man-Lai Tang and
Lianyan Fu and
Guoliang Tian Unified generalized iterative scaling
and its applications . . . . . . . . . . 1066--1078
Haiyan Su and
Hua Liang An empirical likelihood-based method for
comparison of treatment effects --- Test
of equality of coefficients in linear
models . . . . . . . . . . . . . . . . . 1079--1088
Junlong Zhao and
Xiuli Zhao Dimension reduction using the
generalized gradient direction . . . . . 1089--1102
Michael Bruce Swift A simulation study comparing methods for
calculating confidence intervals for
directly standardized rates . . . . . . 1103--1108
Ling Chen and
Jianguo Sun A multiple imputation approach to the
analysis of interval-censored failure
time data with the additive hazards
model . . . . . . . . . . . . . . . . . 1109--1116
Toru Ogura A variable selection method in principal
canonical correlation analysis . . . . . 1117--1123
George C. Tseng Quantile map: Simultaneous visualization
of patterns in many distributions with
application to tandem mass spectrometry 1124--1137
Paul Thompson and
Yuzhi Cai and
Rana Moyeed and
Dominic Reeve and
Julian Stander Bayesian nonparametric quantile
regression using splines . . . . . . . . 1138--1150
Nicholas T. Longford Small area estimation with spatial
similarity . . . . . . . . . . . . . . . 1151--1166
Damien Garcia Robust smoothing of gridded data in one
and higher dimensions with missing
values . . . . . . . . . . . . . . . . . 1167--1178
Dong Wang Modeling epigenetic modifications under
multiple treatment conditions . . . . . 1179--1189
Bruce R. Hargreaves and
Thomas P. McWilliams Polynomial Trendline function flaws in
Microsoft Excel . . . . . . . . . . . . 1190--1196
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Junni L. Zhang and
Wolfgang K. Härdle The Bayesian Additive Classification
Tree applied to credit risk modelling 1197--1205
Helga Wagner and
Regina Tüchler Bayesian estimation of random effects
models for multivariate responses of
mixed data . . . . . . . . . . . . . . . 1206--1218
Laura M. Sangalli and
Piercesare Secchi and
Simone Vantini and
Valeria Vitelli $k$-mean alignment for curve clustering 1219--1233
Zhao Yang and
James W. Hardin and
Cheryl L. Addy Score tests for overdispersion in
zero-inflated Poisson mixed models . . . 1234--1246
Namgil Lee and
Jong-Min Kim Conversion of categorical variables into
numerical variables via Bayesian network
classifiers for binary classifications 1247--1265
Camila B. Zeller and
Filidor V. Labra and
Victor H. Lachos and
N. Balakrishnan Influence analyses of
skew-normal/independent linear mixed
models . . . . . . . . . . . . . . . . . 1266--1280
Dewi Rahardja and
Dean M. Young Credible sets for risk ratios in
over-reported two-sample binomial data
using the double-sampling scheme . . . . 1281--1287
Marcus Hutter and
Minh-Ngoc Tran Model selection with the Loss Rank
Principle . . . . . . . . . . . . . . . 1288--1306
Artur J. Lemonte and
Silvia L. P. Ferrari and
Francisco Cribari-Neto Improved likelihood inference in
Birnbaum--Saunders regressions . . . . . 1307--1316
Melissa A. Bingham and
Daniel J. Nordman and
Stephen B. Vardeman Finite-sample investigation of
likelihood and Bayes inference for the
symmetric von Mises--Fisher distribution 1317--1327
Wan-Lun Wang and
Tsai-Hung Fan ECM-based maximum likelihood inference
for multivariate linear mixed models
with autoregressive errors . . . . . . . 1328--1341
Assam Pryseley and
Abel Tilahun and
Ariel Alonso and
Geert Molenberghs Using earlier measures in a longitudinal
sequence as a potential surrogate for a
later one . . . . . . . . . . . . . . . 1342--1354
Nicolas Verzelen Data-driven neighborhood selection of a
Gaussian field . . . . . . . . . . . . . 1355--1371
Shu-Fei Wu and
Ying-Po Lin and
Yuh-Ru Yu One-stage multiple comparisons with the
control for exponential location
parameters under heteroscedasticity . . 1372--1380
Nobuoki Eshima and
Minoru Tabata Entropy coefficient of determination for
generalized linear models . . . . . . . 1381--1389
Ricardo Fraiman and
Ana Justel and
Marcela Svarc Pattern recognition via projection-based
$k$NN rules . . . . . . . . . . . . . . 1390--1403
Steve Su Erratum to: ``Confidence intervals for
quantiles using generalized lambda
distributions'' [Comput. Statist. Data
Anal. \bf 53 (2009) 3324--3333] . . . . 1404
David R. J. Pleydell and
Stéphane Chrétien Mixtures of GAMs for habitat suitability
analysis with overdispersed
presence/absence data . . . . . . . . . 1405--1418
Anonymous Contents . . . . . . . . . . . . . . . . iii--iv
Anonymous Editorial Board . . . . . . . . . . . . v--vii
Yaming Yu Strict monotonicity and convergence rate
of Titterington's algorithm for
computing $D$-optimal designs . . . . . 1419--1425
Bart Vermeulen and
Peter Goos and
Martina Vandebroek Obtaining more information from conjoint
experiments by best--worst choices . . . 1426--1433
Andrew G. Glen Accurate estimation with one order
statistic . . . . . . . . . . . . . . . 1434--1441
Kaspar Rufibach An active set algorithm to estimate
parameters in generalized linear models
with ordered predictors . . . . . . . . 1442--1456
José Cortiñas Abrahantes and
Tomasz Burzykowski Simplified modeling strategies for
surrogate validation with multivariate
failure-time data . . . . . . . . . . . 1457--1466
Linzhi Xu and
Jiajia Zhang An EM-like algorithm for the
semiparametric accelerated failure time
gamma frailty model . . . . . . . . . . 1467--1474
Mortaza Jamshidian and
Wei Liu and
Frank Bretz Simultaneous confidence bands for all
contrasts of three or more simple linear
regression models over an interval . . . 1475--1483
K. De Brabanter and
J. De Brabanter and
J. A. K. Suykens and
B. De Moor Optimized fixed-size kernel models for
large data sets . . . . . . . . . . . . 1484--1504
D. K. J. Lin and
C. Sharpe and
P. Winker Optimized $U$-type designs on flexible
regions . . . . . . . . . . . . . . . . 1505--1515
Raffaella Piccarreta Binary trees for dissimilarity data . . 1516--1524
Yan Yang and
Douglas Simpson Unified computational methods for
regression analysis of zero-inflated and
bound-inflated data . . . . . . . . . . 1525--1534
Koen W. De Bock and
Kristof Coussement and
Dirk Van den Poel Ensemble classification based on
generalized additive models . . . . . . 1535--1546
Debasis Kundu and
Hatem Howlader Bayesian inference and prediction of the
inverse Weibull distribution for Type-II
censored data . . . . . . . . . . . . . 1547--1558
Swagata Nandi and
Isha Dewan An EM algorithm for estimating the
parameters of bivariate Weibull
distribution under random censoring . . 1559--1569
Eric J. Beh The aggregate association index . . . . 1570--1580
D. G. Chen and
Y. L. Lio Parameter estimations for generalized
exponential distribution under
progressive type-I interval censoring 1581--1591
Jörn Dannemann and
Hajo Holzmann Testing for two components in a
switching regression model . . . . . . . 1592--1604
Peng Li and
Shengli Zhao and
Runchu Zhang A cluster analysis selection strategy
for supersaturated designs . . . . . . . 1605--1612
Jin-Jian Hsieh Estimation of Kendall's tau from
censored data . . . . . . . . . . . . . 1613--1621
Patrícia de Siqueira Ramos and
Daniel Furtado Ferreira A Bayesian solution to the multivariate
Behrens--Fisher problem . . . . . . . . 1622--1633
Qin Zhou and
Yunzhao Luo and
Zhaojun Wang A control chart based on likelihood
ratio test for detecting patterned mean
and variance shifts . . . . . . . . . . 1634--1645
D. G. Chen Incorporating historical control
information into quantal bioassay with
Bayesian approach . . . . . . . . . . . 1646--1656
David C. Wheeler and
DeMarc A. Hickson and
Lance A. Waller Assessing local model adequacy in
Bayesian hierarchical models using the
partitioned deviance information
criterion . . . . . . . . . . . . . . . 1657--1671
Paul H. Lee and
Philip L. H. Yu Distance-based tree models for ranking
data . . . . . . . . . . . . . . . . . . 1672--1682
Douglas P. Wiens and
Eden K. H. Wu A comparative study of robust designs
for $M$-estimated regression models . . 1683--1695
Achim Zeileis and
Ajay Shah and
Ila Patnaik Testing, monitoring, and dating
structural changes in exchange rate
regimes . . . . . . . . . . . . . . . . 1696--1706
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Michael P. Holmes and
Alexander G. Gray and
Charles Lee Isbell, Jr. Fast kernel conditional density
estimation: a dual-tree Monte Carlo
approach . . . . . . . . . . . . . . . . 1707--1718
Genevi\`eve Lefebvre and
Russell Steele and
Alain C. Vandal A path sampling identity for computing
the Kullback--Leibler and $J$
divergences . . . . . . . . . . . . . . 1719--1731
Mohammad Z. Raqab and
A. Asgharzadeh and
R. Valiollahi Prediction for Pareto distribution based
on progressively Type-II censored
samples . . . . . . . . . . . . . . . . 1732--1743
Yong Wang Fisher scoring: an interpolation family
and its Monte Carlo implementations . . 1744--1755
Tzu-Tsung Wong Parameter estimation for generalized
Dirichlet distributions from the sample
estimates of the first and the second
moments of random variables . . . . . . 1756--1765
Carey E. Priebe and
Youngser Park and
David J. Marchette and
John M. Conroy and
John Grothendieck and
Allen L. Gorin Statistical inference on attributed
random graphs: Fusion of graph features
and content: an experiment on time
series of Enron graphs . . . . . . . . . 1766--1776
John Grothendieck and
Carey E. Priebe and
Allen L. Gorin Statistical inference on attributed
random graphs: Fusion of graph features
and content . . . . . . . . . . . . . . 1777--1790
Inge Koch and
Kanta Naito Prediction of multivariate responses
with a selected number of principal
components . . . . . . . . . . . . . . . 1791--1807
Linzhi Xu and
Jiajia Zhang Multiple imputation method for the
semiparametric accelerated failure time
mixture cure model . . . . . . . . . . . 1808--1816
Xinyan Zhang and
Jianguo Sun Regression analysis of clustered
interval-censored failure time data with
informative cluster size . . . . . . . . 1817--1823
Anastasios Panagiotelis and
Michael Smith Bayesian skew selection for multivariate
models . . . . . . . . . . . . . . . . . 1824--1839
Arne C. Bathke and
Solomon W. Harrar and
Haiyan Wang and
Ke Zhang and
Hans-Peter Piepho Series of randomized complete block
experiments with non-normal data . . . . 1840--1857
Marieke E. Timmerman and
Eva Ceulemans and
Henk A. L. Kiers and
Maurizio Vichi Factorial and reduced $K$-means
reconsidered . . . . . . . . . . . . . . 1858--1871
Kuo-Chin Lin Goodness-of-fit tests for modeling
longitudinal ordinal data . . . . . . . 1872--1880
Sara Kherad-Pajouh and
Olivier Renaud An exact permutation method for testing
any effect in balanced and unbalanced
fixed effect ANOVA . . . . . . . . . . . 1881--1893
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
F. Konietschke and
A. C. Bathke and
L. A. Hothorn and
E. Brunner Testing and estimation of purely
nonparametric effects in repeated
measures designs . . . . . . . . . . . . 1895--1905
Math J. J. M. Candel and
Gerard J. P. Van Breukelen $D$-optimality of unequal versus equal
cluster sizes for mixed effects linear
regression analysis of randomized trials
with clusters in one treatment arm . . . 1906--1920
Binbing Yu A Bayesian MCMC approach to survival
analysis with doubly-censored data . . . 1921--1929
Byungtae Seo and
Bruce G. Lindsay A computational strategy for doubly
smoothed MLE exemplified in the normal
mixture model . . . . . . . . . . . . . 1930--1941
Cédric Heuchenne and
Ingrid Van Keilegom Goodness-of-fit tests for the error
distribution in nonparametric regression 1942--1951
Ying Chen and
Chi Kin Chan and
Bartholomew P. K. Leung An analysis of three-level orthogonal
saturated designs . . . . . . . . . . . 1952--1961
N. K. Unnikrishnan Bayesian analysis for outliers in survey
sampling . . . . . . . . . . . . . . . . 1962--1974
Xuerong Meggie Wen On sufficient dimension reduction for
proportional censorship model with
covariates . . . . . . . . . . . . . . . 1975--1982
Juan Carlos Escanciano and
Silvia Mayoral Data-driven smooth tests for the
martingale difference hypothesis . . . . 1983--1998
Megan Dailey Higgs and
Jennifer A. Hoeting A clipped latent variable model for
spatially correlated ordered categorical
data . . . . . . . . . . . . . . . . . . 1999--2011
Sandra Ramos and
Antónia Amaral Turkman and
Marília Antunes Bayesian classification for bivariate
normal gene expression . . . . . . . . . 2012--2020
V. J. García and
E. Gómez-Déniz and
F. J. Vázquez-Polo A new skew generalization of the normal
distribution: Properties and
applications . . . . . . . . . . . . . . 2021--2034
Pablo Martínez-Camblor Nonparametric $k$-sample test based on
kernel density estimator for paired
design . . . . . . . . . . . . . . . . . 2035--2045
Yuk-Ka Chung and
Wing K. Fung and
Yue-Qing Hu Familial database search on two-person
mixture . . . . . . . . . . . . . . . . 2046--2051
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Wolfgang Kössler Max-type rank tests, $U$-tests, and
adaptive tests for the two-sample
location problem --- An asymptotic power
study . . . . . . . . . . . . . . . . . 2053--2065
Donghoon Han and
N. Balakrishnan Inference for a simple step-stress model
with competing risks for failure from
the exponential distribution under time
constraint . . . . . . . . . . . . . . . 2066--2081
Silvia Ojeda and
Ronny Vallejos and
Oscar Bustos A new image segmentation algorithm with
applications to image inpainting . . . . 2082--2093
Ruud Wetzels and
Raoul P. P. P. Grasman and
Eric-Jan Wagenmakers An encompassing prior generalization of
the Savage--Dickey density ratio . . . . 2094--2102
Xin Lai and
Kelvin K. W. Yau Extending the long-term survivor mixture
model with random effects for clustered
survival data . . . . . . . . . . . . . 2103--2112
Jinxin Gao and
David B. Hitchcock James--Stein shrinkage to improve
$k$-means cluster analysis . . . . . . . 2113--2127
Freedom N. Gumedze and
Sue J. Welham and
Beverley J. Gogel and
Robin Thompson A variance shift model for detection of
outliers in the linear mixed model . . . 2128--2144
Xue-Dong Chen and
Nian-Sheng Tang Bayesian analysis of semiparametric
reproductive dispersion mixed-effects
models . . . . . . . . . . . . . . . . . 2145--2158
Nicola Salvati and
Hukum Chandra and
M. Giovanna Ranalli and
Ray Chambers Small area estimation using a
nonparametric model-based direct
estimator . . . . . . . . . . . . . . . 2159--2171
Mingan Yang and
David B. Dunson and
Donna Baird Semiparametric Bayes hierarchical models
with mean and variance constraints . . . 2172--2186
Josep Ginebra and
Xavier Puig On the measure and the estimation of
evenness and diversity . . . . . . . . . 2187--2201
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Yuan-Chin Ivan Chang and
Yufen Huang and
Yu-Pai Huang Early stopping in $ L_2 $ Boosting . . . 2203--2213
Mohamed Chaouch and
Camelia Goga Design-based estimation for geometric
quantiles with application to outlier
detection . . . . . . . . . . . . . . . 2214--2229
Xiaoming Wang and
Taesung Park and
K. C. Carriere Variable selection via combined
penalization for high-dimensional data
analysis . . . . . . . . . . . . . . . . 2230--2243
Jiujun Zhang and
Zhonghua Li and
Zhaojun Wang A multivariate control chart for
simultaneously monitoring process mean
and variability . . . . . . . . . . . . 2244--2252
D. S. Young and
D. R. Hunter Mixtures of regressions with
predictor-dependent mixing proportions 2253--2266
Ian R. White and
Rhian Daniel and
Patrick Royston Avoiding bias due to perfect prediction
in multiple imputation of incomplete
categorical variables . . . . . . . . . 2267--2275
Seongjoo Song and
Dan L. Nicolae and
Jongwoo Song Estimating the mixing proportion in a
semiparametric mixture model . . . . . . 2276--2283
Fabrizio Consentino and
Gerda Claeskens Order selection tests with multiply
imputed data . . . . . . . . . . . . . . 2284--2295
David Afshartous and
Richard A. Preston Confidence intervals for dependent data:
Equating non-overlap with statistical
significance . . . . . . . . . . . . . . 2296--2305
Dexter O. Cahoy A bootstrap test for equality of
variances . . . . . . . . . . . . . . . 2306--2316
Peter Zörnig Statistical simulation and the
distribution of distances between
identical elements in a random sequence 2317--2327
Longcheen Huwang and
Chun-Jung Huang and
Yi-Hua Tina Wang New EWMA control charts for monitoring
process dispersion . . . . . . . . . . . 2328--2342
Hans-Friedrich Köhn Representation of individual differences
in rectangular proximity data through
anti-$Q$ matrix decomposition . . . . . 2343--2357
Daniel Gervini Retracted: the functional singular value
decomposition for bivariate stochastic
processes . . . . . . . . . . . . . . . 2358
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
David A. Belsley and
Pierre Duchesne and
George Kapetanios and
Erricos John Kontoghiorghes and
Marc Paolella and
Herman K. van Dijk The Fifth Special Issue on Computational
Econometrics . . . . . . . . . . . . . . 2359
Tansel Alp and
Matei Demetrescu Joint forecasts of Dow Jones stocks
under general multivariate loss function 2360--2371
Francesco Audrino and
Fulvio Corsi Modeling tick-by-tick realized
correlations . . . . . . . . . . . . . . 2372--2382
M. Concepcion Ausin and
Hedibert F. Lopes Time-varying joint distribution through
copulas . . . . . . . . . . . . . . . . 2383--2399
Luc Bauwens and
Walid Ben Omrane and
Erick Rengifo Intradaily dynamic portfolio selection 2400--2418
Walid Ben Omrane and
Andréas Heinen Public news announcements and quoting
activity in the euro/dollar foreign
exchange market . . . . . . . . . . . . 2419--2431
Jan Beran and
Martin Schützner and
Sucharita Ghosh From short to long memory: Aggregation
and estimation . . . . . . . . . . . . . 2432--2442
Monica Billio and
Massimiliano Caporin Market linkages, variance spillovers,
and correlation stability: Empirical
evidence of financial contagion . . . . 2443--2458
Kris Boudt and
Christophe Croux Robust $M$-estimation of multivariate
GARCH models . . . . . . . . . . . . . . 2459--2469
Fabrizio Cipollini and
Giampiero M. Gallo Automated variable selection in vector
multiplicative error models . . . . . . 2470--2486
J. Dai and
S. Sperlich Simple and effective boundary correction
for kernel densities and regression with
an application to the world income and
Engel curve estimation . . . . . . . . . 2487--2497
James Davidson and
Andrea Monticini Tests for cointegration with structural
breaks based on subsamples . . . . . . . 2498--2511
Pierre Duchesne and
Linyuan Li and
Jill Vandermeerschen On testing for serial correlation of
unknown form using wavelet thresholding 2512--2531
Jean-Marie Dufour and
Abderrahim Taamouti Exact optimal inference in regression
models under heteroskedasticity and
non-normality of unknown form . . . . . 2532--2553
Jean-Marie Dufour and
Lynda Khalaf and
Maral Kichian Estimation uncertainty in structural
inflation models with real wage
rigidities . . . . . . . . . . . . . . . 2554--2561
Dean Fantazzini Three-stage semi-parametric estimation
of $T$-copulas: Asymptotics,
finite-sample properties and
computational aspects . . . . . . . . . 2562--2579
Aurea Grané and
Helena Veiga Wavelet-based detection of outliers in
financial time series . . . . . . . . . 2580--2593
J. E. Griffin and
M. F. J. Steel Bayesian inference with stochastic
volatility models using continuous
superpositions of non-Gaussian
Ornstein--Uhlenbeck processes . . . . . 2594--2608
Christian M. Hafner and
Olga Reznikova Efficient estimation of a semiparametric
dynamic copula model . . . . . . . . . . 2609--2627
Zhongfang He and
John M. Maheu Real time detection of structural breaks
in GARCH models . . . . . . . . . . . . 2628--2640
Irma Hindrayanto and
Siem Jan Koopman and
Marius Ooms Exact maximum likelihood estimation for
non-stationary periodic time series
models . . . . . . . . . . . . . . . . . 2641--2654
George Kapetanios and
Massimiliano Marcellino Factor-GMM estimation with large sets of
possibly weak instruments . . . . . . . 2655--2675
Thomas Lux and
Leonardo Morales-Arias Forecasting volatility under fractality,
regime-switching, long memory and
Student-$t$ innovations . . . . . . . . 2676--2692
M. Lyra and
J. Paha and
S. Paterlini and
P. Winker Optimization heuristics for determining
internal rating grading scales . . . . . 2693--2706
J. C. Naylor and
A. R. Tremayne and
J. M. Marriott Exploratory data analysis and model
criticism with posterior plots . . . . . 2707--2720
Yoshihiro Ohtsuka and
Takashi Oga and
Kazuhiko Kakamu Forecasting electricity demand in Japan:
a Bayesian spatial autoregressive ARMA
approach . . . . . . . . . . . . . . . . 2721--2735
Yasuhiro Omori and
Koji Miyawaki Tobit model with covariate dependent
thresholds . . . . . . . . . . . . . . . 2736--2752
S. Pastorello and
E. Rossi Efficient importance sampling maximum
likelihood estimation of stochastic
differential equations . . . . . . . . . 2753--2762
Krishna Pendakur and
Michael Scholz and
Stefan Sperlich Semiparametric indirect utility and
consumer demand . . . . . . . . . . . . 2763--2775
Paolo Postiglione and
Roberto Benedetti and
Giovanni Lafratta A regression tree algorithm for the
identification of convergence clubs . . 2776--2785
E. Rossi and
F. Spazzini Model and distribution uncertainty in
multivariate GARCH estimation: a Monte
Carlo analysis . . . . . . . . . . . . . 2786--2800
Dong Wan Shin and
Sangun Park Robust panel unit root tests for
cross-sectionally dependent multiple
time series . . . . . . . . . . . . . . 2801--2813
Ingvar Strid Efficient parallelisation of
Metropolis--Hastings algorithms using a
prefetching approach . . . . . . . . . . 2814--2835
E. E. Vassiliou and
I. C. Demetriou A linearly distributed lag estimator
with $r$-convex coefficients . . . . . . 2836--2849
J. A. Vilar and
A. M. Alonso and
J. M. Vilar Non-linear time series clustering based
on non-parametric forecast densities . . 2850--2865
Hao Wang Sparse seemingly unrelated regression
modelling: Applications in finance and
econometrics . . . . . . . . . . . . . . 2866--2877
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--viii
Stefan Van Aelst and
Roy Welsch and
Ruben H. Zamar Special issue on variable selection and
robust procedures . . . . . . . . . . . 2879--2882
C. A. Abanto-Valle and
D. Bandyopadhyay and
V. H. Lachos and
I. Enriquez Robust Bayesian analysis of heavy-tailed
stochastic volatility models using scale
mixtures of normal distributions . . . . 2883--2898
Jorge Adrover and
Matias Salibian-Barrera Globally robust confidence intervals for
simple linear regression . . . . . . . . 2899--2913
Pedro C. Alvarez-Esteban and
Eustasio del Barrio and
Juan A. Cuesta-Albertos and
Carlos Matrán Assessing when a sample is mostly normal 2914--2925
Rodrigo M. Basso and
Víctor H. Lachos and
Celso Rômulo Barbosa Cabral and
Pulak Ghosh Robust mixture modeling based on scale
mixtures of skew-normal distributions 2926--2941
Graciela Boente and
Daniela Rodriguez Robust inference in generalized
partially linear models . . . . . . . . 2942--2966
Graciela Boente and
Ana M. Pires and
Isabel M. Rodrigues Detecting influential observations in
principal components and common
principal components . . . . . . . . . . 2967--2975
Simone Borra and
Agostino Di Ciaccio Measuring the prediction error. A
comparison of cross-validation,
bootstrap and covariance penalty methods 2976--2989
Yin-Ping Chen and
Hsin-Cheng Huang and
I-Ping Tu A new approach for selecting the number
of factors . . . . . . . . . . . . . . . 2990--2998
Christophe Croux and
Sarah Gelper and
Koen Mahieu Robust exponential smoothing of
multivariate time series . . . . . . . . 2999--3006
Michiel Debruyne and
Mia Hubert and
Johan Van Horebeek Detecting influential observations in
Kernel PCA . . . . . . . . . . . . . . . 3007--3019
E. Dupuis Lozeron and
M. P. Victoria-Feser Robust estimation of constrained
covariance matrices for confirmatory
factor analysis . . . . . . . . . . . . 3020--3032
Takeshi Emura and
Chien-Wei Lin and
Weijing Wang A goodness-of-fit test for Archimedean
copula models in the presence of right
censoring . . . . . . . . . . . . . . . 3033--3043
Salvador Flores On the efficient computation of robust
regression estimators . . . . . . . . . 3044--3056
L. A. García-Escudero and
A. Gordaliza and
A. Mayo-Iscar and
R. San Martín Robust clusterwise linear regression
through trimming . . . . . . . . . . . . 3057--3069
Anna Gottard and
Simona Pacillo Robust concentration graph model
selection . . . . . . . . . . . . . . . 3070--3079
Thaddeus J. Haight and
Yue Wang and
Mark J. van der Laan and
Ira B. Tager A cross-validation
deletion--substitution--addition model
selection algorithm: Application to
marginal structural models . . . . . . . 3080--3094
K. Hron and
M. Templ and
P. Filzmoser Imputation of missing values for
compositional data using classical and
robust methods . . . . . . . . . . . . . 3095--3107
Jana Jure\vcková and
Jan Picek and
A. K. Md. Ehsanes Saleh Rank tests and regression rank score
tests in measurement error models . . . 3108--3120
Jafar A. Khan and
Stefan Van Aelst and
Ruben H. Zamar Fast robust estimation of prediction
error based on resampling . . . . . . . 3121--3130
Jong Soo Lee and
Dennis D. Cox Robust smoothing: Smoothing parameter
selection and applications to
fluorescence spectroscopy . . . . . . . 3131--3143
Anastasia Lykou and
Joe Whittaker Sparse CCA using a Lasso with positivity
constraints . . . . . . . . . . . . . . 3144--3157
Christopher J. Marley and
David C. Woods A comparison of design and model
selection methods for supersaturated
experiments . . . . . . . . . . . . . . 3158--3167
Ricardo A. Maronna and
Victor J. Yohai Correcting MM estimates for ``fat'' data
sets . . . . . . . . . . . . . . . . . . 3168--3173
Simos G. Meintanis and
Efthimios Tsionas Testing for the generalized
normal-Laplace distribution with
applications . . . . . . . . . . . . . . 3174--3180
Rajiv S. Menjoge and
Roy E. Welsch A diagnostic method for simultaneous
feature selection and outlier
identification in linear regression . . 3181--3193
Aleksey Min and
Hajo Holzmann and
Claudia Czado Model selection strategies for
identifying most relevant covariates in
homoscedastic linear models . . . . . . 3194--3211
T. D. Nguyen and
R. Welsch Outlier detection and least trimmed
squares approximation using
semi-definite programming . . . . . . . 3212--3226
David J. Nott and
Chenlei Leng Bayesian projection approaches to
variable selection in generalized linear
models . . . . . . . . . . . . . . . . . 3227--3241
Robin Nunkesser and
Oliver Morell An evolutionary algorithm for robust
regression . . . . . . . . . . . . . . . 3242--3248
Rachida Ouysse and
Robert Kohn Bayesian variable selection and model
averaging in the arbitrage pricing
theory model . . . . . . . . . . . . . . 3249--3268
Antony M. Overstall and
Jonathan J. Forster Default Bayesian model determination
methods for generalised linear mixed
models . . . . . . . . . . . . . . . . . 3269--3288
Stephanie Powers and
Richard Gerlach and
James Stamey Bayesian variable selection for Poisson
regression with underreported responses 3289--3299
Marco Riani and
Anthony C. Atkinson Robust model selection with flexible
trimming . . . . . . . . . . . . . . . . 3300--3312
Yves Rozenholc and
Thoralf Mildenberger and
Ursula Gather Combining regular and irregular
histograms by penalized likelihood . . . 3313--3323
M. J. Rufo and
J. Martín and
C. J. Pérez New approaches to compute Bayes factor
in finite mixture models . . . . . . . . 3324--3335
Michael Schomaker and
Alan T. K. Wan and
Christian Heumann Frequentist Model Averaging with missing
observations . . . . . . . . . . . . . . 3336--3347
S. Unkel and
N. T. Trendafilov A majorization algorithm for
simultaneous parameter estimation in
robust exploratory factor analysis . . . 3348--3358
You-Gan Wang and
Lin-Yee Hin Modeling strategies in longitudinal data
analysis: Covariate, variance function
and correlation structure selection . . 3359--3370
Douglas P. Wiens Robustness of design for the testing of
lack of fit and for estimation in binary
response models . . . . . . . . . . . . 3371--3378
Jesse Barlow and
Lars Eldén and
Paolo Foschi 3rd Special issue on matrix computations
and statistics . . . . . . . . . . . . . 3379--3380
Heidi Arnouts and
Peter Goos Update formulas for split-plot and block
designs . . . . . . . . . . . . . . . . 3381--3391
Marc Hofmann and
Erricos John Kontoghiorghes Matrix strategies for computing the
least trimmed squares estimation of the
general linear and SUR models . . . . . 3392--3403
Tsuyoshi Ichimura and
Daisuke Fukuda A fast algorithm for computing
least-squares cross-validations for
nonparametric conditional kernel density
functions . . . . . . . . . . . . . . . 3404--3410
Ivan Markovsky and
Mahesan Niranjan Approximate low-rank factorization with
structured factors . . . . . . . . . . . 3411--3420
Galen I. Papkov and
David W. Scott Local-moment nonparametric density
estimation of pre-binned data . . . . . 3421--3429
Rosemary A. Renaut and
Iveta Hn\vetynková and
Jodi Mead Regularization parameter estimation for
large-scale Tikhonov regularization
using a priori information . . . . . . . 3430--3445
Nickolay T. Trendafilov Stepwise estimation of common principal
components . . . . . . . . . . . . . . . 3446--3457
Rong-Xian Yue and
Xin Liu $ I^r_L $-optimal designs for a
hierarchically ordered system of
regression models . . . . . . . . . . . 3458--3465
Anonymous Editorial Board . . . . . . . . . . . . iv--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii--x
Avijit Joarder and
Hare Krishna and
Debasis Kundu Inferences on Weibull parameters with
conventional type-I censoring . . . . . 1--11
S.-J. Cho and
S. Rabe-Hesketh Alternating imputation posterior
estimation of models with crossed random
effects . . . . . . . . . . . . . . . . 12--25
Hua Zhou and
Kenneth Lange A fast procedure for calculating
importance weights in bootstrap sampling 26--33
Jan G. De Gooijer and
Ao Yuan Some exact tests for manifest properties
of latent trait models . . . . . . . . . 34--44
John T. Ormerod Grid based variational approximations 45--56
Marius Hofert Efficiently sampling nested Archimedean
copulas . . . . . . . . . . . . . . . . 57--70
Ruggero Bellio and
Luca Grassetti Semiparametric stochastic frontier
models for clustered data . . . . . . . 71--83
Yu Ryan Yue and
Håvard Rue Bayesian inference for additive mixed
quantile regression models . . . . . . . 84--96
Carlos A. Navarrete and
Fernando A. Quintana Similarity analysis in Bayesian random
partition models . . . . . . . . . . . . 97--109
Jie Chen and
Jianfeng Luo and
Kenneth Liu and
Devan V. Mehrotra On power and sample size computation for
multiple testing procedures . . . . . . 110--122
Michael J. Brusco and
Douglas Steinley Exact and approximate algorithms for
variable selection in linear
discriminant analysis . . . . . . . . . 123--131
Pierre Barbillon and
Gilles Celeux and
Agn\`es Grimaud and
Yannick Lefebvre and
Étienne De Rocquigny Nonlinear methods for inverse
statistical problems . . . . . . . . . . 132--142
Masahiro Kuroda and
Yuichi Mori and
Masaya Iizuka and
Michio Sakakihara Acceleration of the alternating least
squares algorithm for principal
components analysis . . . . . . . . . . 143--153
Hugo Hammer and
Håkon Tjelmeland Approximate forward--backward algorithm
for a switching linear Gaussian model 154--167
Maher Maalouf and
Theodore B. Trafalis Robust weighted kernel logistic
regression in imbalanced and rare events
data . . . . . . . . . . . . . . . . . . 168--183
Chonggang Xu and
George Gertner Understanding and comparisons of
different sampling approaches for the
Fourier Amplitudes Sensitivity Test
(FAST) . . . . . . . . . . . . . . . . . 184--198
William J. McCausland and
Shirley Miller and
Denis Pelletier Simulation smoothing for state--space
models: a computational efficiency
analysis . . . . . . . . . . . . . . . . 199--212
Josef Leydold and
Wolfgang Hörmann Generating generalized inverse Gaussian
random variates by fast inversion . . . 213--217
Alexandre G. Patriota A note on influence diagnostics in
nonlinear mixed-effects elliptical
models . . . . . . . . . . . . . . . . . 218--225
Gisela Tunes-da-Silva and
John P. Klein Cutpoint selection for discretizing a
continuous covariate for generalized
estimating equations . . . . . . . . . . 226--235
Maria Kateri and
Udo Kamps and
Narayanaswamy Balakrishnan Optimal allocation of change points in
simple step-stress experiments under
Type-II censoring . . . . . . . . . . . 236--247
Woojoo Lee and
Johan Lim and
Youngjo Lee and
Joan del Castillo The hierarchical-likelihood approach to
autoregressive stochastic volatility
models . . . . . . . . . . . . . . . . . 248--260
Christian Aßmann and
Jens Boysen-Hogrefe A Bayesian approach to model-based
clustering for binary panel probit
models . . . . . . . . . . . . . . . . . 261--279
M. W. Pedersen and
U. H. Thygesen and
H. Madsen Nonlinear tracking in a diffusion
process with a Bayesian filter and the
finite element method . . . . . . . . . 280--290
Xingqiu Zhao and
Xingwei Tong Semiparametric regression analysis of
panel count data with informative
observation times . . . . . . . . . . . 291--300
Cristina Sotto and
Caroline Beunckens and
Geert Molenberghs and
Michael G. Kenward MCMC-based estimation methods for
continuous longitudinal data with
non-random (non)-monotone missingness 301--311
M. J. García-Ligero and
A. Hermoso-Carazo and
J. Linares-Pérez Derivation of centralized and
distributed filters using covariance
information . . . . . . . . . . . . . . 312--323
Frank Hampel and
Christian Hennig and
Elvezio Ronchetti A smoothing principle for the Huber and
other location $M$-estimators . . . . . 324--337
Eman Khorsheed and
Merrilee Hurn and
Christopher Jennison Mapping electron density in the
ionosphere: a principal component MCMC
algorithm . . . . . . . . . . . . . . . 338--352
Caio L. N. Azevedo and
Heleno Bolfarine and
Dalton F. Andrade Bayesian inference for a skew-normal IRT
model under the centred parameterization 353--365
Robin L. Young and
Janice Weinberg and
Verónica Vieira and
Al Ozonoff and
Thomas F. Webster Generalized additive models and inflated
type $I$ error rates of smoother
significance tests . . . . . . . . . . . 366--374
Jouni Kuha and
David Firth On the index of dissimilarity for lack
of fit in loglinear and
log-multiplicative models . . . . . . . 375--388
Jianbo Li and
Riquan Zhang Partially varying coefficient single
index proportional hazards regression
models . . . . . . . . . . . . . . . . . 389--400
P. Delicado Dimensionality reduction when data are
density functions . . . . . . . . . . . 401--420
Sunghoon Kwon and
Hosik Choi and
Yongdai Kim Quadratic approximation on SCAD
penalized estimation . . . . . . . . . . 421--428
Philippe Lambert Smooth semiparametric and nonparametric
Bayesian estimation of bivariate
densities from bivariate histogram data 429--445
D. Commenges and
D. Jolly and
J. Drylewicz and
H. Putter and
R. Thiébaut Inference in HIV dynamics models via
hierarchical likelihood . . . . . . . . 446--456
Tingting Zhan and
Inna Chevoneva and
Boris Iglewicz Generalized weighted likelihood density
estimators with application to finite
mixture of exponential family
distributions . . . . . . . . . . . . . 457--465
M. Fazil Baksh and
Dankmar Böhning and
Rattana Lerdsuwansri An extension of an over-dispersion test
for count data . . . . . . . . . . . . . 466--474
Olivier Parent and
James P. LeSage A space--time filter for panel data
models containing random effects . . . . 475--490
Thomas M. Loughin and
Jorge E. Rodríguez Computational issues with fitting joint
location/dispersion models in
unreplicated $ 2^k $ factorials . . . . 491--497
D. Dereudre and
F. Lavancier Practical simulation and estimation for
Gibbs Delaunay--Voronoi tessellations
with geometric hardcore interaction . . 498--519
Jeffrey L. Andrews and
Paul D. McNicholas and
Sanjeena Subedi Model-based classification via mixtures
of multivariate $t$-distributions . . . 520--529
Peter D. Hoff Hierarchical multilinear models for
multiway data . . . . . . . . . . . . . 530--543
Andrea Cerioli and
Alessio Farcomeni Error rates for multivariate outlier
detection . . . . . . . . . . . . . . . 544--553
Weihua Zhou A weighted quantile regression for
randomly truncated data . . . . . . . . 554--566
Sangjun Lee and
Changyi Park and
Ja-Yong Koo Feature selection in the Laplacian
support vector machine . . . . . . . . . 567--577
N. Iranpanah and
M. Mohammadzadeh and
C. C. Taylor A comparison of block and
semi-parametric bootstrap methods for
variance estimation in spatial
statistics . . . . . . . . . . . . . . . 578--587
Vicente G. Cancho and
Dipak K. Dey and
Victor H. Lachos and
Marinho G. Andrade Bayesian nonlinear regression models
with scale mixtures of skew-normal
distributions: Estimation and case
influence diagnostics . . . . . . . . . 588--602
Hubert J. Chen and
Miin-Jye Wen and
Chia-Jui Chuang On testing the equivalence of treatments
using the measure of range . . . . . . . 603--614
E. Gouno and
L. Courtrai and
M. Fredette Estimation from aggregate data . . . . . 615--626
J. Chad\oeuf and
G. Certain and
E. Bellier and
A. Bar-Hen and
P. Couteron and
P. Monestiez and
V. Bretagnolle Estimating inter-group interaction
radius for point processes with nested
spatial structures . . . . . . . . . . . 627--640
Artin Armagan and
Russell L. Zaretzki A note on mean-field variational
approximations in Bayesian probit models 641--643
Ammar M. Sarhan and
David C. Hamilton and
Bruce Smith and
Debasis Kundu The bivariate generalized linear failure
rate distribution and its multivariate
extension . . . . . . . . . . . . . . . 644--654
Guoqi Qian and
Ning Li and
Richard Huggins Using capture-recapture data and hybrid
Monte Carlo sampling to estimate an
animal population affected by an
environmental catastrophe . . . . . . . 655--666
Karthik Devarajan and
Nader Ebrahimi A semi-parametric generalization of the
Cox proportional hazards regression
model: Inference and applications . . . 667--676
Vicente G. Cancho and
Franscisco Louzada-Neto and
Gladys D. C. Barriga The Poisson-exponential lifetime
distribution . . . . . . . . . . . . . . 677--686
Wai-Yin Wan and
Jennifer So-Kuen Chan Bayesian analysis of robust Poisson
geometric process model using
heavy-tailed distributions . . . . . . . 687--702
Xianzheng Huang Detecting random-effects model
misspecification via coarsened data . . 703--714
R. Langrock and
W. Zucchini Hidden Markov models with arbitrary
state dwell-time distributions . . . . . 715--724
David Tolusso and
Xikui Wang Interval estimation for response
adaptive clinical trials . . . . . . . . 725--730
Moonsu Kang and
Heuiju Chun A generalized false discovery rate in
microarray studies . . . . . . . . . . . 731--737
Orietta Nicolis and
Pepa Ramírez-Cobo and
Brani Vidakovic $2$D wavelet-based spectra with
applications . . . . . . . . . . . . . . 738--751
Luke A. Prendergast and
Connie Li Wai Suen A new and practical influence measure
for subsets of covariance matrix sample
principal components with applications
to high dimensional datasets . . . . . . 752--764
Xue-Dong Chen and
Ying-Zi Fu Model selection for zero-inflated
regression with missing covariates . . . 765--773
Pavel \vCi\vzek Semiparametrically weighted robust
estimation of regression models . . . . 774--788
Daniela M. Witten and
Robert Tibshirani Supervised multidimensional scaling for
visualization, classification, and
bipartite ranking . . . . . . . . . . . 789--801
Hyekyung Jung and
Joseph L. Schafer and
Byungtae Seo A latent class selection model for
nonignorably missing data . . . . . . . 802--812
Dewi Rahardja and
Dean M. Young Likelihood-based confidence intervals
for the risk ratio using double sampling
with over-reported binary data . . . . . 813--823
Keunbaik Lee and
Yongsung Joo and
Joon Jin Song and
Dee Wood Harper Analysis of zero-inflated clustered
count data: a marginalized model
approach . . . . . . . . . . . . . . . . 824--837
S. Martínez and
M. Rueda and
A. Arcos and
H. Martínez and
I. Sánchez-Borrego Post-stratified calibration method for
estimating quantiles . . . . . . . . . . 838--851
Joanna J. J. Wang and
Jennifer S. K. Chan and
S. T. Boris Choy Stochastic volatility models with
leverage and heavy-tailed distributions:
a Bayesian approach using scale mixtures 852--862
A. M. Martínez-Rodríguez and
A. J. Sáez-Castillo and
A. Conde-Sánchez Modelling using an extended Yule
distribution . . . . . . . . . . . . . . 863--873
Isabella Locatelli and
Alfio Marazzi and
Victor J. Yohai Robust accelerated failure time
regression . . . . . . . . . . . . . . . 874--887
María Xosé Rodríguez-Álvarez and
Pablo G. Tahoces and
Carmen Cadarso-Suárez and
María José Lado Comparative study of ROC regression
techniques --- Applications for the
computer-aided diagnostic system in
breast cancer detection . . . . . . . . 888--902
Wan-Yu Lin and
Wen-Chung Lee Floating prioritized subset analysis: a
powerful method to detect differentially
expressed genes . . . . . . . . . . . . 903--913
Yi-Ting Hwang and
Hao-Yun Tsai and
Yeu-Jhy Chang and
Hsun-Chih Kuo and
Chun-Chao Wang The joint model of the logistic model
and linear random effect model --- An
application to predict orthostatic
hypertension for subacute stroke
patients . . . . . . . . . . . . . . . . 914--923
Man-Suk Oh and
Dong Wan Shin A unified Bayesian inference on
treatment means with order constraints 924--934
Jeong Eun Min and
Matthew D. Whiteside and
Fiona S. L. Brinkman and
Brad McNeney and
Jinko Graham A statistical approach to
high-throughput screening of predicted
orthologs . . . . . . . . . . . . . . . 935--943
Valéria Lima Passos and
Frans E. S. Tan and
Martijn P. F. Berger Cost-efficiency considerations in the
choice of a microarray platform for time
course experimental designs . . . . . . 944--954
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Man-Lai Tang and
Wai-Yin Poon and
Leevan Ling and
Yijie Liao and
Hang-Wai Chui Approximate unconditional test procedure
for comparing two ordered multinomials 955--963
D. K. Al-Mutairi and
M. E. Ghitany and
Ramesh C. Gupta Estimation of reliability in a series
system with random sample size . . . . . 964--972
Lei Shi and
Mei Huang Stepwise local influence analysis . . . 973--982
Jie Mao and
Zhongyi Zhu and
Wing K. Fung Joint estimation of mean-covariance
model for longitudinal data with basis
function approximations . . . . . . . . 983--992
Elizabeth M. Hashimoto and
Edwin M. M. Ortega and
Gilberto A. Paula and
Mauricio L. Barreto Regression models for grouped survival
data: Estimation and sensitivity
analysis . . . . . . . . . . . . . . . . 993--1007
Christian Kascha and
Carsten Trenkler Bootstrapping the likelihood ratio
cointegration test in error correction
models with unknown lag order . . . . . 1008--1017
Brent D. Burch Assessing the performance of
normal-based and REML-based confidence
intervals for the intraclass correlation
coefficient . . . . . . . . . . . . . . 1018--1028
Dongik Jang and
Hee-Seok Oh Enhancement of spatially adaptive
smoothing splines via parameterization
of smoothing parameters . . . . . . . . 1029--1040
Yoshio Takane and
Kwanghee Jung and
Heungsun Hwang Regularized reduced rank growth curve
models . . . . . . . . . . . . . . . . . 1041--1052
Chi-Chung Wen and
Yi-Hau Chen Nonparametric maximum likelihood
analysis of clustered current status
data with the gamma-frailty Cox model 1053--1060
Jingyun Yang and
Vernon M. Chinchilli Fixed-effects modeling of Cohen's
weighted kappa for bivariate multinomial
data . . . . . . . . . . . . . . . . . . 1061--1070
Assam Pryseley and
Clotaire Tchonlafi and
Geert Verbeke and
Geert Molenberghs Estimating negative variance components
from Gaussian and non-Gaussian data: a
mixed models approach . . . . . . . . . 1071--1085
A. Mandal and
W. T. Huang and
S. K. Bhandari and
A. Basu Goodness-of-fit testing in growth curve
models: a general approach based on
finite differences . . . . . . . . . . . 1086--1098
Phillip Li Estimation of sample selection models
with two selection mechanisms . . . . . 1099--1108
Artur J. Lemonte and
Silvia L. P. Ferrari Size and power properties of some tests
in the Birnbaum--Saunders regression
model . . . . . . . . . . . . . . . . . 1109--1117
Patrícia F. Paranaíba and
Edwin M. M. Ortega and
Gauss M. Cordeiro and
Rodrigo R. Pescim The beta Burr XII distribution with
application to lifetime data . . . . . . 1118--1136
Hengjian Cui and
Tao Hu On nonlinear regression estimator with
denoised variables . . . . . . . . . . . 1137--1149
Adam R. Brentnall and
Martin J. Crowder and
David J. Hand Approximate repeated-measures shrinkage 1150--1159
F. Picard and
E. Lebarbier and
E. Budinsk\`a and
S. Robin Joint segmentation of multivariate
Gaussian processes using mixed linear
models . . . . . . . . . . . . . . . . . 1160--1170
Dianxu Ren Corrigendum . . . . . . . . . . . . . . 1171
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Yijun Zuo and
Shaoyong Lai Exact computation of bivariate
projection depth and the Stahel--Donoho
estimator . . . . . . . . . . . . . . . 1173--1179
Jun Ma Indirect density estimation using the
iterative Bayes algorithm . . . . . . . 1180--1195
Ran Zhang and
Claudia Czado and
Aleksey Min Efficient maximum likelihood estimation
of copula based meta $t$-distributions 1196--1214
Manuel J. A. Eugster and
Friedrich Leisch Weighted and robust archetypal analysis 1215--1225
Mohamed M. Shoukri and
Pranesh Kumar and
Dilek Colak Analyzing dependent proportions in
cluster randomized trials: Modeling
inter-cluster correlation via copula
function . . . . . . . . . . . . . . . . 1226--1235
Gülhan Alpargu Allowing for missing genotypes in any
members of the nuclear families in
transmission disequilibrium test . . . . 1236--1249
Gladys D. C. Barriga and
Franscisco Louzada-Neto and
Vicente G. Cancho The complementary exponential power
lifetime model . . . . . . . . . . . . . 1250--1259
Bo Cai and
Renate Meyer Bayesian semiparametric modeling of
survival data based on mixtures of
B-spline distributions . . . . . . . . . 1260--1272
Nian-Sheng Tang and
Shao-Ping Jiang Testing equality of risk ratios in
multiple $ 2 \times 2 $ tables with
structural zero . . . . . . . . . . . . 1273--1284
Erhard Cramer and
Anja Bettina Schmiedt Progressively Type-II censored competing
risks data from Lomax distributions . . 1285--1303
Aldo M. Garay and
Elizabeth M. Hashimoto and
Edwin M. M. Ortega and
Víctor H. Lachos On estimation and influence diagnostics
for zero-inflated negative binomial
regression models . . . . . . . . . . . 1304--1318
Hedibert Freitas Lopes and
Dani Gamerman and
Esther Salazar Generalized spatial dynamic factor
models . . . . . . . . . . . . . . . . . 1319--1330
Jan R. Magnus and
Alan T. K. Wan and
Xinyu Zhang Weighted average least squares
estimation with nonspherical
disturbances and an application to the
Hong Kong housing market . . . . . . . . 1331--1341
Sounak Chakraborty and
Ruixin Guo A Bayesian hybrid Huberized support
vector machine and its applications in
high-dimensional medical data . . . . . 1342--1356
Jong-Min Kim and
Yoon-Sung Jung and
Taeryon Choi and
Engin A. Sungur Partial correlation with copula modeling 1357--1366
Lu Lin and
Qi Zhang and
Feng Li and
Xia Cui Simulation-based two-stage estimation
for multiple nonparametric regression 1367--1378
Wagner Barreto-Souza and
Klaus L. P. Vasconcellos Bias and skewness in a general
extreme-value regression model . . . . . 1379--1393
Donald M. Pianto and
Francisco Cribari-Neto Dealing with monotone likelihood in a
model for speckled data . . . . . . . . 1394--1409
Alice Lemos Morais and
Wagner Barreto-Souza A compound class of Weibull and power
series distributions . . . . . . . . . . 1410--1425
Umberto Picchini and
Susanne Ditlevsen Practical estimation of high dimensional
stochastic differential mixed-effects
models . . . . . . . . . . . . . . . . . 1426--1444
Gauss M. Cordeiro and
Artur J. Lemonte The $ \beta $-Birnbaum--Saunders
distribution: an improved distribution
for fatigue life modeling . . . . . . . 1445--1461
Germán Ibacache-Pulgar and
Gilberto A. Paula Local influence for Student-$t$
partially linear models . . . . . . . . 1462--1478
Yubo Zou and
Jiajia Zhang and
Guoyou Qin A semiparametric accelerated failure
time partial linear model and its
application to breast cancer . . . . . . 1479--1487
Tong-Yu Lu and
Wai-Yin Poon and
Yim-Fan Tsang Latent growth curve modeling for
longitudinal ordinal responses with
applications . . . . . . . . . . . . . . 1488--1497
Rui-Yin Liu and
Jian Tao and
Ning-Zhong Shi and
Xuming He Bayesian analysis of the patterns of
biological susceptibility via reversible
jump MCMC sampling . . . . . . . . . . . 1498--1508
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
N. G. Denman and
J. M. McGree and
J. A. Eccleston and
S. B. Duffull Design of experiments for bivariate
binary responses modelled by Copula
functions . . . . . . . . . . . . . . . 1509--1520
Ioannis Phinikettos and
Axel Gandy Fast computation of high-dimensional
multivariate normal probabilities . . . 1521--1529
F. T. Wright and
Kane Nashimoto One-sided multiple comparisons for
treatment means with a control mean . . 1530--1539
Alexander M. Strasak and
Nikolaus Umlauf and
Ruth M. Pfeiffer and
Stefan Lang Comparing penalized splines and
fractional polynomials for flexible
modelling of the effects of continuous
predictor variables . . . . . . . . . . 1540--1551
Gui-Bo Ye and
Xiaohui Xie Split Bregman method for large scale
fused Lasso . . . . . . . . . . . . . . 1552--1569
Min Chen and
Xinlei Wang Approximate predictive densities and
their applications in generalized linear
models . . . . . . . . . . . . . . . . . 1570--1580
Man-Wai Ho Usage of a pair of $S$-paths in Bayesian
estimation of a unimodal density . . . . 1581--1595
Qihua Wang and
Peng Lai Empirical likelihood calibration
estimation for the median treatment
difference in observational studies . . 1596--1609
Feng-Chang Lin A random effects epidemic-type
aftershock sequence model . . . . . . . 1610--1616
Pei-Fang Su and
Yunchan Chi and
Chung-I Li and
Yu Shyr and
Yi-De Liao Analyzing survival curves at a fixed
point in time for paired and clustered
right-censored data . . . . . . . . . . 1617--1628
Sarjinder Singh and
Stephen A. Sedory Sufficient bootstrapping . . . . . . . . 1629--1637
P. Reichert and
G. White and
M. J. Bayarri and
E. B. Pitman Mechanism-based emulation of dynamic
simulation models: Concept and
application in hydrology . . . . . . . . 1638--1655
Qin Wang and
Xiangrong Yin Estimation of inverse mean: an
orthogonal series approach . . . . . . . 1656--1664
Filidor Vilca and
Lucia Santana and
Víctor Leiva and
N. Balakrishnan Estimation of extreme percentiles in
Birnbaum--Saunders distributions . . . . 1665--1678
Sara López-Pintado and
Juan Romo A half-region depth for functional data 1679--1695
Chung-Wei Shen and
Tsung-Shan Tsou and
N. Balakrishnan Robust likelihood inference for
regression parameters in partially
linear models . . . . . . . . . . . . . 1696--1714
Salvatore Ingrassia and
Roberto Rocci Degeneracy of the EM algorithm for the
MLE of multivariate Gaussian mixtures
and dynamic constraints . . . . . . . . 1715--1725
Hong-Bin Fang and
Jiantian Wang and
Dianliang Deng and
Man-Lai Tang Estimating the mean of a mark variable
under right censoring on the basis of a
state function . . . . . . . . . . . . . 1726--1735
Enrico Fabrizi and
Maria Rosaria Ferrante and
Silvia Pacei and
Carlo Trivisano Hierarchical Bayes multivariate
estimation of poverty rates based on
increasing thresholds for small domains 1736--1747
Hossein Baghishani and
Mohsen Mohammadzadeh A data cloning algorithm for computing
maximum likelihood estimates in spatial
generalized linear mixed models . . . . 1748--1759
Shyh-Huei Chen and
Edward H. Ip and
Yuchung J. Wang Gibbs ensembles for nearly compatible
and incompatible conditional models . . 1760--1769
Bruno Arpino and
Fabrizia Mealli The specification of the propensity
score in multilevel observational
studies . . . . . . . . . . . . . . . . 1770--1780
Mathieu Sinn and
Karsten Keller Estimation of ordinal pattern
probabilities in Gaussian processes with
stationary increments . . . . . . . . . 1781--1790
Fatemeh Hosseini and
Jo Eidsvik and
Mohsen Mohammadzadeh Approximate Bayesian inference in
spatial GLMM with skew normal latent
variables . . . . . . . . . . . . . . . 1791--1806
Reza Drikvandi and
Reza Modarres and
Abdullah H. Jalilian A bootstrap test for symmetry based on
ranked set samples . . . . . . . . . . . 1807--1814
Andrew L. Rukhin and
Antonio Possolo Laplace random effects models for
interlaboratory studies . . . . . . . . 1815--1827
Antti Airola and
Tapio Pahikkala and
Willem Waegeman and
Bernard De Baets and
Tapio Salakoski An experimental comparison of
cross-validation techniques for
estimating the area under the ROC curve 1828--1844
Tsung-Chi Cheng Robust diagnostics for the
heteroscedastic regression model . . . . 1845--1866
Maria Kelly Venezuela and
Mônica Carneiro Sandoval and
Denise Aparecida Botter Local influence in estimating equations 1867--1883
Young-Ju Kim A comparative study of nonparametric
estimation in Weibull regression: a
penalized likelihood approach . . . . . 1884--1896
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Hosik Choi and
Donghwa Yeo and
Sunghoon Kwon and
Yongdai Kim Gene selection and prediction for cancer
classification using support vector
machines with a reject option . . . . . 1897--1908
Thomas J. Fisher and
Xiaoqian Sun Improved Stein-type shrinkage estimators
for the high-dimensional multivariate
normal covariance matrix . . . . . . . . 1909--1918
Ir\`ene Gijbels and
Noël Veraverbeke and
Marel Omelka Conditional copulas, association
measures and their applications . . . . 1919--1932
Werner Adler and
Alexander Brenning and
Sergej Potapov and
Matthias Schmid and
Berthold Lausen Ensemble classification of paired data 1933--1941
E. Dettmann and
C. Becker and
C. Schmeißer Distance functions for matching in small
samples . . . . . . . . . . . . . . . . 1942--1960
Mohammed Bennani Dosse and
Henk A. L. Kiers and
Jos M. F. Ten Berge Anisotropic generalized Procrustes
analysis . . . . . . . . . . . . . . . . 1961--1968
Han-Ming Wu On biological validity indices for soft
clustering algorithms for gene
expression data . . . . . . . . . . . . 1969--1979
Carlos Tenreiro An affine invariant multiple test
procedure for assessing multivariate
normality . . . . . . . . . . . . . . . 1980--1992
Xinmin Li and
Juan Wang and
Hua Liang Comparison of several means: a fiducial
based approach . . . . . . . . . . . . . 1993--2002
Pei-Hsi Lee Adaptive $R$ charts with variable
parameters . . . . . . . . . . . . . . . 2003--2010
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Spyridon J. Hatjispyros and
Theodoros Nicoleris and
Stephen G. Walker Dependent mixtures of Dirichlet
processes . . . . . . . . . . . . . . . 2011--2025
Hugh B. Crews and
Dennis D. Boos and
Leonard A. Stefanski FSR methods for second-order regression
models . . . . . . . . . . . . . . . . . 2026--2037
José Miguel Hernández-Lobato and
Alberto Suárez Semiparametric bivariate Archimedean
copulas . . . . . . . . . . . . . . . . 2038--2058
Tomoko Matsuo and
Douglas W. Nychka and
Debashis Paul Nonstationary covariance modeling for
incomplete data: Monte Carlo EM approach 2059--2073
C. Q. da-Silva and
H. S. Migon and
L. T. Correia Dynamic Bayesian beta models . . . . . . 2074--2089
Pai-Ling Li and
Jeng-Min Chiou Identifying cluster number for subspace
projected functional data clustering . . 2090--2103
Makoto Tomita and
Noboru Hashimoto and
Yutaka Tanaka Association study for the relationship
between a haplotype or haplotype set and
multiple quantitative responses . . . . 2104--2113
Jie Zhou Maximum likelihood ratio test for the
stability of sequence of Gaussian random
processes . . . . . . . . . . . . . . . 2114--2127
Yixin Fang and
Junhui Wang Penalized cluster analysis with
applications to family data . . . . . . 2128--2136
A. MacDonald and
C. J. Scarrott and
D. Lee and
B. Darlow and
M. Reale and
G. Russell A flexible extreme value mixture model 2137--2157
Z. Martínez and
C. Ludeña An algorithm for automatic curve
detection . . . . . . . . . . . . . . . 2158--2171
Ilhan Usta and
Yeliz Mert Kantar On the performance of the flexible
maximum entropy distributions within
partially adaptive estimation . . . . . 2172--2182
Lei Jin A data-driven test to compare two or
multiple time series . . . . . . . . . . 2183--2196
Kenichi Kanatani and
Prasanna Rangarajan Hyper least squares fitting of circles
and ellipses . . . . . . . . . . . . . . 2197--2208
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Ottmar Cronie and
Aila Särkkä Some edge correction methods for marked
spatio-temporal point process models . . 2209--2220
Yanfeng Shen and
Zhengyan Lin and
Jun Zhu Shrinkage-based regularization tests for
high-dimensional data with application
to gene set analysis . . . . . . . . . . 2221--2233
Zhen Zhang and
Hans-Georg Müller Functional density synchronization . . . 2234--2249
Jaejik Kim and
L. Billard A polythetic clustering process and
cluster validity indexes for
histogram-valued objects . . . . . . . . 2250--2262
Tron Foss and
Karl G. Jöreskog and
Ulf H. Olsson Testing structural equation models: the
effect of kurtosis . . . . . . . . . . . 2263--2275
Cathy W. S. Chen and
Jennifer S. K. Chan and
Mike K. P. So and
Kevin K. M. Lee Classification in segmented regression
problems . . . . . . . . . . . . . . . . 2276--2287
M. Kolossiatis and
J. E. Griffin and
M. F. J. Steel Modeling overdispersion with the
normalized tempered stable distribution 2288--2301
K. Lanumteang and
D. Böhning An extension of Chao's estimator of
population size based on the first three
capture frequency counts . . . . . . . . 2302--2311
Rong Zhu and
Sherry Z. F. Zhou Estimating the error variance after a
pre-test for an interval restriction on
the coefficients . . . . . . . . . . . . 2312--2323
Ancha Xu and
Yincai Tang Bayesian analysis of Birnbaum--Saunders
distribution with partial information 2324--2333
You-Gan Wang and
Liya Fu Rank regression for accelerated failure
time model with clustered and censored
data . . . . . . . . . . . . . . . . . . 2334--2343
Subhadeep Mukhopadhyay and
Anil K. Ghosh Bayesian multiscale smoothing in
supervised and semi-supervised kernel
discriminant analysis . . . . . . . . . 2344--2353
Miao-Yu Tsai and
Jung-Feng Wang and
Jia-Ling Wu Generalized estimating equations with
model selection for comparing dependent
categorical agreement data . . . . . . . 2354--2362
Shubiao Li and
Fang Yang and
Felix Famoye and
Carl Lee and
Dennis Black Quasi-negative binomial distribution:
Properties and applications . . . . . . 2363--2371
Giampiero Marra and
Simon N. Wood Practical variable selection for
generalized additive models . . . . . . 2372--2387
Artur J. Lemonte and
Silvia L. P. Ferrari Testing hypotheses in the
Birnbaum--Saunders distribution under
type-II censored samples . . . . . . . . 2388--2399
Annie Tordilla Darilay and
Joshua D. Naranjo A pretest for using logrank or Wilcoxon
in the two-sample problem . . . . . . . 2400--2409
Pier Alda Ferrari and
Paola Annoni and
Alessandro Barbiero and
Giancarlo Manzi An imputation method for categorical
variables with application to nonlinear
principal component analysis . . . . . . 2410--2420
DoHwan Park and
Junyong Park and
Xiaosong Zhong and
Michel Sadelain Estimation of empirical null using a
mixture of normals and its use in local
false discovery rate . . . . . . . . . . 2421--2432
Ori Davidov Combining $p$-values using order-based
methods . . . . . . . . . . . . . . . . 2433--2444
Raydonal Ospina and
Francisco Cribari-Neto and
Klaus L. P. Vasconcellos Erratum to ``Improved point and interval
estimation for a beta regression model''
[Comput. Statist. Data Anal. \bf 51
(2006) 960--981] . . . . . . . . . . . . 2445
Jerald F. Lawless and
Yildiz E. Yilmaz Comparison of semiparametric maximum
likelihood estimation and two-stage
semiparametric estimation in copula
models . . . . . . . . . . . . . . . . . 2446--2455
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Kun-Lin Kuo and
Yuchung J. Wang A simple algorithm for checking
compatibility among discrete conditional
distributions . . . . . . . . . . . . . 2457--2462
O. Sysoev and
O. Burdakov and
A. Grimvall A segmentation-based algorithm for
large-scale partially ordered monotonic
regression . . . . . . . . . . . . . . . 2463--2476
Jae H. Kim and
Iain Fraser and
Rob J. Hyndman Improved interval estimation of long run
response from a dynamic linear model: a
highest density region approach . . . . 2477--2489
M. A. Graham and
S. Chakraborti and
S. W. Human A nonparametric exponentially weighted
moving average signed-rank chart for
monitoring location . . . . . . . . . . 2490--2503
Manuel Koller and
Werner A. Stahel Sharpening Wald-type inference in robust
regression for small samples . . . . . . 2504--2515
Francisco Louzada and
Mari Roman and
Vicente G. Cancho The complementary exponential geometric
distribution: Model, properties, and a
comparison with its counterpart . . . . 2516--2524
Emanuele Taufer and
Nikolai Leonenko and
Marco Bee Characteristic function estimation of
Ornstein--Uhlenbeck-based stochastic
volatility models . . . . . . . . . . . 2525--2539
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Christopher C. Drovandi and
Anthony N. Pettitt Likelihood-free Bayesian estimation of
multivariate quantile distributions . . 2541--2556
Stephen E. Lane and
Andrew P. Robinson An alternative objective function for
fitting regression trees to functional
response variables . . . . . . . . . . . 2557--2567
Angela Blanco-Fernández and
Norberto Corral and
Gil González-Rodríguez Estimation of a flexible simple linear
model for interval data based on set
arithmetic . . . . . . . . . . . . . . . 2568--2578
Rob J. Hyndman and
Roman A. Ahmed and
George Athanasopoulos and
Han Lin Shang Optimal combination forecasts for
hierarchical time series . . . . . . . . 2579--2589
Xixin Cheng and
W. K. Li and
Philip L. H. Yu and
Xuan Zhou and
Chao Wang and
P. H. Lo Modeling threshold conditional
heteroscedasticity with regime-dependent
skewness and kurtosis . . . . . . . . . 2590--2604
Suk K. Park and
Sung K. Ahn and
Sinsup Cho Generalized method of moments estimation
for cointegrated vector autoregressive
models . . . . . . . . . . . . . . . . . 2605--2618
J. R. Berrendero and
A. Justel and
M. Svarc Principal components for multivariate
functional data . . . . . . . . . . . . 2619--2634
Sangyeol Lee and
Ilia Vonta and
Alex Karagrigoriou A maximum entropy type test of fit . . . 2635--2643
Bo Cai and
Xiaoyan Lin and
Lianming Wang Bayesian proportional hazards model for
current status data with monotone
splines . . . . . . . . . . . . . . . . 2644--2651
David J. Edwards and
Robert W. Mee Supersaturated designs: Are our results
significant? . . . . . . . . . . . . . . 2652--2664
Chloé Friguet and
David Causeur Estimation of the proportion of true
null hypotheses in high-dimensional data
under dependence . . . . . . . . . . . . 2665--2676
Rositsa B. Dimova and
Marianthi Markatou and
Andrew H. Talal Information methods for model selection
in linear mixed effects models with
application to HCV data . . . . . . . . 2677--2697
Gang Zheng and
Ao Yuan and
Neal Jeffries Hybrid Bayes factors for genome-wide
association studies when a robust test
is used . . . . . . . . . . . . . . . . 2698--2711
Angela Montanari and
Cinzia Viroli Maximum likelihood estimation of
mixtures of factor analyzers . . . . . . 2712--2723
Liesa Denecke and
Christine H. Müller Robust estimators and tests for
bivariate copulas based on likelihood
depth . . . . . . . . . . . . . . . . . 2724--2738
Yungtai Lo Bias from misspecification of the
component variances in a normal mixture 2739--2747
Qian Shi and
Lindsay A. Renfro and
Brian M. Bot and
Tomasz Burzykowski and
Marc Buyse and
Daniel J. Sargent Comparative assessment of trial-level
surrogacy measures for candidate
time-to-event surrogate endpoints in
clinical trials . . . . . . . . . . . . 2748--2757
Irene Epifanio and
Noelia Ventura-Campos Functional data analysis in shape
analysis . . . . . . . . . . . . . . . . 2758--2773
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
N. Balakrishnan and
H. M. Saleh Relations for moments of progressively
Type-II censored order statistics from
half-logistic distribution with
applications to inference . . . . . . . 2775--2792
Matthias Templ and
Alexander Kowarik and
Peter Filzmoser Iterative stepwise regression imputation
using standard and robust methods . . . 2793--2806
Deukwoo Kwon and
Maria Teresa Landi and
Marina Vannucci and
Haleem J. Issaq and
DaRue Prieto and
Ruth M. Pfeiffer An efficient stochastic search for
Bayesian variable selection with
high-dimensional correlated predictors 2807--2818
Yan Su and
Lianjie Shu and
Kwok-Leung Tsui Adaptive EWMA procedures for monitoring
processes subject to linear drifts . . . 2819--2829
Ancha Xu and
Yincai Tang Objective Bayesian analysis of
accelerated competing failure models
under Type-I censoring . . . . . . . . . 2830--2839
Lasse Holmström and
Leena Pasanen and
Reinhard Furrer and
Stephan R. Sain Scale space multiresolution analysis of
random signals . . . . . . . . . . . . . 2840--2855
Ülkü Gürler and
C. Deniz Yenigün Full and conditional likelihood
approaches for hazard change-point
estimation with truncated and censored
data . . . . . . . . . . . . . . . . . . 2856--2870
Martin L. Hazelton and
Berwin A. Turlach Semiparametric regression with
shape-constrained penalized splines . . 2871--2879
Jun-mo Nam Power and sample size requirements for
non-inferiority in studies comparing two
matched proportions where the events are
correlated . . . . . . . . . . . . . . . 2880--2887
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Jing-Heng Cai and
Xin-Yuan Song and
Kwok-Hap Lam and
Edward Hak-Sing Ip A mixture of generalized latent variable
models for mixed mode and heterogeneous
data . . . . . . . . . . . . . . . . . . 2889--2907
Ma\lgorzata \.Zak-Szatkowska and
Ma\lgorzata Bogdan Modified versions of the Bayesian
Information Criterion for sparse
Generalized Linear Models . . . . . . . 2908--2924
Haiyan Wang and
Diego Maldonado and
Sharad Silwal A nonparametric-test-based structural
similarity measure for digital images 2925--2936
Guillermo Mendez and
Sharon Lohr Estimating residual variance in random
forest regression . . . . . . . . . . . 2937--2950
Nabor O. Castillo and
Héctor W. Gómez and
Víctor Leiva and
Antonio Sanhueza On the Fernández--Steel distribution:
Inference and application . . . . . . . 2951--2961
Thomas Mühlenstädt and
Sonja Kuhnt Kernel interpolation . . . . . . . . . . 2962--2974
A. Pedro Duarte Silva Two-group classification with
high-dimensional correlated data: a
factor model approach . . . . . . . . . 2975--2990
Vasyl Golosnoy and
Sergiy Ragulin and
Wolfgang Schmid CUSUM control charts for monitoring
optimal portfolio weights . . . . . . . 2991--3009
Luca Scrucca Model-based SIR for dimension reduction 3010--3026
Weiwei Zhang and
Gaorong Li and
Liugen Xue Profile inference on partially linear
varying-coefficient errors-in-variables
models under restricted condition . . . 3027--3040
David Fletcher and
Peter W. Dillingham Model-averaged confidence intervals for
factorial experiments . . . . . . . . . 3041--3048
Nobuoki Eshima and
Minoru Tabata Three predictive power measures for
generalized linear models: the entropy
coefficient of determination, the
entropy correlation coefficient and the
regression correlation coefficient . . . 3049--3058
Feng Li and
Françoise Seillier-Moiseiwitsch and
Valeriy R. Korostyshevskiy Region-based statistical analysis of
$2$D PAGE images . . . . . . . . . . . . 3059--3072
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Abelardo Monsalve-Cobis and
Wenceslao González-Manteiga and
Manuel Febrero-Bande Goodness-of-fit test for interest rate
models: an approach based on empirical
processes . . . . . . . . . . . . . . . 3073--3092
Hafiz M. R. Khan and
Ahmed Albatineh and
Saeed Alshahrani and
Nadine Jenkins and
Nasar U. Ahmed Sensitivity analysis of predictive
modeling for responses from the
three-parameter Weibull model with a
follow-up doubly censored sample of
cancer patients . . . . . . . . . . . . 3093--3103
Maurizio Filippone and
Guido Sanguinetti Approximate inference of the bandwidth
in multivariate kernel density
estimation . . . . . . . . . . . . . . . 3104--3122
Göran Broström and
Henrik Holmberg Generalized linear models with clustered
data: Fixed and random effects models 3123--3134
Ping-Feng Xu and
Jianhua Guo and
Man-Lai Tang Structural learning for Bayesian
networks by testing complete separators
in prime blocks . . . . . . . . . . . . 3135--3147
Rohana J. Karunamuni and
Jingjing Wu One-step minimum Hellinger distance
estimation . . . . . . . . . . . . . . . 3148--3164
C. Q. da-Silva and
A. E. Gomes Bayesian inference for an item response
model for modeling test anxiety . . . . 3165--3182
Raghu Nandan Sengupta and
Angana Sengupta Some variants of adaptive sampling
procedures and their applications . . . 3183--3196
Qian Ren and
Sudipto Banerjee and
Andrew O. Finley and
James S. Hodges Variational Bayesian methods for spatial
data analysis . . . . . . . . . . . . . 3197--3217
F. J. Rubio and
M. F. J. Steel Inference for grouped data with a
truncated skew-Laplace distribution . . 3218--3231
Jörg Drechsler and
Jerome P. Reiter An empirical evaluation of easily
implemented, nonparametric methods for
generating synthetic datasets . . . . . 3232--3243
Pablo Martínez-Camblor and
Norberto Corral Repeated measures analysis for
functional data . . . . . . . . . . . . 3244--3256
María Xosé Rodríguez-Álvarez and
Javier Roca-Pardiñas and
Carmen Cadarso-Suárez A new flexible direct ROC regression
model: Application to the detection of
cardiovascular risk factors by
anthropometric measures . . . . . . . . 3257--3270
Toshihiro Abe and
Arthur Pewsey Symmetric circular models through
duplication and cosine perturbation . . 3271--3282
J. M. Fernández-Ponce and
F. Pellerey and
M. R. Rodríguez-Griñolo On a new NBUE property in multivariate
sense: an application . . . . . . . . . 3283--3294
Jie Fan and
Somnath Datta Fitting marginal accelerated failure
time models to clustered survival data
with potentially informative cluster
size . . . . . . . . . . . . . . . . . . 3295--3303
Hidetoshi Matsui and
Sadanori Konishi Variable selection for functional
regression models via the $ L_1 $
regularization . . . . . . . . . . . . . 3304--3310
Josemar Rodrigues and
N. Balakrishnan and
Gauss M. Cordeiro and
Mário de Castro A unified view on lifetime distributions
arising from selection mechanisms . . . 3311--3319
Margaret Donald and
Clair L. Alston and
Rick R. Young and
Kerrie L. Mengersen A Bayesian analysis of an agricultural
field trial with three spatial
dimensions . . . . . . . . . . . . . . . 3320--3332
Xiuqing Zhou and
Jin Zhao Simple resampling methods of
approximating the distribution of LAD
estimators for doubly censored
regression models . . . . . . . . . . . 3333--3343
Ziqi Chen and
Ning-Zhong Shi and
Wei Gao and
Man-Lai Tang Efficient semiparametric estimation via
Cholesky decomposition for longitudinal
data . . . . . . . . . . . . . . . . . . 3344--3354
Mohammad Hossein Dehghan and
Thierry Duchesne On the performance of some
non-parametric estimators of the
conditional survival function with
interval-censored data . . . . . . . . . 3355--3364
M. D. Jiménez-Gamero and
R. Pino-Mejías and
V. Alba-Fernández and
J. L. Moreno-Rebollo Minimum $ \phi $-divergence estimation
in misspecified multinomial models . . . 3365--3378
Fabien Subtil Comments on the article of C.-Y. Lai, L.
Tian, and E. F. Schisterman on the
``Exact confidence interval estimation
for the Youden index and its
corresponding optimal cut-point'' . . . 3379--3380
Guo-Liang Tian and
Kai Wang Ng and
Philip L. H. Yu A note on the binomial model with
simplex constraints . . . . . . . . . . 3381--3385
Y. H. Said and
E. J. Wegman and
W. K. Sharabati and
J. T. Rigsby Retraction notice to ``Social networks
of author--coauthor relationships''
[Comput. Statist. Data Anal. \bf 52 (4)
2177--2184] . . . . . . . . . . . . . . 3386
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Mikko Packalen and
Tony S. Wirjanto Inference about clustering and
parametric assumptions in covariance
matrix estimation . . . . . . . . . . . 1--14
Georgi N. Boshnakov and
Sophie Lambert-Lacroix A periodic Levinson--Durbin algorithm
for entropy maximization . . . . . . . . 15--24
Tong Tong Wu and
Xin He Coordinate ascent for penalized
semiparametric regression on
high-dimensional panel count data . . . 25--33
N. M. Neykov and
P. Filzmoser and
P. N. Neytchev Robust joint modeling of mean and
dispersion through trimming . . . . . . 34--48
Kevin Thon and
Håvard Rue and
Stein Olav Skròvseth and
Fred Godtliebsen Bayesian multiscale analysis of images
modeled as Gaussian Markov random fields 49--61
Alejandro Rodríguez and
Esther Ruiz Bootstrap prediction mean squared errors
of unobserved states based on the Kalman
filter with estimated parameters . . . . 62--74
Celia Mendes Carvalho Lopes and
Heleno Bolfarine Random effects in promotion time cure
rate models . . . . . . . . . . . . . . 75--87
Wei Lan and
Hansheng Wang and
Chih-Ling Tsai A Bayesian information criterion for
portfolio selection . . . . . . . . . . 88--99
An Creemers and
Marc Aerts and
Niel Hens and
Geert Molenberghs A nonparametric approach to weighted
estimating equations for regression
analysis with missing covariates . . . . 100--113
Mulugeta Gebregziabher and
Matthew S. Shotwell and
Jane M. Charles and
Joyce S. Nicholas Comparison of methods for identifying
phenotype subgroups using categorical
features data with application to autism
spectrum disorder . . . . . . . . . . . 114--125
Celso Rômulo Barbosa Cabral and
Víctor Hugo Lachos and
Marcos O. Prates Multivariate mixture modeling using
skew-normal independent distributions 126--142
Jongwoo Song and
Seongjoo Song A quantile estimation for massive data
with generalized Pareto distribution . . 143--150
Georgios Tsiotas On generalised asymmetric stochastic
volatility models . . . . . . . . . . . 151--172
Costas Milas and
Ruthira Naraidoo Financial conditions and nonlinearities
in the European Central Bank (ECB)
reaction function: In-sample and
out-of-sample assessment . . . . . . . . 173--189
Halil Aydo\ugdu and
Mahmut Kara Nonparametric estimation in $ \alpha
$-series processes . . . . . . . . . . . 190--201
Lei Shi and
Gemai Chen Deletion, replacement and mean-shift for
diagnostics in linear mixed models . . . 202--208
Jane Paik and
Zhiliang Ying A composite likelihood approach for
spatially correlated survival data . . . 209--216
Manabu Asai and
Michael McAleer and
Marcelo C. Medeiros Modelling and forecasting noisy realized
volatility . . . . . . . . . . . . . . . 217--230
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Xinming An and
Peter M. Bentler Efficient direct sampling MCEM algorithm
for latent variable models with binary
responses . . . . . . . . . . . . . . . 231--244
Prabhakar Chalise and
Brooke L. Fridley Comparison of penalty functions for
sparse canonical correlation analysis 245--254
Guo-Liang Tian and
Man-Lai Tang and
Chunling Liu Accelerating the quadratic lower-bound
algorithm via optimizing the shrinkage
parameter . . . . . . . . . . . . . . . 255--265
Tucker McElroy and
Agnieszka Jach Tail index estimation in the presence of
long-memory dynamics . . . . . . . . . . 266--282
You Wan and
Tao Pei and
Chenghu Zhou and
Yong Jiang and
Chenxu Qu and
Youlin Qiao ACOMCD: a multiple cluster detection
algorithm based on the spatial scan
statistic and ant colony optimization 283--296
Génia Babykina and
Vincent Couallier Empirical assessment of the Maximum
Likelihood Estimator quality in a
parametric counting process model for
recurrent events . . . . . . . . . . . . 297--315
Fengrong Wei and
Hongxiao Zhu Group coordinate descent algorithms for
nonconvex penalized regression . . . . . 316--326
E. S. García-Treviño and
J. A. Barria Online wavelet-based density estimation
for non-stationary streaming data . . . 327--344
Y. Boubacar Mainassara and
M. Carbon and
C. Francq Computing and estimating information
matrices of weak ARMA models . . . . . . 345--361
L. Zhao and
M. Banerjee Bayesian piecewise mixture model for
racial disparity in prostate cancer
progression . . . . . . . . . . . . . . 362--369
Xiaobing Zhao and
Xian Zhou Modeling gap times between recurrent
events by marginal rate function . . . . 370--383
Leming Qu and
Wotao Yin Copula density estimation by total
variation penalized likelihood with
linear equality constraints . . . . . . 384--398
A. F. Desmond and
Carlos L. Cíntora González and
R. S. Singh and
Xuewen Lu A mixed effects log-linear model based
on the Birnbaum--Saunders distribution 399--407
Jakub Stoklosa and
Richard M. Huggins A robust $P$-spline approach to closed
population capture--recapture models
with time dependence and heterogeneity 408--417
Jesse Frey and
Timothy G. Feeman An improved mean estimator for judgment
post-stratification . . . . . . . . . . 418--426
Bing Han and
Siddhartha R. Dalal A Bernstein-type estimator for
decreasing density with application to
$p$-value adjustments . . . . . . . . . 427--437
Chun-Zheng Cao and
Jin-Guan Lin and
Xiao-Xin Zhu On estimation of a heteroscedastic
measurement error model under
heavy-tailed distributions . . . . . . . 438--448
Simos G. Meintanis and
Efthimios Tsionas Erratum to: ``Testing for the
generalized normal-Laplace distribution
with applications'' [Computational
Statistics and Data Analysis \bf 54
(2010) 3174--3180] . . . . . . . . . . . 449
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Chien-Tai Lin and
Cheng-Chieh Chou and
Yen-Lung Huang Inference for the Weibull distribution
with progressive hybrid censoring . . . 451--467
Yixin Fang and
Junhui Wang Selection of the number of clusters via
the bootstrap method . . . . . . . . . . 468--477
Candace Berrett and
Catherine A. Calder Data augmentation strategies for the
Bayesian spatial probit regression model 478--490
Dimitris Rizopoulos Fast fitting of joint models for
longitudinal and event time data using a
pseudo-adaptive Gaussian quadrature rule 491--501
N. Balakrishnan and
M. H. Ling EM algorithm for one-shot device testing
under the exponential distribution . . . 502--509
Donghyeon Yu and
Johan Lim and
Feng Liang and
Kyunga Kim and
Byung Soo Kim and
Woncheol Jang Permutation test for incomplete paired
data with application to cDNA microarray
data . . . . . . . . . . . . . . . . . . 510--521
Kung-Jong Lui and
Kuang-Chao Chang Estimation of the proportion ratio under
a simple crossover trial . . . . . . . . 522--530
S. Van Aelst and
E. Vandervieren and
G. Willems A Stahel--Donoho estimator based on
Huberized outlyingness . . . . . . . . . 531--542
Thomas Hotz and
Philipp Marnitz and
Rahel Stichtenoth and
Laurie Davies and
Zakhar Kabluchko and
Axel Munk Locally adaptive image denoising by a
statistical multiresolution criterion 543--558
Muhtarjan Osman and
Sujit K. Ghosh Nonparametric regression models for
right-censored data using Bernstein
polynomials . . . . . . . . . . . . . . 559--573
Bo Zhang and
Xiaotong Shen and
Sunni L. Mumford Generalized degrees of freedom and
adaptive model selection in linear
mixed-effects models . . . . . . . . . . 574--586
Guochang Wang and
Nan Lin and
Baoxue Zhang Functional linear regression after
spline transformation . . . . . . . . . 587--601
Junpeng Guo and
Wenhua Li and
Chenhua Li and
Sa Gao Standardization of interval symbolic
data based on the empirical descriptive
statistics . . . . . . . . . . . . . . . 602--610
Jan Luts and
Geert Molenberghs and
Geert Verbeke and
Sabine Van Huffel and
Johan A. K. Suykens A mixed effects least squares support
vector machine model for classification
of longitudinal data . . . . . . . . . . 611--628
Dalei Yu and
Kelvin K. W. Yau Conditional Akaike information criterion
for generalized linear mixed models . . 629--644
Chyong-Mei Chen and
Tai-Fang C. Lu Marginal analysis of multivariate
failure time data with a surviving
fraction based on semiparametric
transformation cure models . . . . . . . 645--655
Yihao Deng and
Roy T. Sabo and
N. Rao Chaganty Multivariate probit analysis of binary
familial data using stochastic
representations . . . . . . . . . . . . 656--663
Jianqiang C. Wang Sample distribution function based
goodness-of-fit test for complex surveys 664--679
Luz Marina Rondon and
Luis Hernando Vanegas and
Cristiano Ferraz Finite population estimation under
generalized linear model assistance . . 680--697
Edwin M. M. Ortega and
Gauss M. Cordeiro and
Artur J. Lemonte A log-linear regression model for the $
\beta $-Birnbaum--Saunders distribution
with censored data . . . . . . . . . . . 698--718
Arturo J. Fernández and
Carlos J. Pérez-González Optimal acceptance sampling plans for
log-location--scale lifetime models
using average risks . . . . . . . . . . 719--731
Shuowen Hu and
D. S. Poskitt and
Xibin Zhang Bayesian adaptive bandwidth kernel
density estimation of irregular
multivariate distributions . . . . . . . 732--740
Juan Carlos Gomez and
Marie-Francine Moens PCA document reconstruction for email
classification . . . . . . . . . . . . . 741--751
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Wing-Kam Fung and
Xuming He and
Mia Hubert and
Stephen Portnoy and
Huixia Judy Wang Editorial for the special issue on
quantile regression and semiparametric
methods . . . . . . . . . . . . . . . . 753--754
Fabian Sobotka and
Thomas Kneib Geoadditive expectile regression . . . . 755--767
Samantha Leorato and
Franco Peracchi and
Andrei V. Tanase Asymptotically efficient estimation of
the conditional expected shortfall . . . 768--784
Lei Pang and
Wenbin Lu and
Huixia Judy Wang Variance estimation in censored quantile
regression via induced smoothing . . . . 785--796
Guixian Lin and
Xuming He and
Stephen Portnoy Quantile regression with doubly censored
data . . . . . . . . . . . . . . . . . . 797--812
Sungwan Bang and
Myoungshic Jhun Simultaneous estimation and factor
selection in quantile regression via
adaptive sup-norm regularization . . . . 813--826
Yonggang Ji and
Nan Lin and
Baoxue Zhang Model selection in binary and Tobit
quantile regression using the Gibbs
sampler . . . . . . . . . . . . . . . . 827--839
Davy Paindaveine and
Miroslav \vSiman Computing multiple-output regression
quantile regions . . . . . . . . . . . . 840--853
Andreas Christmann and
Robert Hable Consistency of support vector machines
using additive kernels for additive
models . . . . . . . . . . . . . . . . . 854--873
S. M. Enayetur Raheem and
S. Ejaz Ahmed and
Kjell A. Doksum Absolute penalty and shrinkage
estimation in partially linear models 874--891
Ana Colubi and
Didier Dubois Special issue on fuzzy sets in
statistics . . . . . . . . . . . . . . . 892--893
V. Antoine and
B. Quost and
M.-H. Masson and
T. Den\oeux CECM: Constrained evidential $C$-means
algorithm . . . . . . . . . . . . . . . 894--914
Renato Coppi and
Pierpaolo D'Urso and
Paolo Giordani Fuzzy and possibilistic clustering for
fuzzy data . . . . . . . . . . . . . . . 915--927
Jan Verwaeren and
Willem Waegeman and
Bernard De Baets Learning partial ordinal class
memberships with kernel-based
proportional odds models . . . . . . . . 928--942
Gil González-Rodríguez and
Ana Colubi and
María Ángeles Gil Fuzzy data treated as functional data: a
one-way ANOVA test approach . . . . . . 943--955
Ana Belén Ramos-Guajardo and
María Asunción Lubiano $K$-sample tests for equality of
variances of random fuzzy sets . . . . . 956--966
Giulianella Coletti and
Osvaldo Gervasi and
Sergio Tasso and
Barbara Vantaggi Generalized Bayesian inference in a
fuzzy context: From theory to a virtual
reality application . . . . . . . . . . 967--980
Andrea Capotorti and
Eva Barbanera Credit scoring analysis using a fuzzy
probabilistic rough set model . . . . . 981--994
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Martina Mittlböck and
Lutz Edler and
Michael LeBlanc and
Joyce Niland and
Koos Zwinderman Second Issue for Computational
Statistics for Clinical Research . . . . 995--997
Lutz Edler Obituary for Professor Dr. Dr. h.c.
Norbert Victor (1940--2011) . . . . . . 998--1015
Weijie Chen and
Waleed A. Yousef and
Brandon D. Gallas and
Elizabeth R. Hsu and
Samir Lababidi and
Rong Tang and
Gene A. Pennello and
W. Fraser Symmans and
Lajos Pusztai Uncertainty estimation with a finite
dataset in the assessment of
classification models . . . . . . . . . 1016--1027
Marta Fiocco and
Theo Stijnen and
Hein Putter Meta-analysis of time-to-event outcomes
using a hazard-based approach:
Comparison with other models, robustness
and meta-regression . . . . . . . . . . 1028--1037
Florian Frommlet and
Felix Ruhaltinger and
Piotr Twaróg and
Ma\lgorzata Bogdan Modified versions of Bayesian
Information Criterion for genome-wide
association studies . . . . . . . . . . 1038--1051
Jingjing Gao and
Yi Pan and
Michael Haber Assessment of observer agreement for
matched repeated binary measurements . . 1052--1060
Christoph Gerlinger and
Harald Siedentop and
Oke Gerke and
Ilka Schellschmidt and
Jan Endrikat Optimal dose de-escalation trial designs
for novel contraceptives in women . . . 1061--1068
Shan Jiang and
Dongsheng Tu Inference on the probability $ P(T_1 <
T_2) $ as a measurement of treatment
effect under a density ratio model and
random censoring . . . . . . . . . . . . 1069--1078
Bernhard Klingenberg Simultaneous score confidence bounds for
risk differences in multiple comparisons
to a control . . . . . . . . . . . . . . 1079--1089
F. Konietschke and
S. W. Harrar and
K. Lange and
E. Brunner Ranking procedures for matched pairs
with missing data --- Asymptotic theory
and a small sample approximation . . . . 1090--1102
Chin-Ying Lai and
Lili Tian and
Enrique F. Schisterman Exact confidence interval estimation for
the Youden index and its corresponding
optimal cut-point . . . . . . . . . . . 1103--1114
Ian C. Marschner and
Alexandra C. Gillett and
Rachel L. O'Connell Stratified additive Poisson models:
Computational methods and applications
in clinical epidemiology . . . . . . . . 1115--1130
Junyong Park and
DoHwan Park Testing the equality of a large number
of normal population means . . . . . . . 1131--1149
Nick Parsons and
Tim Friede and
Susan Todd and
Elsa Valdes Marquez and
Jeremy Chataway and
Richard Nicholas and
Nigel Stallard An R package for implementing
simulations for seamless phase II/III
clinical trials using early outcomes for
treatment selection . . . . . . . . . . 1150--1160
José Antonio Roldán Nofuentes and
Juan de Dios Luna del Castillo and
Miguel Ángel Montero Alonso Global hypothesis test to simultaneously
compare the predictive values of two
binary diagnostic tests . . . . . . . . 1161--1173
Michael Rotondi and
Allan Donner Sample size estimation in cluster
randomized trials: an evidence-based
perspective . . . . . . . . . . . . . . 1174--1187
B. Spangl and
R. Dutter Analyzing short-term measurements of
heart rate variability in the frequency
domain using robustly estimated spectral
density functions . . . . . . . . . . . 1188--1199
Man-Lai Tang and
Shi-Fang Qiu and
Wai-Yin Poon Confidence interval construction for
disease prevalence based on partial
validation series . . . . . . . . . . . 1200--1220
Susan Todd and
M. Fazil Baksh and
John Whitehead Sequential methods for pharmacogenetic
studies . . . . . . . . . . . . . . . . 1221--1231
Maren Vens and
Andreas Ziegler Generalized estimating equations and
regression diagnostics for longitudinal
controlled clinical trials: a case study 1232--1242
William Volterman and
N. Balakrishnan and
Erhard Cramer Exact nonparametric meta-analysis for
multiple independent doubly Type-II
censored samples . . . . . . . . . . . . 1243--1255
Helga Wagner and
Christine Duller Bayesian model selection for logistic
regression models with random intercept 1256--1274
W. Werft and
A. Benner and
A. Kopp-Schneider On the identification of predictive
biomarkers: Detecting treatment-by-gene
interaction in high-dimensional data . . 1275--1286
Hui Xie Analyzing longitudinal clinical trial
data with nonignorable missingness and
unknown missingness reasons . . . . . . 1287--1300
Zhao Yang and
Xuezheng Sun and
James W. Hardin Testing non-inferiority for clustered
matched-pair binary data in diagnostic
medicine . . . . . . . . . . . . . . . . 1301--1320
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--x
Richard A. Levine and
Juanjuan Fan and
Pamela Ohman Strickland and
Shaban Demirel Frailty modeling via the empirical
Bayes--Hastings sampler . . . . . . . . 1303--1318
Eric Ruggieri and
Charles E. Lawrence On efficient calculations for Bayesian
variable selection . . . . . . . . . . . 1319--1332
Katja Ignatieva and
Eckhard Platen Estimating the diffusion coefficient
function for a diversified world stock
index . . . . . . . . . . . . . . . . . 1333--1349
Hafiz M. R. Khan Predictive inference for a future
response using symmetrically trimmed
sample from the half-normal model . . . 1350--1361
Jo Eidsvik and
Andrew O. Finley and
Sudipto Banerjee and
Håvard Rue Approximate Bayesian inference for large
spatial datasets using predictive
process models . . . . . . . . . . . . . 1362--1380
Volodymyr Melnykov and
Igor Melnykov Initializing the EM algorithm in
Gaussian mixture models with an unknown
number of components . . . . . . . . . . 1381--1395
Bindu Punathumparambath and
Sangita Kulathinal and
Sebastian George Asymmetric type II compound Laplace
distribution and its application to
microarray gene expression . . . . . . . 1396--1404
André Schützenmeister and
Hans-Peter Piepho Residual analysis of linear mixed models
using a simulation approach . . . . . . 1405--1416
Paula Moraga and
Andrew B. Lawson Gaussian component mixtures and CAR
models in Bayesian disease mapping . . . 1417--1433
Hervé Cardot and
Peggy Cénac and
Jean-Marie Monnez A fast and recursive algorithm for
clustering large datasets with
$k$-medians . . . . . . . . . . . . . . 1434--1449
F. Rigat and
A. Mira Parallel hierarchical sampling: a
general-purpose interacting Markov
chains Monte Carlo algorithm . . . . . . 1450--1467
Robert J. Erhardt and
Richard L. Smith Approximate Bayesian computing for
spatial extremes . . . . . . . . . . . . 1468--1481
Davide Pigoli and
Laura M. Sangalli Wavelets in functional data analysis:
Estimation of multidimensional curves
and their derivatives . . . . . . . . . 1482--1498
Lizandra C. Fabio and
Gilberto A. Paula and
Mário de Castro A Poisson mixed model with nonnormal
random effect distribution . . . . . . . 1499--1510
Carlos Almeida and
Claudia Czado Efficient Bayesian inference for
stochastic time-varying copula models 1511--1527
Hannes Kazianka Objective Bayesian analysis for the
normal compositional model . . . . . . . 1528--1544
Keunbaik Lee and
JungBok Lee and
Joseph Hagan and
Jae Keun Yoo Modeling the random effects covariance
matrix for generalized linear mixed
models . . . . . . . . . . . . . . . . . 1545--1551
A. Hapfelmeier and
T. Hothorn and
K. Ulm Recursive partitioning on incomplete
data using surrogate decisions and
multiple imputation . . . . . . . . . . 1552--1565
Michael Kohler and
Adam Krzy\.zak Nonparametric estimation of
non-stationary velocity fields from $3$D
particle tracking velocimetry data . . . 1566--1580
Eunju Hwang and
Dong Wan Shin Stationary bootstrap for kernel density
estimators under $ \psi $-weak
dependence . . . . . . . . . . . . . . . 1581--1593
Graciela Boente and
Marcelo Ruiz and
Ruben H. Zamar Bandwidth choice for robust
nonparametric scale function estimation 1594--1608
Raydonal Ospina and
Silvia L. P. Ferrari A general class of zero-or-one inflated
beta regression models . . . . . . . . . 1609--1623
Rhian M. Daniel and
Michael G. Kenward A method for increasing the robustness
of multiple imputation . . . . . . . . . 1624--1643
Ricardo Leiva and
Anuradha Roy Linear discrimination for three-level
multivariate data with a separable
additive mean vector and a doubly
exchangeable covariance structure . . . 1644--1661
Luis Hernando Vanegas and
Luz Marina Rondón and
Francisco José A. Cysneiros Diagnostic procedures in
Birnbaum--Saunders nonlinear regression
models . . . . . . . . . . . . . . . . . 1662--1680
Kichun Lee and
Brani Vidakovic Semi-supervised wavelet shrinkage . . . 1681--1691
Hubert J. Chen and
Shu-Fei Wu A confidence region for the largest and
the smallest means under
heteroscedasticity . . . . . . . . . . . 1692--1702
Patrick Borges and
Josemar Rodrigues and
Narayanaswamy Balakrishnan Correlated destructive generalized power
series cure rate models and associated
inference with an application to a
cutaneous melanoma data . . . . . . . . 1703--1713
George Karabatsos and
Stephen G. Walker Bayesian nonparametric mixed random
utility models . . . . . . . . . . . . . 1714--1722
Giuseppina Albano and
Virginia Giorno and
Patricia Román-Román and
Francisco Torres-Ruiz Inference on a stochastic
two-compartment model in tumor growth 1723--1736
Patrick S. Carmack and
Jeffrey S. Spence and
William R. Schucany and
Richard F. Gunst and
Qihua Lin and
Robert W. Haley A new class of semiparametric
semivariogram and nugget estimators . . 1737--1747
N. Asomaning and
K. J. Archer High-throughput DNA methylation datasets
for evaluating false discovery rate
methodologies . . . . . . . . . . . . . 1748--1756
N. M. Neykov and
P. \vCi\vzek and
P. Filzmoser and
P. N. Neytchev The least trimmed quantile regression 1757--1770
Marcelo Azevedo Costa and
Renato Martins Assunção and
Martin Kulldorff Constrained spanning tree algorithms for
irregularly-shaped spatial clustering 1771--1783
Chris J. Lloyd Computing highly accurate or exact
$P$-values using importance sampling . . 1784--1794
James G. Scott Benchmarking historical corporate
performance . . . . . . . . . . . . . . 1795--1807
Ramiro Ruiz-Cárdenas and
Elias T. Krainski and
Håvard Rue Direct fitting of dynamic models using
integrated nested Laplace approximations
--- INLA . . . . . . . . . . . . . . . . 1808--1828
Zhao Yang and
Xuezheng Sun and
James W. Hardin Testing ratio of marginal probabilities
in clustered matched-pair binary data 1829--1836
Zhen Pang and
Liugen Xue Estimation for the single-index models
with random effects . . . . . . . . . . 1837--1853
John V. Tsimikas and
Leonidas E. Bantis and
Stelios D. Georgiou Inference in generalized linear
regression models with a censored
covariate . . . . . . . . . . . . . . . 1854--1868
Julie Josse and
François Husson Selecting the number of components in
principal component analysis using
cross-validation approximations . . . . 1869--1879
Carol Alexander and
Gauss M. Cordeiro and
Edwin M. M. Ortega and
José María Sarabia Generalized beta-generated distributions 1880--1897
J. M. Marín and
M. T. Rodríguez-Bernal Multiple hypothesis testing and
clustering with mixtures of non-central
$t$-distributions applied in microarray
data analysis . . . . . . . . . . . . . 1898--1907
Ana Diniz and
João Barreiros and
Nuno Crato A new model for explaining long-range
correlations in human time interval
production . . . . . . . . . . . . . . . 1908--1919
M. Baragatti and
D. Pommeret A study of variable selection using
$g$-prior distribution with ridge
parameter . . . . . . . . . . . . . . . 1920--1934
Joseph Sexton and
Rune Blomhoff and
Anette Karlsen and
Petter Laake Adaptive combination of dependent tests 1935--1943
Samuel Iddi and
Geert Molenberghs A combined overdispersed and
marginalized multilevel model . . . . . 1944--1951
Olcay Arslan Weighted LAD-LASSO method for robust
parameter estimation and variable
selection in regression . . . . . . . . 1952--1965
R. Van Oirbeek and
E. Lesaffre Assessing the predictive ability of a
multilevel binary regression model . . . 1966--1980
Zhenghui Feng and
Lixing Zhu An alternating
determination--optimization approach for
an additive multi-index model . . . . . 1981--1993
Liming Xiang and
Kelvin K. W. Yau and
Andy H. Lee The robust estimation method for a
finite mixture of Poisson mixed-effect
models . . . . . . . . . . . . . . . . . 1994--2005
Pang Du and
Guang Cheng and
Hua Liang Semiparametric regression models with
additive nonparametric components and
high dimensional parametric components 2006--2017
Shuo-Jye Wu and
Syuan-Rong Huang Progressively first-failure censored
reliability sampling plans with cost
constraint . . . . . . . . . . . . . . . 2018--2030
Jemila S. Hamid and
Celia M. T. Greenwood and
Joseph Beyene Weighted kernel Fisher discriminant
analysis for integrating heterogeneous
data . . . . . . . . . . . . . . . . . . 2031--2040
Yang Li and
Jianguo Sun and
Shuguang Song Statistical analysis of bivariate
failure time data with Marshall--Olkin
Weibull models . . . . . . . . . . . . . 2041--2050
Xuewen Lu and
Peter X.-K. Song On efficient estimation in additive
hazards regression with current status
data . . . . . . . . . . . . . . . . . . 2051--2058
M. Crabbe and
M. Vandebroek Improving the efficiency of
individualized designs for the mixed
logit choice model by including
covariates . . . . . . . . . . . . . . . 2059--2072
M. Delattre and
M. Lavielle Maximum likelihood estimation in
discrete mixed hidden Markov models
using the SAEM algorithm . . . . . . . . 2073--2085
Katarzyna Jó\.zwiak and
Mirjam Moerbeek Cost-effective designs for trials with
discrete-time survival endpoints . . . . 2086--2096
Jean-François Quessy and
François Éthier Cramér--von Mises and characteristic
function tests for the two and
$k$-sample problems with dependent data 2097--2111
Chenjian Ran and
Zili Deng Self-tuning weighted measurement fusion
Kalman filtering algorithm . . . . . . . 2112--2128
Xinmin Li and
Lili Tian and
Juan Wang and
Josephia R. Muindi Comparison of quantiles for several
normal populations . . . . . . . . . . . 2129--2138
Miguel Artiach and
Josu Arteche Doubly fractional models for dynamic
heteroscedastic cycles . . . . . . . . . 2139--2158
Meng Sang Ong and
Ye Chow Kuang and
Melanie Po-Leen Ooi Statistical measures of two dimensional
point set uniformity . . . . . . . . . . 2159--2181
Louis Le Tarnec and
Damien Garcia Corrigendum to ``Robust smoothing of
gridded data in one and higher
dimensions with missing values''
[Comput. Statist. Data Anal. \bf 54
(2010) 1167--1178] . . . . . . . . . . . 2182
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Changwon Yoo The Bayesian method for causal discovery
of latent-variable models from a mixture
of experimental and observational data 2183--2205
Nina Golyandina and
Andrey Pepelyshev and
Ansgar Steland New approaches to nonparametric density
estimation and selection of smoothing
parameters . . . . . . . . . . . . . . . 2206--2218
I. Barranco-Chamorro and
M. D. Jiménez-Gamero and
J. L. Moreno-Rebollo and
J. M. Muñoz-Pichardo Case-deletion type diagnostics for
calibration estimators in survey
sampling . . . . . . . . . . . . . . . . 2219--2236
Takeshi Emura and
Yoshihiko Konno A goodness-of-fit test for parametric
models based on dependently truncated
data . . . . . . . . . . . . . . . . . . 2237--2250
F. J. Rubio and
M. F. J. Steel On the Marshall--Olkin transformation as
a skewing mechanism . . . . . . . . . . 2251--2257
Tsung-Chi Cheng On simultaneously identifying outliers
and heteroscedasticity without specific
form . . . . . . . . . . . . . . . . . . 2258--2272
Santosh Ghimire and
Haiyan Wang Classification of image pixels based on
minimum distance and hypothesis testing 2273--2287
P. L. Gradowska and
R. M. Cooke Least squares type estimation for Cox
regression model and specification error 2288--2302
Zhanshou Chen and
Zi Jin and
Zheng Tian and
Peiyan Qi Bootstrap testing multiple changes in
persistence for a heavy-tailed sequence 2303--2316
Jean-Eudes Dazard and
J. Sunil Rao Joint adaptive mean--variance
regularization and variance
stabilization of high dimensional data 2317--2333
Andrés M. Alonso and
David Casado and
Juan Romo Supervised classification for functional
data: a weighted distance approach . . . 2334--2346
Xiuqin Bai and
Weixin Yao and
John E. Boyer Robust fitting of mixture regression
models . . . . . . . . . . . . . . . . . 2347--2359
Leen Slaets and
Gerda Claeskens and
Mia Hubert Phase and amplitude-based clustering for
functional data . . . . . . . . . . . . 2360--2374
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Stevenn Volant and
Marie-Laure Martin Magniette and
Stéphane Robin Variational Bayes approach for model
aggregation in unsupervised
classification with Markovian dependency 2375--2387
Valeria Rulloni and
Oscar Bustos and
Ana Georgina Flesia Large gap imputation in remote sensed
imagery of the environment . . . . . . . 2388--2403
Nicole H. Augustin and
Erik-André Sauleau and
Simon N. Wood On quantile quantile plots for
generalized linear models . . . . . . . 2404--2409
H. Y. Kevin Lu and
G. Alastair Young Parametric bootstrap under model
mis-specification . . . . . . . . . . . 2410--2420
Michael Levine and
Jinguang (Tony) Li A simple additivity test for
conditionally heteroscedastic nonlinear
autoregression . . . . . . . . . . . . . 2421--2429
A. Marie Fitch and
Beatrix Jones The cost of using decomposable Gaussian
graphical models for computational
convenience . . . . . . . . . . . . . . 2430--2441
Min Wang and
Xiaoqian Sun Bayesian inference for the correlation
coefficient in two seemingly unrelated
regressions . . . . . . . . . . . . . . 2442--2453
Byungtae Seo and
Daeyoung Kim Root selection in normal mixture models 2454--2470
Ahmed A. Soliman and
Ahmed H. Abd-Ellah and
Naser A. Abou-Elheggag and
Gamal A. Abd-Elmougod Estimation of the parameters of life for
Gompertz distribution using progressive
first-failure censored data . . . . . . 2471--2485
Paul H. Lee and
Philip L. H. Yu Mixtures of weighted distance-based
models for ranking data with
applications in political studies . . . 2486--2500
Francesca Torti and
Domenico Perrotta and
Anthony C. Atkinson and
Marco Riani Benchmark testing of algorithms for very
robust regression: FS, LMS and LTS . . . 2501--2512
Rubiane M. Pires and
Carlos A. R. Diniz Correlated binomial regression models 2513--2525
Liya Fu and
You-Gan Wang Quantile regression for longitudinal
data with a working correlation model 2526--2538
M. A. Graham and
A. Mukherjee and
S. Chakraborti Distribution-free exponentially weighted
moving average control charts for
monitoring unknown location . . . . . . 2539--2561
Hongmei Zhang and
Kaushik Ghosh and
Pulak Ghosh Sampling designs via a multivariate
hypergeometric-Dirichlet process model
for a multi-species assemblage with
unknown heterogeneity . . . . . . . . . 2562--2573
Daniel P. Beavers and
James D. Stamey Bayesian sample size determination for
binary regression with a misclassified
covariate and no gold standard . . . . . 2574--2582
Jianbo Li and
Minggao Gu Adaptive LASSO for general
transformation models with right
censored data . . . . . . . . . . . . . 2583--2597
Huaihou Chen and
Myunghee Cho Paik and
Mandip S. Dhamoon and
Yeseon Park Moon and
Joshua Willey and
Ralph L. Sacco and
Mitchell S. V. Elkind Semiparametric model for the
dichotomized functional outcome after
stroke: the Northern Manhattan Study . . 2598--2608
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Alberto Pasanisi and
Shuai Fu and
Nicolas Bousquet Estimating discrete Markov models from
various incomplete data schemes . . . . 2609--2625
Harri Kiiveri and
Frank de Hoog Fitting very large sparse Gaussian
graphical models . . . . . . . . . . . . 2626--2636
N. Balakrishnan and
K. F. Davies and
J. P. Keating and
R. L. Mason Computation of optimal plotting points
based on Pitman closeness with an
application to goodness-of-fit for
location-scale families . . . . . . . . 2637--2649
G. Fiorentini and
C. Planas and
A. Rossi The marginal likelihood of dynamic
mixture models . . . . . . . . . . . . . 2650--2662
Mingan Yang Bayesian variable selection for logistic
mixed model with nonparametric random
effects . . . . . . . . . . . . . . . . 2663--2674
Lili Yu and
Karl E. Peace Spline nonparametric quasi-likelihood
regression within the frame of the
accelerated failure time model . . . . . 2675--2687
J. A. Martín-Fernández and
K. Hron and
M. Templ and
P. Filzmoser and
J. Palarea-Albaladejo Model-based replacement of rounded zeros
in compositional data: Classical and
robust approaches . . . . . . . . . . . 2688--2704
Thomas Suesse and
Ivy Liu Mantel--Haenszel estimators of odds
ratios for stratified dependent binomial
data . . . . . . . . . . . . . . . . . . 2705--2717
Shuangge Ma and
Ying Dai and
Jian Huang and
Yang Xie Identification of breast cancer
prognosis markers via integrative
analysis . . . . . . . . . . . . . . . . 2718--2728
J. Wang and
S. K. Ghosh Shape restricted nonparametric
regression with Bernstein polynomials 2729--2741
Sounak Chakraborty Bayesian multiple response kernel
regression model for high dimensional
data and its practical applications in
near infrared spectroscopy . . . . . . . 2742--2755
Gunky Kim and
Raymond Chambers Regression analysis under incomplete
linkage . . . . . . . . . . . . . . . . 2756--2770
A. Al-Sharadqah and
N. Chernov A doubly optimal ellipse fit . . . . . . 2771--2781
Tolulope T. Sajobi and
Lisa M. Lix and
Bolanle M. Dansu and
William Laverty and
Longhai Li Robust descriptive discriminant analysis
for repeated measures data . . . . . . . 2782--2794
Jaejik Kim and
L. Billard Dissimilarity measures and divisive
clustering for symbolic
multimodal-valued data . . . . . . . . . 2795--2808
Daniel Turek and
David Fletcher Model-averaged Wald confidence intervals 2809--2815
Gyemin Lee and
Clayton Scott EM algorithms for multivariate Gaussian
mixture models with truncated and
censored data . . . . . . . . . . . . . 2816--2829
Yi-Hung Kung and
Chang-Ting Lin and
Yu-Shan Shih Split variable selection for tree
modeling on rank data . . . . . . . . . 2830--2836
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Ray Chambers and
J. N. K. Rao and
Domingo Morales and
María Dolores Ugarte Special issue on small area estimation 2837--2839
M. D. Esteban and
D. Morales and
A. Pérez and
L. Santamaría Small area estimation of poverty
proportions under area-level time models 2840--2855
Jan Pablo Burgard and
Ralf T. Münnich Modelling over and undercounts for
design-based Monte Carlo studies in
small area estimation: an application to
the German register-assisted census . . 2856--2863
V. R. S. Ferraz and
F. A. S. Moura Small area estimation using skew normal
models . . . . . . . . . . . . . . . . . 2864--2874
Hukum Chandra and
Nicola Salvati and
Ray Chambers and
Nikos Tzavidis Small area estimation under spatial
nonstationarity . . . . . . . . . . . . 2875--2888
Stefano Marchetti and
Nikos Tzavidis and
Monica Pratesi Non-parametric bootstrap mean squared
error estimation for $M$-quantile
estimators of small area averages,
quantiles and poverty indicators . . . . 2889--2902
María José Lombardía and
Stefan Sperlich A new class of semi-mixed effects models
and its application in small area
estimation . . . . . . . . . . . . . . . 2903--2917
Sabine Krieg and
Jan A. van den Brakel Estimation of the monthly unemployment
rate for six domains through structural
time series modelling with cointegrated
trends . . . . . . . . . . . . . . . . . 2918--2933
A. F. Militino and
T. Goicoa and
M. D. Ugarte Estimating the percentage of food
expenditure in small areas using
bias-corrected $P$-spline based
estimators . . . . . . . . . . . . . . . 2934--2948
Emily J. Berg and
Wayne A. Fuller Estimators of error covariance matrices
for small area prediction . . . . . . . 2949--2962
Dietmar Maringer and
Sandra Paterlini and
Peter Winker The 3rd Special Issue on Optimization
Heuristics in Estimation and Modelling
Problems . . . . . . . . . . . . . . . . 2963--2964
Mark A. Wolters A particle swarm algorithm with broad
applicability in shape-constrained
estimation . . . . . . . . . . . . . . . 2965--2975
Yiyuan She An iterative algorithm for fitting
nonconvex penalized generalized linear
models with grouped predictors . . . . . 2976--2990
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--ix
D. A. Belsley and
E. J. Kontoghiorghes and
H. K. Van Dijk and
Luc Bauwens and
David A. Belsley and
Erricos John Kontoghiorghes and
Siem Jan Koopman and
Michael McAleer and
Herman K. van Dijk and
Alessandra Amendola and
Monica Billio and
Christophe Croux and
Cathy W. S. Chen and
Russell Davidson and
Pierre Duchesne and
Paolo Foschi and
Christian Francq and
Ana-Maria Fuertes and
Gary Koop and
Lynda Khalaf and
Marc Paolella and
others \booktitleThe Annals of Computational
and Financial Econometrics, first issue 2991--2992
Kris Boudt and
Jonathan Cornelissen and
Christophe Croux Jump robust daily covariance estimation
by disentangling variance and
correlation components . . . . . . . . . 2993--3005
J. S. K. Chan and
C. P. Y. Lam and
P. L. H. Yu and
S. T. B. Choy and
C. W. S. Chen A Bayesian conditional autoregressive
geometric process model for range data 3006--3019
Stefan De Wachter and
Elias Tzavalis Detection of structural breaks in linear
dynamic panel data models . . . . . . . 3020--3034
Philippe J. Deschamps Bayesian estimation of generalized
hyperbolic skewed student GARCH models 3035--3054
Dennis Fok and
Richard Paap and
Philip Hans Franses Modeling dynamic effects of promotion on
interpurchase times . . . . . . . . . . 3055--3069
Sebastian Fossati Covariate unit root tests with good size
and power . . . . . . . . . . . . . . . 3070--3079
Roland Fried On the online estimation of local
constant volatilities . . . . . . . . . 3080--3090
Fabian Y. R. P. Bocart and
Christian M. Hafner Econometric analysis of volatile art
markets . . . . . . . . . . . . . . . . 3091--3104
Tore Selland Kleppe and
Hans Julius Skaug Fitting general stochastic volatility
models using Laplace accelerated
sequential importance sampling . . . . . 3105--3119
Deborah Gefang and
Gary Koop and
Simon M. Potter The dynamics of UK and US inflation
expectations . . . . . . . . . . . . . . 3120--3133
Virginie Dordonnat and
Siem Jan Koopman and
Marius Ooms Dynamic factors in periodic time-varying
regressions with an application to
hourly electricity load modelling . . . 3134--3152
Jaya Krishnakumar and
Andi Kabili and
Ilir Roko Estimation of SEM with GARCH errors . . 3153--3181
Serigne N. Lô and
Elvezio Ronchetti Robust small sample accurate inference
in moment condition models . . . . . . . 3182--3197
Richard Luger Finite-sample bootstrap inference in
GARCH models with heavy-tailed
innovations . . . . . . . . . . . . . . 3198--3211
Elena Martinez-Sanchis and
Juan Mora and
Ilker Kandemir Counterfactual distributions of wages
via quantile regression with endogeneity 3212--3229
V. Blueschke-Nikolaeva and
D. Blueschke and
R. Neck Optimal control of nonlinear dynamic
econometric models: an algorithm and an
application . . . . . . . . . . . . . . 3230--3240
Jouchi Nakajima and
Tsuyoshi Kunihama and
Yasuhiro Omori and
Sylvia Frühwirth-Schnatter Generalized extreme value distribution
with time-dependence using the AR and MA
models in state space form . . . . . . . 3241--3259
Arvid Raknerud and
Òivind Skare Indirect inference methods for
stochastic volatility models based on
non-Gaussian Ornstein--Uhlenbeck
processes . . . . . . . . . . . . . . . 3260--3275
Tiziano Bellini and
Marco Riani Robust analysis of default intensity . . 3276--3285
Lorenzo Trapani On the asymptotic $t$-test for large
nonstationary panel models . . . . . . . 3286--3306
David A. Belsley and
Cathy W. S. Chen and
Christian Francq and
Giampiero Gallo and
Lynda Khalaf and
Erricos John Kontoghiorghes and
Herman K. van Dijk The sixth special issue on computational
econometrics . . . . . . . . . . . . . . 3307--3308
S. Ejaz Ahmed and
Christopher J. Nicol An application of shrinkage estimation
to the nonlinear regression model . . . 3309--3321
Vitali Alexeev and
Alex Maynard Localized level crossing random walk
test robust to the presence of
structural breaks . . . . . . . . . . . 3322--3344
Ruey S. Tsay and
Tomohiro Ando Bayesian panel data analysis for
exploring the impact of subprime
financial crisis on the US stock market 3345--3365
P. Araújo Santos and
M. I. Fraga Alves A new class of independence tests for
interval forecasts evaluation . . . . . 3366--3380
Badi H. Baltagi and
Georges Bresson and
Alain Pirotte Forecasting with spatial panel data . . 3381--3397
David Ardia and
Nalan Ba\cstürk and
Lennart Hoogerheide and
Herman K. van Dijk A comparative study of Monte Carlo
methods for efficient evaluation of
marginal likelihood . . . . . . . . . . 3398--3414
Luc Bauwens and
Jeroen V. K. Rombouts On marginal likelihood computation in
change-point models . . . . . . . . . . 3415--3429
Jan Beran and
Dieter Schell On robust tail index estimation . . . . 3430--3443
Francesco Bravo and
Federico Crudu Efficient bootstrap with weakly
dependent processes . . . . . . . . . . 3444--3458
Massimiliano Caporin and
Juliusz Pre\'s Modelling and forecasting wind speed
intensity for weather risk management 3459--3476
Ngai Hang Chan and
Hoi Ying Wong and
Jing Zhao Structural model of credit migration . . 3477--3490
Marco Gallegati A wavelet-based approach to test for
financial market contagion . . . . . . . 3491--3497
Qian Chen and
Richard Gerlach and
Zudi Lu Bayesian Value-at-Risk and expected
shortfall forecasting via the asymmetric
Laplace distribution . . . . . . . . . . 3498--3516
Monica Billio and
Mila Getmansky and
Loriana Pelizzon Dynamic risk exposures in hedge funds 3517--3532
Christian M. Hafner and
Olga Reznikova On the estimation of dynamic conditional
correlation models . . . . . . . . . . . 3533--3545
Massimo Guidolin and
Stuart Hyde Simple VARs cannot approximate Markov
switching asset allocation decisions: an
out-of-sample assessment . . . . . . . . 3546--3566
Jan F. Kiviet and
Jerzy Niemczyk Comparing the asymptotic and empirical
(un)conditional distributions of OLS and
IV in a linear static simultaneous
equation . . . . . . . . . . . . . . . . 3567--3586
B. Klar and
F. Lindner and
S. G. Meintanis Specification tests for the error
distribution in GARCH models . . . . . . 3587--3598
Rachidi Kotchoni Applications of the characteristic
function-based continuum GMM in finance 3599--3622
Laurie Davies and
Christian Höhenrieder and
Walter Krämer Recursive computation of piecewise
constant volatilities . . . . . . . . . 3623--3631
Wilson Kwan and
Wai Keung Li and
Guodong Li On the estimation and diagnostic
checking of the ARFIMA--HYGARCH model 3632--3644
Junye Li and
Carlo Favero and
Fulvio Ortu A spectral estimation of tempered stable
stochastic volatility models and option
pricing . . . . . . . . . . . . . . . . 3645--3658
Aristidis K. Nikoloulopoulos and
Harry Joe and
Haijun Li Vine copulas with asymmetric tail
dependence and applications to financial
return data . . . . . . . . . . . . . . 3659--3673
Tsunehiro Ishihara and
Yasuhiro Omori Efficient Bayesian estimation of a
multivariate stochastic volatility model
with cross leverage and heavy-tailed
errors . . . . . . . . . . . . . . . . . 3674--3689
Jouchi Nakajima and
Yasuhiro Omori Stochastic volatility model with
leverage and asymmetrically heavy-tailed
error using GH skew Student's
$t$-distribution . . . . . . . . . . . . 3690--3704
Jan F. Kiviet and
Garry D. A. Phillips Higher-order asymptotic expansions of
the least-squares estimation bias in
first-order dynamic regression models 3705--3729
Davide Raggi and
Silvano Bordignon Long memory and nonlinearities in
realized volatility: a Markov switching
approach . . . . . . . . . . . . . . . . 3730--3742
G. W. Peters and
S. A. Sisson and
Y. Fan Likelihood-free Bayesian inference for $
\alpha $-stable models . . . . . . . . . 3743--3756
Alessandro Carta and
Mark F. J. Steel Modelling multi-output stochastic
frontiers using copulas . . . . . . . . 3757--3773
Nikolaus Hautsch and
Fuyu Yang Bayesian inference in a Stochastic
Volatility Nelson--Siegel model . . . . 3774--3792
Christian Huurman and
Francesco Ravazzolo and
Chen Zhou The power of weather . . . . . . . . . . 3793--3807
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--ix
Ioanna Manolopoulou and
Thomas B. Kepler and
Daniel M. Merl Mixtures of Gaussian wells: Theory,
computation, and application . . . . . . 3809--3820
T. Teuber and
A. Lang A new similarity measure for nonlocal
filtering in the presence of
multiplicative noise . . . . . . . . . . 3821--3842
Adrian O'Hagan and
Thomas Brendan Murphy and
Isobel Claire Gormley Computational aspects of fitting mixture
models via the expectation--maximization
algorithm . . . . . . . . . . . . . . . 3843--3864
A. Kitsche and
L. A. Hothorn and
F. Schaarschmidt The use of historical controls in
estimating simultaneous confidence
intervals for comparisons against a
concurrent control . . . . . . . . . . . 3865--3875
Pooja Soni and
Isha Dewan and
Kanchan Jain Nonparametric estimation of quantile
density function . . . . . . . . . . . . 3876--3886
Cecilia Azevedo and
Víctor Leiva and
Emilia Athayde and
N. Balakrishnan Shape and change point analyses of the
Birnbaum--Saunders-$t$ hazard rate and
associated estimation . . . . . . . . . 3887--3897
M. Oliveira and
R. M. Crujeiras and
A. Rodríguez-Casal A plug-in rule for bandwidth selection
in circular density estimation . . . . . 3898--3908
Hua Zhou and
Yiwen Zhang EM vs MM: a case study . . . . . . . . . 3909--3920
Gladys E. Salcedo and
Rogério F. Porto and
Pedro A. Morettin Comparing non-stationary and irregularly
spaced time series . . . . . . . . . . . 3921--3934
Giles Hooker and
James O. Ramsay Learned-loss boosting . . . . . . . . . 3935--3944
Chin-I. Cheng and
Paul L. Speckman Bayesian smoothing spline analysis of
variance . . . . . . . . . . . . . . . . 3945--3958
Rui Paulo and
Gonzalo García-Donato and
Jesús Palomo Calibration of computer models with
multivariate output . . . . . . . . . . 3959--3974
Shulin Zhang and
Peter X.-K. Song and
Daimin Shi and
Qian M. Zhou Information ratio test for model
misspecification on parametric
structures in stochastic diffusion
models . . . . . . . . . . . . . . . . . 3975--3987
Lluís Bermúdez and
Dimitris Karlis A finite mixture of bivariate Poisson
regression models with an application to
insurance ratemaking . . . . . . . . . . 3988--3999
Andrea Gottlieb and
Hans-Georg Müller A stickiness coefficient for
longitudinal data . . . . . . . . . . . 4000--4010
N. Balakrishnan and
Debanjan Mitra Left truncated and right censored
Weibull data and likelihood inference
with an illustration . . . . . . . . . . 4011--4025
Wei Shao and
Yijun Zuo Simulated annealing for higher
dimensional projection depth . . . . . . 4026--4036
Zhaosong Lu and
Ting Kei Pong and
Yong Zhang An alternating direction method for
finding Dantzig selectors . . . . . . . 4037--4046
Eisa Mahmoudi and
Ali Akbar Jafari Generalized exponential--power series
distributions . . . . . . . . . . . . . 4047--4066
Francesco Bartolucci and
Luisa Scaccia and
Alessio Farcomeni Bayesian inference through encompassing
priors and importance sampling for a
class of marginal models for categorical
data . . . . . . . . . . . . . . . . . . 4067--4080
Julia Schaumburg Predicting extreme value at risk:
Nonparametric quantile regression with
refinements from extreme value theory 4081--4096
Hwan Chung and
Hsiu-Ching Chang Bayesian approaches to the model
selection problem in the analysis of
latent stage-sequential process . . . . 4097--4110
Byran J. Smucker and
Enrique del Castillo and
James L. Rosenberger Model-robust designs for split-plot
experiments . . . . . . . . . . . . . . 4111--4121
A. F. Berlinet and
Ch. Roland Acceleration of the EM algorithm: P-EM
versus epsilon algorithm . . . . . . . . 4122--4137
Félix Almendra-Arao Efficient calculation of test sizes for
non-inferiority . . . . . . . . . . . . 4138--4145
Zhaoping Hong and
Heng Lian BOPA: a Bayesian hierarchical model for
outlier expression detection . . . . . . 4146--4156
Koon Shing Kwong and
Siu Hung Cheung Optimal design for $p$-value consistent
step-up procedures for multiple
comparisons with a control in
direction-mixed families . . . . . . . . 4157--4164
Jianqiang C. Wang and
Scott H. Holan Bayesian multi-regime smooth transition
regression with ordered categorical
variables . . . . . . . . . . . . . . . 4165--4179
Christopher Cox and
Xiuhong Li Model-based estimation of the
attributable risk: a loglinear approach 4180--4189
Xin-Yuan Song and
Nian-Sheng Tang and
Sy-Miin Chow A Bayesian approach for generalized
random coefficient structural equation
models for longitudinal data with
adjacent time effects . . . . . . . . . 4190--4203
Ai-Ping Li and
Feng-Chang Xie Diagnostics for a class of survival
regression models with heavy-tailed
errors . . . . . . . . . . . . . . . . . 4204--4214
Ioannis Andrianakis and
Peter G. Challenor The effect of the nugget on Gaussian
process emulators of computer models . . 4215--4228
Hai-Yan Xu and
Min Xie and
Thong Ngee Goh and
Xiuju Fu A model for integer-valued time series
with conditional overdispersion . . . . 4229--4242
Myrsini Katsikatsou and
Irini Moustaki and
Fan Yang-Wallentin and
Karl G. Jöreskog Pairwise likelihood estimation for
factor analysis models with ordinal data 4243--4258
Mahmoud Torabi Likelihood inference in generalized
linear mixed models with two components
of dispersion using data cloning . . . . 4259--4265
Ping-Hung Hsieh Tales from the tail: Robust estimation
of moments of environmental data with
one-sided detection limits . . . . . . . 4266--4277
Wenpo Huang and
Lianjie Shu and
Wei Jiang Evaluation of exponentially weighted
moving variance control chart subject to
linear drifts . . . . . . . . . . . . . 4278--4289
Jianhua Zhao and
Philip L. H. Yu and
Lei Shi and
Shulan Li Separable linear discriminant analysis 4290--4300
Adam W. Grace and
Ian A. Wood Approximating the tail of the
Anderson--Darling distribution . . . . . 4301--4311
Haifen Li and
Jiajia Zhang and
Yincai Tang Induced smoothing for the semiparametric
accelerated hazards model . . . . . . . 4312--4319
Bing Xing Wang Generalized interval estimation for the
Birnbaum--Saunders distribution . . . . 4320--4326
C. J. Potgieter and
F. Lombard Nonparametric estimation of location and
scale parameters . . . . . . . . . . . . 4327--4337
Luis M. Castro and
Héctor W. Gómez and
Maria Valenzuela Epsilon half-normal model: Properties
and inference . . . . . . . . . . . . . 4338--4347
Nian-Sheng Tang and
Xing-De Duan A semiparametric Bayesian approach to
generalized partial linear mixed models
for longitudinal data . . . . . . . . . 4348--4365
Christopher S. Withers and
Saralees Nadarajah Improved confidence regions based on
Edgeworth expansions . . . . . . . . . . 4366--4380
John H. Nixon Investigations into refinements of
Storey's method of multiple hypothesis
testing minimising the FDR, and its
application to test binomial data . . . 4381--4398
Caio L. N. Azevedo and
Dalton F. Andrade and
Jean-Paul Fox A Bayesian generalized multiple group
IRT model with model-fit assessment
tools . . . . . . . . . . . . . . . . . 4399--4412
Zhensheng Huang Efficient inferences on the
varying-coefficient single-index model
with empirical likelihood . . . . . . . 4413--4420
Johan Lim and
Kiseop Lee and
Donghyeon Yu and
Haiyan Liu and
Michael Sherman Parameter estimation in the spatial
auto-logistic model with working
independent subblocks . . . . . . . . . 4421--4432
L. Doyen Reliability analysis and joint
assessment of Brown--Proschan preventive
maintenance efficiency and intrinsic
wear-out . . . . . . . . . . . . . . . . 4433--4449
Jean-François Beaumont and
Anne-Sophie Charest Bootstrap variance estimation with
survey data when estimating model
parameters . . . . . . . . . . . . . . . 4450--4461
Murat O. Ahmed and
Guenther Walther Investigating the multimodality of
multivariate data with principal curves 4462--4469
Kenichi Kanatani and
Hirotaka Niitsuma Optimal computation of $3$-D similarity:
Gauss--Newton vs. Gauss--Helmert . . . . 4470--4483
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Editorial Board . . . . . . . . . . . . vi--ix
Chew-Seng Chee and
Yong Wang Minimum quadratic distance density
estimation using nonparametric mixtures 1--16
Asis Kumar Chattopadhyay and
Saptarshi Mondal and
Tanuka Chattopadhyay Independent Component Analysis for the
objective classification of globular
clusters of the galaxy NGC 5128 . . . . 17--32
Xingqiu Zhao and
Xingwei Tong and
Jianguo Sun Robust estimation for panel count data
with informative observation times . . . 33--40
Yongdai Kim and
Joungyoun Kim and
Woncheol Jang An EM algorithm for the proportional
hazards model with doubly censored data 41--51
Mahdi Teimouri and
Saralees Nadarajah On simulating Balakrishnan skew-normal
variates . . . . . . . . . . . . . . . . 52--58
Sangyeol Lee A maximum entropy type test of fit:
Composite hypothesis case . . . . . . . 59--67
Larissa Santana Barreto and
Audrey H. M. A. Cysneiros and
Francisco Cribari-Neto Improved Birnbaum--Saunders inference
under type II censoring . . . . . . . . 68--81
Jason H. Stover and
Matthew C. Ulm Hyperparameter estimation and plug-in
kernel density estimates for maximum a
posteriori land-cover classification
with multiband satellite data . . . . . 82--94
Joaquín Pacheco and
Silvia Casado and
Santiago Porras Exact methods for variable selection in
principal component analysis: Guide
functions and pre-selection . . . . . . 95--111
Peter X.-K. Song and
R. Keith Freeland and
Atanu Biswas and
Shulin Zhang Statistical analysis of discrete-valued
time series using categorical ARMA
models . . . . . . . . . . . . . . . . . 112--124
Byungsoo Kim and
Sangyeol Lee Robust estimation for the covariance
matrix of multivariate time series based
on normal mixtures . . . . . . . . . . . 125--140
W. Liu and
P. Ah-Kine and
F. Bretz and
A. J. Hayter Exact simultaneous confidence intervals
for a finite set of contrasts of three,
four or five generally correlated normal
means . . . . . . . . . . . . . . . . . 141--148
Azizur Rahman and
Ann Harding and
Robert Tanton and
Shuangzhe Liu Simulating the characteristics of
populations at the small area level: New
validation techniques for a spatial
microsimulation model in Australia . . . 149--165
N. Balakrishnan and
Debasis Kundu Hybrid censoring: Models, inferential
results and applications . . . . . . . . 166--209
Chyong-Mei Chen and
Tai-Fang C. Lu and
Chao-Min Hsu Association estimation for clustered
failure time data with a cure fraction 210--222
Tao Wang and
Lixing Zhu Sparse sufficient dimension reduction
using optimal scoring . . . . . . . . . 223--232
Mehreteab Aregay and
Ziv Shkedy and
Geert Molenberghs A hierarchical Bayesian approach for the
analysis of longitudinal count data with
overdispersion: a simulation study . . . 233--245
Guogen Shan and
Changxing Ma and
Alan D. Hutson and
Gregory E. Wilding Some tests for detecting trends based on
the modified Baumgartner--Weiß--Schindler
statistics . . . . . . . . . . . . . . . 246--261
Zhenyu Liu and
Reza Modarres and
Mengta Yang A multivariate control quantile test
using data depth . . . . . . . . . . . . 262--270
Debasis Kundu and
Arjun K. Gupta Bayes estimation for the Marshall--Olkin
bivariate Weibull distribution . . . . . 271--281
Tian Siva Tian and
Gareth M. James Interpretable dimension reduction for
classifying functional data . . . . . . 282--296
Heung Wong and
Riquan Zhang and
Bartholomew Leung and
Zhensheng Huang Testing the significance of index
parameters in varying-coefficient
single-index models . . . . . . . . . . 297--308
Li-Ching Chen and
Jiun-Yi Wang Testing the fit of the logistic model
for matched case-control studies . . . . 309--319
Christopher C. Drovandi and
James M. McGree and
Anthony N. Pettitt Sequential Monte Carlo for Bayesian
sequentially designed experiments for
discrete data . . . . . . . . . . . . . 320--335
Cheolwoo Park and
Jib Huh Statistical inference and visualization
in scale-space using local likelihood 336--348
C. Bruffaerts and
B. De Rock and
C. Dehon The robustness of the hyperbolic
efficiency estimator . . . . . . . . . . 349--363
Ivana Horová and
Jan Kolá\vcek and
Kamila Vopatová Full bandwidth matrix selectors for
gradient kernel density estimate . . . . 364--376
Vera Hofer and
Georg Krempl Drift mining in data: a framework for
addressing drift in classification . . . 377--391
Jianmin Wu and
Peter M. Bentler Limited information estimation in binary
factor analysis: a review and extension 392--403
Norbert Reményi and
Brani Vidakovic $ \Lambda $-neighborhood wavelet
shrinkage . . . . . . . . . . . . . . . 404--416
Melvin M. Varughese Parameter estimation for multivariate
diffusion systems . . . . . . . . . . . 417--428
Benjamin T. Rolfs and
Bala Rajaratnam A note on the lack of symmetry in the
graphical lasso . . . . . . . . . . . . 429--434
Yanlin Tang and
Huixia Judy Wang and
Zhongyi Zhu Variable selection in quantile varying
coefficient models with longitudinal
data . . . . . . . . . . . . . . . . . . 435--449
Larissa A. Matos and
Victor H. Lachos and
N. Balakrishnan and
Filidor V. Labra Influence diagnostics in linear and
nonlinear mixed-effects models with
censored data . . . . . . . . . . . . . 450--464
Wei Shao and
Guangbao Guo and
Fanyu Meng and
Shuqin Jia An efficient proposal distribution for
Metropolis--Hastings using a B-splines
technique . . . . . . . . . . . . . . . 465--478
Zeng-Hua Lu Halfline tests for multivariate
one-sided alternatives . . . . . . . . . 479--490
Xiaolin Chen and
Qihua Wang Variable selection in the additive rate
model for recurrent event data . . . . . 491--503
Brian L. Mark and
Yariv Ephraim An EM algorithm for continuous-time
bivariate Markov chains . . . . . . . . 504--517
M. Fátima Brilhante and
M. Ivette Gomes and
Dinis Pestana A simple generalisation of the Hill
estimator . . . . . . . . . . . . . . . 518--535
M. Aquaro and
P. \vCi\vzek One-step robust estimation of
fixed-effects panel data models . . . . 536--548
Mahmoud Torabi Likelihood inference in generalized
linear mixed measurement error models 549--557
Hohsuk Noh and
Anouar El Ghouch and
Ingrid Van Keilegom Assessing model adequacy in possibly
misspecified quantile regression . . . . 558--569
Amy Ming-Fang Yen and
Hsiu-Hsi Chen Stochastic models for multiple pathways
of temporal natural history on
co-morbidity of chronic disease . . . . 570--588
Heung Wong and
Quanxi Shao and
Wai-cheung Ip Modeling respiratory illnesses with
change point: a lesson from the SARS
epidemic in Hong Kong . . . . . . . . . 589--599
Ryan Janicki and
Donald Malec A Bayesian model averaging approach to
analyzing categorical data with
nonignorable nonresponse . . . . . . . . 600--614
Huazhen Lin and
Heng Peng Smoothed rank correlation of the linear
transformation regression model . . . . 615--630
Abdallah Mkhadri and
Mohamed Ouhourane An extended variable inclusion and
shrinkage algorithm for correlated
variables . . . . . . . . . . . . . . . 631--644
Junfeng Liu and
Yi Wang On Crevecoeur's bathtub-shaped failure
rate model . . . . . . . . . . . . . . . 645--660
Michael Salter-Townshend and
Thomas Brendan Murphy Variational Bayesian inference for the
Latent Position Cluster Model for
network data . . . . . . . . . . . . . . 661--671
Claudia Redenbach and
Aila Särkkä Parameter estimation for growth
interaction processes using
spatio-temporal information . . . . . . 672--683
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--viii
D. Stephen G. Pollock and
Tommaso Proietti and
Esther Ruiz and
Howard Weinert The third special issue on Statistical
Signal Extraction and Filtering . . . . 1--3
Michael A. Thornton Removing seasonality under a changing
regime: Filtering new car sales . . . . 4--14
Junye Li An unscented Kalman smoother for
volatility extraction: Evidence from
stock prices and options . . . . . . . . 15--26
Ting Wang and
Mark Bebbington Identifying anomalous signals in GPS
data using HMMs: an increased likelihood
of earthquakes? . . . . . . . . . . . . 27--44
Julien Gazeaux and
Deborah Batista and
Caspar M. Ammann and
Philippe Naveau and
Cyrille Jégat and
Chaochao Gao Extracting common pulse-like signals
from multiple ice core time series . . . 45--57
Raquel Prado Sequential estimation of mixtures of
structured autoregressive models . . . . 58--70
Pepa Ramírez-Cobo and
Brani Vidakovic A $2$D wavelet-based multiscale approach
with applications to the analysis of
digital mammograms . . . . . . . . . . . 71--81
K. D. Zamba and
Panagiotis Tsiamyrtzis and
Douglas M. Hawkins A three-state recursive sequential
Bayesian algorithm for biosurveillance 82--97
D. S. Poskitt and
Arivalzahan Sengarapillai Description length and dimensionality
reduction in functional data analysis 98--113
Azadeh Moghtaderi and
Patrick Flandrin and
Pierre Borgnat Trend filtering via empirical mode
decompositions . . . . . . . . . . . . . 114--126
Marco Frei and
Hans R. Künsch Mixture ensemble Kalman filters . . . . 127--138
Jesús Navarro-Moreno and
Javier Moreno-Kaiser and
Rosa María Fernández-Alcalá and
Juan Carlos Ruiz-Molina Widely linear prediction for transfer
function models based on the infinite
past . . . . . . . . . . . . . . . . . . 139--146
Swagata Nandi and
Debasis Kundu and
Rajesh Kumar Srivastava Noise space decomposition method for
two-dimensional sinusoidal model . . . . 147--161
Christophe Biernacki and
Julien Jacques A generative model for rank data based
on insertion sort algorithm . . . . . . 162--176
Jongphil Kim The computation of bivariate normal and
$t$ probabilities, with application to
comparisons of three normal means . . . 177--186
Kjartan Rimstad and
Henning Omre Approximate posterior distributions for
convolutional two-level hidden Markov
models . . . . . . . . . . . . . . . . . 187--200
Yanqing Yi Exact statistical power for response
adaptive designs . . . . . . . . . . . . 201--209
Hideki Nagatsuka and
Toshinari Kamakura and
N. Balakrishnan A consistent method of estimation for
the three-parameter Weibull distribution 210--226
J. Su and
A. Srivastava and
F. W. Huffer Detection, classification and estimation
of individual shapes in $2$D and $3$D
point clouds . . . . . . . . . . . . . . 227--241
Mauricio Zevallos and
Wilfredo Palma Minimum distance estimation of ARFIMA
processes . . . . . . . . . . . . . . . 242--256
Fei Ye and
Chen Yue and
Ying Yang Modeling time-dependent overdispersion
in longitudinal count data . . . . . . . 257--264
Frank Schaarschmidt Simultaneous confidence intervals for
multiple comparisons among expected
values of log-normal variables . . . . . 265--275
Seung Won Hyun and
Min Yang and
Nancy Flournoy A procedure for finding an improved
upper bound on the number of optimal
design points . . . . . . . . . . . . . 276--282
Song Zhang and
Chul Ahn Sample size calculation for comparing
time-averaged responses in $k$-group
repeated-measurement studies . . . . . . 283--291
A. Chakraborty and
M. A. Beamonte and
A. E. Gelfand and
M. P. Alonso and
P. Gargallo and
M. Salvador Spatial interaction models with
individual-level data for explaining
labor flows and developing local labor
markets . . . . . . . . . . . . . . . . 292--307
Yolanda Marhuenda and
Isabel Molina and
Domingo Morales Small area estimation with
spatio-temporal Fay--Herriot models . . 308--325
Ricardo Fraiman and
Marcela Svarc Resistant estimates for high dimensional
and functional data based on random
projections . . . . . . . . . . . . . . 326--338
Feng Yi and
Hui Zou SURE-tuned tapering estimation of large
covariance matrices . . . . . . . . . . 339--351
Rodrigo B. Silva and
Marcelo Bourguignon and
Cícero R. B. Dias and
Gauss M. Cordeiro The compound class of extended Weibull
power series distributions . . . . . . . 352--367
M. Luz Gámiz Pérez and
María Dolores Martínez Miranda and
Jens Perch Nielsen Smoothing survival densities in practice 368--382
Ani Eloyan and
Sujit K. Ghosh A semiparametric approach to source
separation using independent component
analysis . . . . . . . . . . . . . . . . 383--396
Hisham Hilow Comparison among run order algorithms
for sequential factorial experiments . . 397--406
Riccardo Borgoni and
Luigi Radaelli and
Valeria Tritto and
Diego Zappa Optimal reduction of a spatial
monitoring grid: Proposals and
applications in process control . . . . 407--419
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Editorial Board . . . . . . . . . . . . vi--vii
Ida Hertel and
Michael Kohler Estimation of the optimal design of a
nonlinear parametric regression problem
via Monte Carlo experiments . . . . . . 1--12
Andrew T. Karl and
Yan Yang and
Sharon L. Lohr Efficient maximum likelihood estimation
of multiple membership linear mixed
models, with an application to
educational value-added assessments . . 13--27
Kei Hirose and
Shohei Tateishi and
Sadanori Konishi Tuning parameter selection in sparse
regression modeling . . . . . . . . . . 28--40
Yili Hong On computing the distribution function
for the Poisson binomial distribution 41--51
J. Dißmann and
E. C. Brechmann and
C. Czado and
D. Kurowicka Selecting and estimating regular vine
copulae and application to financial
returns . . . . . . . . . . . . . . . . 52--69
Mayukh Samanta and
A. H. Welsh Bootstrapping for highly unbalanced
clustered data . . . . . . . . . . . . . 70--81
Oleksandr Gromenko and
Piotr Kokoszka Nonparametric inference in small data
sets of spatially indexed curves with
application to ionospheric trend
determination . . . . . . . . . . . . . 82--94
Jiajia Zhang and
Yingwei Peng and
Haifen Li A new semiparametric estimation method
for accelerated hazards mixture cure
model . . . . . . . . . . . . . . . . . 95--102
Jun Zhang and
Yujie Gai and
Ping Wu Estimation in linear regression models
with measurement errors subject to
single-indexed distortion . . . . . . . 103--120
Zhensheng Huang and
Zhen Pang and
Tao Hu Testing structural change in partially
linear single-index models with
error-prone linear covariates . . . . . 121--133
Junhui Wang and
Yixin Fang Analysis of presence-only data via
semi-supervised learning approaches . . 134--143
F. B. Gonçalves and
D. Gamerman and
T. M. Soares Simultaneous multifactor DIF analysis
and detection in Item Response Theory 144--160
Cristian Villegas and
Gilberto A. Paula and
Francisco José A. Cysneiros and
Manuel Galea Influence diagnostics in generalized
symmetric linear models . . . . . . . . 161--170
Donghwan Lee and
Youngjo Lee and
Myunghee Cho Paik and
Michael G. Kenward Robust inference using hierarchical
likelihood approach for heavy-tailed
longitudinal outcomes with missing data:
an alternative to inverse probability
weighted generalized estimating
equations . . . . . . . . . . . . . . . 171--179
Matthijs J. Warrens The Cicchetti--Allison weighting matrix
is positive definite . . . . . . . . . . 180--182
M. C. Jones Erratum to: ``On simulating Balakrishnan
skew-normal variates'' by Mahdi Teimouri
and Saralees Nadarajah [Comput. Statist.
Data Anal. \bf 57 (2013) 52--58] . . . . 183--184
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Editorial Board . . . . . . . . . . . . vi--vii
Xiaohui Liu and
Yijun Zuo and
Zhizhong Wang Exactly computing bivariate projection
depth contours and median . . . . . . . 1--11
Aaron F. McDaid and
Thomas Brendan Murphy and
Nial Friel and
Neil J. Hurley Improved Bayesian inference for the
stochastic block model with application
to large networks . . . . . . . . . . . 12--31
Shen Liu and
Elizabeth Ann Maharaj A hypothesis test using bias-adjusted AR
estimators for classifying time series
in small samples . . . . . . . . . . . . 32--49
A. Hapfelmeier and
K. Ulm A new variable selection approach using
Random Forests . . . . . . . . . . . . . 50--69
Jae Keun Yoo Advances in seeded dimension reduction:
Bootstrap criteria and extensions . . . 70--79
Xianhui Liu and
Zhanfeng Wang and
Yaohua Wu Group variable selection and estimation
in the Tobit censored response model . . 80--89
Laura Ventura and
Nicola Sartori and
Walter Racugno Objective Bayesian higher-order
asymptotics in models with nuisance
parameters . . . . . . . . . . . . . . . 90--96
E.-I. Delatola and
J. E. Griffin A Bayesian semiparametric model for
volatility with a leverage effect . . . 97--110
G. Rauch and
M. Kieser An expected power approach for the
assessment of composite endpoints and
their components . . . . . . . . . . . . 111--122
Xingqiu Zhao and
Ran Duan and
Qiang Zhao and
Jianguo Sun A new class of generalized log rank
tests for interval-censored failure time
data . . . . . . . . . . . . . . . . . . 123--131
Chia-Cheng Chen and
Huiman X. Barnhart Assessing agreement with intraclass
correlation coefficient and concordance
correlation coefficient for data with
repeated measures . . . . . . . . . . . 132--145
Edna A. Reis and
Dani Gamerman and
Marina S. Paez and
Thiago G. Martins Bayesian dynamic models for space--time
point processes . . . . . . . . . . . . 146--156
Jesse Frey and
Le Wang Most powerful rank tests for perfect
rankings . . . . . . . . . . . . . . . . 157--168
Moonseong Heo and
Xiaonan Xue and
Mimi Y. Kim Sample size requirements to detect an
intervention by time interaction in
longitudinal cluster randomized clinical
trials with random slopes . . . . . . . 169--178
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Editorial Board . . . . . . . . . . . . vi--vii
Chris J. Lloyd A numerical investigation of the
accuracy of parametric bootstrap for
discrete data . . . . . . . . . . . . . 1--6
David Bolin and
Finn Lindgren A comparison between Markov
approximations and other methods for
large spatial data sets . . . . . . . . 7--21
Dae-Jin Lee and
María Durbán and
Paul Eilers Efficient two-dimensional smoothing with
$P$-spline ANOVA mixed models and nested
bases . . . . . . . . . . . . . . . . . 22--37
Thomas Mathew and
Derek S. Young Fiducial-based tolerance intervals for
some discrete distributions . . . . . . 38--49
J. Derek Tucker and
Wei Wu and
Anuj Srivastava Generative models for functional data
using phase and amplitude separation . . 50--66
Hwa Kyung Lim and
Juwon Song and
Byoung Cheol Jung Score tests for zero-inflation and
overdispersion in two-level count data 67--82
J. P. Brooks and
J. H. Dulá and
E. L. Boone A pure $ L_1 $-norm principal component
analysis . . . . . . . . . . . . . . . . 83--98
Edward J. Bedrick and
Anwar Hossain Conditional tests for homogeneity of
zero-inflated Poisson and Poisson-hurdle
distributions . . . . . . . . . . . . . 99--106
C. Moreira and
I. Van Keilegom Bandwidth selection for kernel density
estimation with doubly truncated data 107--123
Heinrich Fritz and
Luis A. García-Escudero and
Agustín Mayo-Iscar A fast algorithm for robust constrained
clustering . . . . . . . . . . . . . . . 124--136
Jorge I. Figueroa-Zúñiga and
Reinaldo B. Arellano-Valle and
Silvia L. P. Ferrari Mixed beta regression: a Bayesian
perspective . . . . . . . . . . . . . . 137--147
A. J. Sáez-Castillo and
A. Conde-Sánchez A hyper-Poisson regression model for
overdispersed and underdispersed count
data . . . . . . . . . . . . . . . . . . 148--157
Giampiero Marra and
Rosalba Radice Estimation of a regression spline sample
selection model . . . . . . . . . . . . 158--173
Gaorong Li and
Heng Lian and
Sanying Feng and
Lixing Zhu Automatic variable selection for
longitudinal generalized linear models 174--186
Isis Didier Lins and
Moacyr Araujo and
Márcio das Chagas Moura and
Marcus André Silva and
Enrique López Droguett Prediction of sea surface temperature in
the tropical Atlantic by support vector
machines . . . . . . . . . . . . . . . . 187--198
Félix Belzunce and
Carolina Martínez-Riquelme and
José M. Ruiz On sufficient conditions for mean
residual life and related orders . . . . 199--210
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Editorial Board . . . . . . . . . . . . vi--vii
Volodymyr Melnykov and
Gang Shen Clustering through empirical likelihood
ratio . . . . . . . . . . . . . . . . . 1--10
Arturo J. Fernández Smallest Pareto confidence regions and
applications . . . . . . . . . . . . . . 11--25
Seokho Lee and
Jianhua Z. Huang A coordinate descent MM algorithm for
fast computation of sparse logistic PCA 26--38
Le Kang and
Lili Tian Estimation of the volume under the ROC
surface with three ordinal diagnostic
categories . . . . . . . . . . . . . . . 39--51
Guillermo Ferreira and
Alejandro Rodríguez and
Bernardo Lagos Kalman filter estimation for a
regression model with locally stationary
errors . . . . . . . . . . . . . . . . . 52--69
Zhensheng Huang and
Zhen Pang and
Riquan Zhang Adaptive profile-empirical-likelihood
inferences for generalized single-index
models . . . . . . . . . . . . . . . . . 70--82
Akim Adekpedjou and
Russell Stocker and
Withanage A. De Mel A class of inference procedures for
validating the generalized Koziol--Green
model with recurrent events . . . . . . 83--92
Baiguo An and
Jianhua Guo and
Hansheng Wang Multivariate regression shrinkage and
selection by canonical correlation
analysis . . . . . . . . . . . . . . . . 93--107
Ananda Sen and
Nandini Kannan and
Debasis Kundu Bayesian planning and inference of a
progressively censored sample from
linear hazard rate distribution . . . . 108--121
Diego Vidaurre and
Concha Bielza and
Pedro Larrañaga Sparse regularized local regression . . 122--135
Jenny Häggström Bandwidth selection for backfitting
estimation of semiparametric additive
models: a simulation study . . . . . . . 136--148
Artur J. Lemonte A new exponential-type distribution with
constant, decreasing, increasing,
upside-down bathtub and bathtub-shaped
failure rate function . . . . . . . . . 149--170
Pengcheng Chen and
Jiajia Zhang and
Riquan Zhang Estimation of the accelerated failure
time frailty model under generalized
gamma frailty . . . . . . . . . . . . . 171--180
Young-Ju Kim A partial spline approach for
semiparametric estimation of
varying-coefficient partially linear
models . . . . . . . . . . . . . . . . . 181--187
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Carolina Marchant and
Karine Bertin and
Víctor Leiva and
Helton Saulo Generalized Birnbaum--Saunders kernel
density estimators and an analysis of
financial data . . . . . . . . . . . . . 1--15
Nikos Pantazis and
Michael G. Kenward and
Giota Touloumi Performance of parametric survival
models under non-random interval
censoring: a simulation study . . . . . 16--30
Masao Ueki and
Yoshinori Kawasaki Multiple choice from competing
regression models under
multicollinearity based on standardized
update . . . . . . . . . . . . . . . . . 31--41
Weixin Yao and
Qin Wang Robust variable selection through MAVE 42--49
Hyokyoung Grace Hong A quantile approach to the power
transformed location--scale model . . . 50--62
Rabi Bhattacharya and
Lizhen Lin Recent progress in the nonparametric
estimation of monotone curves --- With
applications to bioassay and
environmental risk assessment . . . . . 63--80
Stéphane Derrode and
Wojciech Pieczynski Unsupervised data classification using
pairwise Markov chains with automatic
copulas selection . . . . . . . . . . . 81--98
Heng Lian and
Jianbo Li and
Yuao Hu Shrinkage variable selection and
estimation in proportional hazards
models with additive structure and high
dimensionality . . . . . . . . . . . . . 99--112
Gustavo L. Gilardoni and
Maristela D. de Oliveira and
Enrico A. Colosimo Nonparametric estimation and bootstrap
confidence intervals for the optimal
maintenance time of a repairable system 113--124
Brunero Liseo and
Antonio Parisi Bayesian inference for the multivariate
skew-normal model: a population Monte
Carlo approach . . . . . . . . . . . . . 125--138
Haileab Hilafu and
Xiangrong Yin Sufficient dimension reduction in
multivariate regressions with
categorical predictors . . . . . . . . . 139--147
Chih-Yuan Hsu and
Tiee-Jian Wu Efficient estimation of the mode of
continuous multivariate data . . . . . . 148--159
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Daeyoung Kim and
Jong-Min Kim and
Shu-Min Liao and
Yoon-Sung Jung Mixture of $D$-vine copulas for modeling
dependence . . . . . . . . . . . . . . . 1--19
M. E. Ghitany and
D. K. Al-Mutairi and
N. Balakrishnan and
L. J. Al-Enezi Power Lindley distribution and
associated inference . . . . . . . . . . 20--33
Artur J. Lemonte A new extended Birnbaum--Saunders
regression model for lifetime modeling 34--50
Waleed A. Yousef Assessing classifiers in terms of the
partial area under the ROC curve . . . . 51--70
Abhijit Mandal and
Ayanendranath Basu Minimum disparity estimation: Improved
efficiency through inlier modification 71--86
Bernhard Klingenberg and
Ville Satopää Simultaneous confidence intervals for
comparing margins of multivariate binary
data . . . . . . . . . . . . . . . . . . 87--98
Edgard M. Maboudou-Tchao and
Vincent Agboto Monitoring the covariance matrix with
fewer observations than variables . . . 99--112
Jane L. Harvill and
Nalini Ravishanker and
Bonnie K. Ray Bispectral-based methods for clustering
time series . . . . . . . . . . . . . . 113--131
Bernd Fellinghauer and
Peter Bühlmann and
Martin Ryffel and
Michael von Rhein and
Jan D. Reinhardt Stable graphical model estimation with
Random Forests for discrete, continuous,
and mixed variables . . . . . . . . . . 132--152
Izabel Cristina Alcantara and
Francisco José A. Cysneiros Linear regression models with
slash-elliptical errors . . . . . . . . 153--164
Thomas Friedrich and
Guido Knapp Generalised interval estimation in the
random effects meta regression model . . 165--179
Rong Jiang and
Zhan-Gong Zhou and
Wei-Min Qian and
Yong Chen Two step composite quantile regression
for single-index models . . . . . . . . 180--191
Jung Seek Kim and
Brian T. Ratchford A Bayesian multivariate probit for
ordinal data with semiparametric
random-effects . . . . . . . . . . . . . 192--208
Rahim Alhamzawi and
Keming Yu Conjugate priors and variable selection
for Bayesian quantile regression . . . . 209--219
Vincent Vandewalle and
Christophe Biernacki and
Gilles Celeux and
Gérard Govaert A predictive deviance criterion for
selecting a generative model in
semi-supervised classification . . . . . 220--236
Victor H. Lachos and
Luis M. Castro and
Dipak K. Dey Bayesian inference in nonlinear
mixed-effects models using normal
independent distributions . . . . . . . 237--252
Adam Petrie and
Thomas R. Willemain An empirical study of tests for
uniformity in multidimensional data . . 253--268
Chang Ding and
Siu-keung Tse and
Ronghai Yang Statistical inference on survival data
in group-parallel clinical trials with
treatment switching . . . . . . . . . . 269--280
M. Korze\'n and
S. Jaroszewicz and
P. Kl\kesk Logistic regression with weight grouping
priors . . . . . . . . . . . . . . . . . 281--298
Qiang Guan and
Yincai Tang and
Ancha Xu Objective Bayesian analysis for
bivariate Marshall--Olkin exponential
distribution . . . . . . . . . . . . . . 299--313
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Christophe Croux and
Elvezio Ronchetti and
Matías Salibián-Barrera and
Stefan Van Aelst Special issue on robust analysis of
complex data . . . . . . . . . . . . . . 1--3
B. Wang and
W. Wertelecki Density estimation for data with
rounding errors . . . . . . . . . . . . 4--12
Mia Hubert and
Goedele Dierckx and
Dina Vanpaemel Detecting influential data points for
the Hill estimator in Pareto-type
distributions . . . . . . . . . . . . . 13--28
Andrea Cerioli and
Alessio Farcomeni and
Marco Riani Robust distances for outlier-free
goodness-of-fit testing . . . . . . . . 29--45
Ricardo A. Maronna and
Victor J. Yohai Robust functional linear regression
based on splines . . . . . . . . . . . . 46--55
Jie Guo and
Manlai Tang and
Maozai Tian and
Kai Zhu Variable selection in high-dimensional
partially linear additive models for
composite quantile regression . . . . . 56--67
Nora Muler and
Víctor J. Yohai Robust estimation for vector
autoregressive models . . . . . . . . . 68--79
Ana M. Bianco and
Graciela Boente and
Isabel M. Rodrigues Robust tests in generalized linear
models with missing responses . . . . . 80--97
John C. Lind and
Douglas P. Wiens and
Victor J. Yohai Robust minimum information loss
estimation . . . . . . . . . . . . . . . 98--112
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
R. J. Evans and
A. Forcina Two algorithms for fitting constrained
marginal models . . . . . . . . . . . . 1--7
Simen Gaure OLS with multiple high dimensional
category variables . . . . . . . . . . . 8--18
Adrian W. Bowman and
Rosa M. Crujeiras Inference for variograms . . . . . . . . 19--31
Shu-Hui Hsieh and
Chin-Shang Li and
Shen-Ming Lee Logistic regression with outcome and
covariates missing separately or
simultaneously . . . . . . . . . . . . . 32--54
François Bachoc Cross Validation and Maximum Likelihood
estimations of hyper-parameters of
Gaussian processes with model
misspecification . . . . . . . . . . . . 55--69
Morteza Amini and
N. Balakrishnan Nonparametric meta-analysis of
independent samples of records . . . . . 70--81
Yijun Zuo Multidimensional medians and uniqueness 82--88
Seokho Lee and
Hyejin Shin and
Nedret Billor $M$-type smoothing spline estimators for
principal functions . . . . . . . . . . 89--100
Hui Zhao and
Pu-Ying Zhao and
Nian-Sheng Tang Empirical likelihood inference for mean
functionals with nonignorably missing
response data . . . . . . . . . . . . . 101--116
Jérôme Morio and
Damien Jacquemart and
Mathieu Balesdent and
Julien Marzat Optimisation of interacting particle
systems for rare event estimation . . . 117--128
Huazhen Lin and
Yi Li and
Ming T. Tan Estimating a unitary effect summary
based on combined survival and
quantitative outcomes . . . . . . . . . 129--139
Cheng Wang and
Longbing Cao and
Baiqi Miao Optimal feature selection for sparse
linear discriminant analysis and its
applications in gene expression data . . 140--149
Xiaoguang Wang and
Dawei Lu and
Lixin Song Statistical inference for partially
linear stochastic models with
heteroscedastic errors . . . . . . . . . 150--160
Ioannis Ntzoufras and
Claudia Tarantola Conjugate and conditional conjugate
Bayesian analysis of discrete graphical
models of marginal independence . . . . 161--177
Donghui Yan and
Aiyou Chen and
Michael I. Jordan Cluster Forests . . . . . . . . . . . . 178--192
Peter Wittek Two-way incremental seriation in the
temporal domain with three-dimensional
visualization: Making sense of evolving
high-dimensional datasets . . . . . . . 193--201
Karin Ayumi Tamura and
Viviana Giampaoli New prediction method for the mixed
logistic model applied in a marketing
problem . . . . . . . . . . . . . . . . 202--216
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
P. C. Álvarez-Esteban and
E. del Barrio and
J. A. Cuesta-Albertos and
C. Matrán Searching for a common pooling pattern
among several samples . . . . . . . . . 1--14
Laine Thomas and
Leonard A. Stefanski and
Marie Davidian Moment adjusted imputation for
multivariate measurement error data with
applications to logistic regression . . 15--24
Hao Jin and
Jinsuo Zhang and
Si Zhang and
Cong Yu The spurious regression of $ {\rm AR}(p)
$ infinite-variance sequence in the
presence of structural breaks . . . . . 25--40
N. Balakrishnan and
Suvra Pal Lognormal lifetimes and likelihood-based
inference for flexible cure rate models
based on COM-Poisson family . . . . . . 41--67
Thiago G. Martins and
Daniel Simpson and
Finn Lindgren and
Håvard Rue Bayesian computing with INLA: New
features . . . . . . . . . . . . . . . . 68--83
Veronica Vinciotti and
Hussein Hashem Robust methods for inferring sparse
network structures . . . . . . . . . . . 84--94
Christopher T. Franck and
Dahlia M. Nielsen and
Jason A. Osborne A method for detecting hidden additivity
in two-factor unreplicated experiments 95--104
Hideitsu Hino and
Keigo Wakayama and
Noboru Murata Entropy-based sliced inverse regression 105--114
Yin Liu and
Guo-Liang Tian A variant of the parallel model for
sample surveys with sensitive
characteristics . . . . . . . . . . . . 115--135
Wei Guan and
Alexander Gray Sparse high-dimensional fractional-norm
support vector machine via DC
programming . . . . . . . . . . . . . . 136--148
Jingjing Yang and
David W. Scott Robust fitting of a Weibull model with
optional censoring . . . . . . . . . . . 149--161
Lu Lin and
Jing Sun and
Lixing Zhu Nonparametric feature screening . . . . 162--174
O. A. Vsevolozhskaya and
M. C. Greenwood and
G. J. Bellante and
S. L. Powell and
R. L. Lawrence and
K. S. Repasky Combining functions and the closure
principle for performing follow-up tests
in functional analysis of variance . . . 175--184
Han Lin Shang Bayesian bandwidth estimation for a
nonparametric functional regression
model with unknown error density . . . . 185--198
Shulian Shang and
Mengling Liu and
Anne Zeleniuch-Jacquotte and
Tess V. Clendenen and
Vittorio Krogh and
Goran Hallmans and
Wenbin Lu Partially linear single index Cox
regression model in nested case-control
studies . . . . . . . . . . . . . . . . 199--212
Xanthi Pedeli and
Dimitris Karlis Some properties of multivariate INAR(1)
processes . . . . . . . . . . . . . . . 213--225
Nuttanan Wichitaksorn and
Hiroki Tsurumi Comparison of MCMC algorithms for the
estimation of Tobit model with
non-normal error: the case of asymmetric
Laplace distribution . . . . . . . . . . 226--235
G. H. Givens and
J. R. Beveridge and
P. J. Phillips and
B. Draper and
Y. M. Lui and
D. Bolme Introduction to face recognition and
evaluation of algorithm performance . . 236--247
Jixian Wang and
George Quartey A semi-parametric approach to analysis
of event duration and prevalence . . . . 248--257
Thomas Fung and
Joanna J. J. Wang and
Eugene Seneta Contaminated Variance--Mean mixing model 258--267
Manoj Kumar Rastogi and
Yogesh Mani Tripathi Estimation using hybrid censored data
from a two-parameter distribution with
bathtub shape . . . . . . . . . . . . . 268--281
Cécile Durot and
Sylvie Huet and
François Koladjo and
Stéphane Robin Least-squares estimation of a convex
discrete distribution . . . . . . . . . 282--298
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Peter Exterkate Model selection in kernel ridge
regression . . . . . . . . . . . . . . . 1--16
Alexander P. Koldanov and
Petr A. Koldanov and
Valeriy A. Kalyagin and
Panos M. Pardalos Statistical procedures for the market
graph construction . . . . . . . . . . . 17--29
Andrew Simpkin and
John Newell An additive penalty $P$-Spline approach
to derivative estimation . . . . . . . . 30--43
Gilberto A. Paula On diagnostics in double generalized
linear models . . . . . . . . . . . . . 44--51
Eric J. Beh and
Duy Tran and
Irene L. Hudson A reformulation of the aggregate
association index using the odds ratio 52--65
Haocheng Li and
Grace Y. Yi A pairwise likelihood approach for
longitudinal data with missing
observations in both response and
covariates . . . . . . . . . . . . . . . 66--81
Liugen Xue Estimation and empirical likelihood for
single-index models with missing data in
the covariates . . . . . . . . . . . . . 82--97
Francis K. C. Hui and
Gery Geenens A nonparametric measure of local
association for two-way contingency
tables . . . . . . . . . . . . . . . . . 98--110
Ji Chen and
Pengfei Liu and
Xinyuan Song Bayesian diagnostics of transformation
structural equation models . . . . . . . 111--128
The Minh Luong and
Yves Rozenholc and
Gregory Nuel Fast estimation of posterior
probabilities in change-point analysis
through a constrained hidden Markov
model . . . . . . . . . . . . . . . . . 129--140
Esther Salazar and
David B. Dunson and
Lawrence Carin Analysis of space--time relational data
with application to legislative voting 141--154
María Luz Gámiz Pérez and
Lena Janys and
María Dolores Martínez Miranda and
Jens Perch Nielsen Bandwidth selection in marker dependent
kernel hazard estimation . . . . . . . . 155--169
Marcus B. Perry and
Gregory V. Michaelson and
M. Alan Ballard On the statistical detection of clusters
in undirected networks . . . . . . . . . 170--189
Myung Hee Lee and
Yufeng Liu Kernel continuum regression . . . . . . 190--201
Kane Nashimoto and
Kristin M. Haldeman and
Christopher M. Tait Multiple comparisons of $k$ binomial
proportions . . . . . . . . . . . . . . 202--212
Christian H. Weiß Serial dependence of NDARMA processes 213--238
Marek Molas and
Maengseok Noh and
Youngjo Lee and
Emmanuel Lesaffre Joint hierarchical generalized linear
models with multivariate Gaussian random
effects . . . . . . . . . . . . . . . . 239--250
Wai-Yin Poon and
Hai-Bin Wang Bayesian analysis of generalized
partially linear single-index models . . 251--261
Sílvia R. C. Lopes and
Taiane S. Prass Seasonal FIEGARCH processes . . . . . . 262--295
Hsiu-Ching Chang and
Hwan Chung Dealing with multiple local modalities
in latent class profile analysis . . . . 296--310
Pier Luigi Conti and
Daniela Marella and
Mauro Scanu Uncertainty analysis for statistical
matching of ordered categorical
variables . . . . . . . . . . . . . . . 311--325
Le Kang and
Chengjie Xiong and
Lili Tian Estimating confidence intervals for the
difference in diagnostic accuracy with
three ordinal diagnostic categories
without a gold standard . . . . . . . . 326--338
Joseph B. Lang and
Maria Iannario Improved tests of independence in
singly-ordered two-way contingency
tables . . . . . . . . . . . . . . . . . 339--351
Shu-Fei Wu One stage multiple comparisons with the
average for exponential location
parameters under heteroscedasticity . . 352--360
Jean-Paul Fox Multivariate zero-inflated modeling with
latent predictors: Modeling feedback
behavior . . . . . . . . . . . . . . . . 361--374
Tung H. Pham and
John T. Ormerod and
M. P. Wand Mean field variational Bayesian
inference for nonparametric regression
with measurement error . . . . . . . . . 375--387
Refik Soyer and
Minje Sung Bayesian dynamic probit models for the
analysis of longitudinal data . . . . . 388--398
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Matteo Rota and
Laura Antolini Finding the optimal cut-point for
Gaussian and Gamma distributed
biomarkers . . . . . . . . . . . . . . . 1--14
Beno\^\ite de Saporta and
Anne Gégout-Petit and
Laurence Marsalle Statistical study of asymmetry in cell
lineage data . . . . . . . . . . . . . . 15--39
Joakim Westerlund On the choice of test for a unit root
when the errors are conditionally
heteroskedastic . . . . . . . . . . . . 40--53
Kaveh Vakili and
Eric Schmitt Finding multivariate outliers with
FastPCS . . . . . . . . . . . . . . . . 54--66
Ayman Alzaatreh and
Felix Famoye and
Carl Lee The gamma-normal distribution:
Properties and applications . . . . . . 67--80
Paul W. Bernhardt and
Huixia Judy Wang and
Daowen Zhang Flexible modeling of survival data with
covariates subject to detection limits
via multiple imputation . . . . . . . . 81--91
Sangyeol Lee Goodness of fit test for discrete random
variables . . . . . . . . . . . . . . . 92--100
Chengjie Xiong and
Jingqin Luo and
Feng Gao and
John C. Morris Optimizing parameters in clinical trials
with a randomized start or withdrawal
design . . . . . . . . . . . . . . . . . 101--113
Song Zhang and
Jing Cao and
Chul Ahn A GEE approach to determine sample size
for pre- and post-intervention
experiments with dropout . . . . . . . . 114--121
Omer Ozturk and
Mohammad Jafari Jozani Inclusion probabilities in partially
rank ordered set sampling . . . . . . . 122--132
S. M. Sadooghi-Alvandi and
A. Malekzadeh Simultaneous confidence intervals for
ratios of means of several lognormal
distributions: a parametric bootstrap
approach . . . . . . . . . . . . . . . . 133--140
Paulo C. Emiliano and
Mário J. F. Vivanco and
Fortunato S. de Menezes Information criteria: How do they behave
in different models? . . . . . . . . . . 141--153
Aboubacar Amiri and
Christophe Crambes and
Baba Thiam Recursive estimation of nonparametric
regression with functional covariate . . 154--172
Liyong Fu and
Mingliang Wang and
Yuancai Lei and
Shouzheng Tang Parameter estimation of two-level
nonlinear mixed effects models using
first order conditional linearization
and the EM algorithm . . . . . . . . . . 173--183
Markus Chagas Stein and
Michel Ferreira da Silva and
Luiz Henrique Duczmal Alternatives to the usual likelihood
ratio test in mixed linear models . . . 184--197
Jin-Hong Park and
Dipankar Bandyopadhyay and
Elizabeth Letourneau Examining deterrence of adult sex
crimes: a semi-parametric intervention
time-series approach . . . . . . . . . . 198--207
Liewen Jiang and
Howard D. Bondell and
Huixia Judy Wang Interquantile shrinkage and variable
selection in quantile regression . . . . 208--219
Gerd K. Rosenkranz Bootstrap corrections of treatment
effect estimates following selection . . 220--227
Xu Guo and
Tao Wang and
Wangli Xu and
Lixing Zhu Dimension reduction with missing
response at random . . . . . . . . . . . 228--242
Kwang Woo Ahn and
Kung-Sik Chan Approximate conditional least squares
estimation of a nonlinear state-space
model via an unscented Kalman filter . . 243--254
Ana Arribas-Gil and
Hans-Georg Müller Pairwise dynamic time warping for event
data . . . . . . . . . . . . . . . . . . 255--268
Florian Frommlet and
Felix Ruhaltinger and
Piotr Twaróg and
Ma\lgorzata Bogdan Corrigendum to ``Modified versions of
Bayesian Information Criterion for
genome-wide association studies''
[Comput. Statist. Data Anal. \bf 56 (5)
(2012) 1038--1051] . . . . . . . . . . . 269
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Heiko Großmann Automating the analysis of variance of
orthogonal designs . . . . . . . . . . . 1--18
Sophie Hautphenne and
Mark Fackrell An EM algorithm for the model fitting of
Markovian binary trees . . . . . . . . . 19--34
P. Menéndez and
Y. Fan and
P. H. Garthwaite and
S. A. Sisson Simultaneous adjustment of bias and
coverage probabilities for confidence
intervals . . . . . . . . . . . . . . . 35--44
Elizabeth G. Ryan and
Christopher C. Drovandi and
M. Helen Thompson and
Anthony N. Pettitt Towards Bayesian experimental design for
nonlinear models that require a large
number of sampling times . . . . . . . . 45--60
W. J. J. Roberts Factor analysis parameter estimation
from incomplete data . . . . . . . . . . 61--66
Elizabeth Ann Maharaj and
Andrés M. Alonso Discriminant analysis of multivariate
time series: Application to diagnosis
based on ECG signals . . . . . . . . . . 67--87
Raul Cruz-Cano and
Mei-Ling Ting Lee Fast regularized canonical correlation
analysis . . . . . . . . . . . . . . . . 88--100
Suohong Wang and
Biao Zhang Semiparametric empirical likelihood
confidence intervals for AUC under a
density ratio model . . . . . . . . . . 101--115
Lan Wu and
Yuehan Yang and
Hanzhong Liu Nonnegative-lasso and application in
index tracking . . . . . . . . . . . . . 116--126
Tony Siu Tung Wong and
Wai Keung Li Test for homogeneity in gamma mixture
models using likelihood ratio . . . . . 127--137
Shan Luo and
Zehua Chen Edge detection in sparse Gaussian
graphical models . . . . . . . . . . . . 138--152
Eugene Kouassi and
Mbodja Mougoué and
Joel Sango and
J. M. Bosson Brou and
Claude M. O. Amba and
Afeez Adebare Salisu Testing for heteroskedasticity and
spatial correlation in a two way random
effects model . . . . . . . . . . . . . 153--171
Guochang Wang and
Nan Lin and
Baoxue Zhang Functional $k$-means inverse regression 172--182
Tao Zhang and
Qingzhao Zhang and
Qihua Wang Model detection for functional
polynomial regression . . . . . . . . . 183--197
S. Roberts and
G. Nowak Stabilizing the lasso against
cross-validation variability . . . . . . 198--211
Mike K. P. So and
Ray S. W. Chung Dynamic seasonality in time series . . . 212--226
Genevi\`eve Lefebvre and
Juli Atherton and
Denis Talbot The effect of the prior distribution in
the Bayesian Adjustment for Confounding
algorithm . . . . . . . . . . . . . . . 227--240
Peng Lai and
Qihua Wang and
Xiao-Hua Zhou Variable selection and semiparametric
efficient estimation for the
heteroscedastic partially linear
single-index model . . . . . . . . . . . 241--256
David Campbell and
Subhash Lele An ANOVA test for parameter estimability
using data cloning with application to
statistical inference for dynamic
systems . . . . . . . . . . . . . . . . 257--267
Yolanda Marhuenda and
Domingo Morales and
María del Carmen Pardo Information criteria for Fay--Herriot
model selection . . . . . . . . . . . . 268--280
Michael A. Kouritzin and
Fraser Newton and
Biao Wu A graph theoretic approach to simulation
and classification . . . . . . . . . . . 281--294
Wenjing Xu and
Qing Pan and
Joseph L. Gastwirth Cox proportional hazards models with
frailty for negatively correlated
employment processes . . . . . . . . . . 295--307
Linyuan Li and
Shan Yao and
Pierre Duchesne On wavelet-based testing for serial
correlation of unknown form using Fan's
adaptive Neyman method . . . . . . . . . 308--327
Xavier Puig and
Josep Ginebra A cluster analysis of vote transitions 328--344
Shen Liu and
Elizabeth Ann Maharaj and
Brett Inder Polarization of forecast densities: a
new approach to time series
classification . . . . . . . . . . . . . 345--361
Jeff Goldsmith and
Fabian Scheipl Estimator selection and combination in
scalar-on-function regression . . . . . 362--372
Chloé Dimeglio and
Santiago Gallón and
Jean-Michel Loubes and
Elie Maza A robust algorithm for template curve
estimation based on manifold embedding 373--386
Zhongxue Chen and
Saralees Nadarajah On the optimally weighted $z$-test for
combining probabilities from independent
studies . . . . . . . . . . . . . . . . 387--394
Xiaolin Huang and
Lei Shi and
Johan A. K. Suykens Asymmetric least squares support vector
machine classifiers . . . . . . . . . . 395--405
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--xii
Dankmar Böhning and
Christian Hennig and
Geoffrey J. McLachlan and
Paul D. McNicholas The 2nd special issue on advances in
mixture models . . . . . . . . . . . . . 1--2
Donatella Vicari and
Marco Alfó Model based clustering of customer
choice data . . . . . . . . . . . . . . 3--13
N. Coffey and
J. Hinde and
E. Holian Clustering longitudinal profiles using
$P$-splines and mixed effects models
applied to time-course gene expression
data . . . . . . . . . . . . . . . . . . 14--29
Stijn Jaspers and
Marc Aerts and
Geert Verbeke and
Pierre-Alexandre Beloeil A new semi-parametric mixture model for
interval censored data, with
applications in the field of
antimicrobial resistance . . . . . . . . 30--42
S. K. Ng and
G. J. McLachlan Mixture models for clustering multilevel
growth trajectories . . . . . . . . . . 43--51
Charles Bouveyron and
Camille Brunet-Saumard Model-based clustering of
high-dimensional data: a review . . . . 52--78
Daniela G. Cal\`o and
Angela Montanari and
Cinzia Viroli A hierarchical modeling approach for
clustering probability density functions 79--91
Julien Jacques and
Cristian Preda Model-based clustering for multivariate
functional data . . . . . . . . . . . . 92--106
Athanase Polymenis A combined likelihood ratio/information
ratio bootstrap technique for estimating
the number of components in finite
mixtures . . . . . . . . . . . . . . . . 107--115
Weixin Yao and
Yan Wei and
Chun Yu Robust mixture regression using the
$t$-distribution . . . . . . . . . . . . 116--127
Weixing Song and
Weixin Yao and
Yanru Xing Robust mixture regression model fitting
by Laplace distribution . . . . . . . . 128--137
Giuliano Galimberti and
Gabriele Soffritti A multivariate linear regression
analysis using finite mixtures of $t$
distributions . . . . . . . . . . . . . 138--150
Hwa Kyung Lim and
Wai Keung Li and
Philip L. H. Yu Zero-inflated Poisson regression mixture
model . . . . . . . . . . . . . . . . . 151--158
Salvatore Ingrassia and
Simona C. Minotti and
Antonio Punzo Model-based clustering via linear
cluster-weighted models . . . . . . . . 159--182
Tsung-I Lin Learning from incomplete data via
parameterized $t$ mixture models through
eigenvalue decomposition . . . . . . . . 183--195
Irene Vrbik and
Paul D. McNicholas Parsimonious skew mixture models for
model-based clustering and
classification . . . . . . . . . . . . . 196--210
Mary Lesperance and
Rabih Saab and
John Neuhaus Nonparametric estimation of the mixing
distribution in logistic regression
mixed models with random intercepts and
slopes . . . . . . . . . . . . . . . . . 211--219
Zhenqiu (Laura) Lu and
Zhiyong Zhang Robust growth mixture models with
non-ignorable missingness: Models,
estimation, selection, and application 220--240
Shirley Pledger and
Richard Arnold Multivariate methods using mixtures:
Correspondence analysis, scaling and
pattern-detection . . . . . . . . . . . 241--261
Silvia Bacci and
Francesco Bartolucci Mixtures of equispaced normal
distributions and their use for testing
symmetry with univariate data . . . . . 262--272
Cathy W. S. Chen and
David Dunson and
Sylvia Frühwirth-Schnatter and
Stephen G. Walker Special issue on Bayesian computing,
methods and applications . . . . . . . . 273--273
Carlos A. Abanto-Valle and
Dipak K. Dey State space mixed models for binary
responses with scale mixture of normal
distributions links . . . . . . . . . . 274--287
David Azriel Optimal sequential designs in phase $I$
studies . . . . . . . . . . . . . . . . 288--297
Stelios D. Bekiros and
Alessia Paccagnini Bayesian forecasting with small and
medium scale factor-augmented vector
autoregressive DSGE models . . . . . . . 298--323
Bingshu E. Chen and
Wenyu Jiang and
Dongsheng Tu A hierarchical Bayes model for biomarker
subset effects in clinical trials . . . 324--334
Yuhui Chen and
Timothy E. Hanson Bayesian nonparametric $k$-sample tests
for censored and uncensored data . . . . 335--346
S. McKay Curtis and
Sayantan Banerjee and
Subhashis Ghosal Fast Bayesian model assessment for
nonparametric additive regression . . . 347--358
S. Grassi and
T. Proietti Characterising economic trends by
Bayesian stochastic model specification
search . . . . . . . . . . . . . . . . . 359--374
Mayetri Gupta An evolutionary Monte Carlo algorithm
for Bayesian block clustering of data
matrices . . . . . . . . . . . . . . . . 375--391
Sarah E. Heaps and
Richard J. Boys and
Malcolm Farrow Computation of marginal likelihoods with
data-dependent support for latent
variables . . . . . . . . . . . . . . . 392--401
Ick Hoon Jin and
Faming Liang Use of SAMC for Bayesian analysis of
statistical models with intractable
normalizing constants . . . . . . . . . 402--416
Antonio Lijoi and
Bernardo Nipoti and
Igor Prünster Dependent mixture models: Clustering and
borrowing information . . . . . . . . . 417--433
Trevelyan J. McKinley and
Joshua V. Ross and
Rob Deardon and
Alex R. Cook Simulation-based Bayesian inference for
epidemic models . . . . . . . . . . . . 434--447
Joris Mulder Prior adjusted default Bayes factors for
testing (in)equality constrained
hypotheses . . . . . . . . . . . . . . . 448--463
L. Naranjo and
J. Martín and
C. J. Pérez Bayesian binary regression with
exponential power link . . . . . . . . . 464--476
Luis E. Nieto-Barajas Bayesian semiparametric analysis of
short- and long-term hazard ratios with
covariates . . . . . . . . . . . . . . . 477--490
David J. Nott and
Lucy Marshall and
Mark Fielding and
Shie-Yui Liong Mixtures of experts for understanding
model discrepancy in dynamic computer
models . . . . . . . . . . . . . . . . . 491--505
Gabriel Nuñez-Antonio and
Eduardo Gutiérrez-Peña A Bayesian model for longitudinal
circular data based on the projected
normal distribution . . . . . . . . . . 506--519
Yu Qiu and
Daniel J. Nordman and
Stephen B. Vardeman One-sample Bayes inference for symmetric
distributions of $3$-D rotations . . . . 520--529
T. Rajala and
A. Penttinen Bayesian analysis of a Gibbs hard-core
point pattern model with varying
repulsion range . . . . . . . . . . . . 530--541
Anne Sabourin and
Philippe Naveau Bayesian Dirichlet mixture model for
multivariate extremes: a
re-parametrization . . . . . . . . . . . 542--567
Mike K. P. So and
Raymond K. S. Chan Bayesian analysis of tail asymmetry
based on a threshold extreme value model 568--587
Charlotte Soneson and
Magnus Fontes Incorporation of gene exchangeabilities
improves the reproducibility of gene set
rankings . . . . . . . . . . . . . . . . 588--598
L. Spezia and
S. L. Cooksley and
M. J. Brewer and
D. Donnelly and
A. Tree Modelling species abundance in a river
by Negative Binomial hidden Markov
models . . . . . . . . . . . . . . . . . 599--614
Frank van der Meulen and
Moritz Schauer and
Harry van Zanten Reversible jump MCMC for nonparametric
drift estimation for diffusion processes 615--632
Lichun Wang and
Radhey S. Singh Linear Bayes estimator for the
two-parameter exponential family under
type II censoring . . . . . . . . . . . 633--642
Gentry White and
Michael D. Porter GPU accelerated MCMC for modeling
terrorist activity . . . . . . . . . . . 643--651
S. Ejaz Ahmed and
Gerda Claeskens and
Hidetoshi Shimodaira and
Stefan Van Aelst Special issue on Model Selection and
High Dimensional Data Reduction . . . . 652--653
Rudolf Beran Hypercube estimators: Penalized least
squares, submodel selection, and
numerical stability . . . . . . . . . . 654--666
A. Blommaert and
N. Hens and
Ph. Beutels Data mining for longitudinal data under
multicollinearity and time dependence
using penalized generalized estimating
equations . . . . . . . . . . . . . . . 667--680
David Dernoncourt and
Blaise Hanczar and
Jean-Daniel Zucker Analysis of feature selection stability
on high dimension and small sample data 681--693
Peter Hall and
Jing-Hao Xue On selecting interacting features from
high-dimensional data . . . . . . . . . 694--708
Luis F. Martins and
Vasco J. Gabriel Linear instrumental variables model
averaging estimation . . . . . . . . . . 709--724
Jan Mielniczuk and
Pawe\l Teisseyre Using random subspace method for
prediction and variable importance
assessment in linear regression . . . . 725--742
M. Mougeot and
D. Picard and
K. Tribouley LOL selection in high dimension . . . . 743--757
Michael Schomaker and
Christian Heumann Model selection and model averaging
after multiple imputation . . . . . . . 758--770
Martin Vincent and
Niels Richard Hansen Sparse group lasso and high dimensional
multinomial classification . . . . . . . 771--786
Ana Colubi and
Thierry Denoeux Special issue on imprecision in
statistical data analysis . . . . . . . 787--788
Joaquín Abellán and
Rebecca M. Baker and
Frank P. A. Coolen and
Richard J. Crossman and
Andrés R. Masegosa Classification with decision trees from
a nonparametric predictive inference
perspective . . . . . . . . . . . . . . 789--802
Christine Choirat and
Raffaello Seri Bootstrap confidence sets for the Aumann
mean of a random closed set . . . . . . 803--817
G. Corani and
A. Antonucci Credal ensembles of classifiers . . . . 818--831
Beno\^\it Frénay and
Gauthier Doquire and
Michel Verleysen Estimating mutual information for
feature selection in the presence of
label noise . . . . . . . . . . . . . . 832--848
Jan Hannig and
Randy C. S. Lai and
Thomas C. M. Lee Computational issues of generalized
fiducial inference . . . . . . . . . . . 849--858
J. López-Fidalgo and
M. J. Rivas-López Optimal experimental designs for partial
likelihood information . . . . . . . . . 859--867
Ignacio Montes and
Enrique Miranda and
Susana Montes Stochastic dominance with imprecise
information . . . . . . . . . . . . . . 868--886
Peter Filzmoser and
Cristian Gatu and
Achim Zeileis Special issue on statistical algorithms
and software in R . . . . . . . . . . . 887--888
Thomas W. Yee Reduced-rank vector generalized linear
models with two linear predictors . . . 889--902
A. Polpo and
C. P. de Campos and
D. Sinha and
S. Lipsitz and
J. Lin Transform both sides model: a parametric
approach . . . . . . . . . . . . . . . . 903--913
Giovanni Millo Maximum likelihood estimation of
spatially and serially correlated panels
with random effects . . . . . . . . . . 914--933
Nina Golyandina and
Anton Korobeynikov Basic Singular Spectrum Analysis and
forecasting with R . . . . . . . . . . . 934--954
William H. Asquith Parameter estimation for the
$4$-parameter Asymmetric Exponential
Power distribution by the method of
$L$-moments using R . . . . . . . . . . 955--970
Francesco Bartolucci and
Silvia Bacci and
Michela Gnaldi MultiLCIRT: an R package for
multidimensional latent class item
response models . . . . . . . . . . . . 971--985
Manuel J. A. Eugster and
Friedrich Leisch and
Carolin Strobl (Psycho-)analysis of benchmark
experiments: a formal framework for
investigating the relationship between
data sets and learning algorithms . . . 986--1000
Liqun Wang and
Chel Hee Lee Discretization-based direct random
sample generation . . . . . . . . . . . 1001--1010
Ching-Wei Cheng and
Ying-Chao Hung and
Narayanaswamy Balakrishnan Generating beta random numbers and
Dirichlet random vectors in R: the
package rBeta2009 . . . . . . . . . . . 1011--1020
Clément Chevalier and
Victor Picheny and
David Ginsbourger KrigInv: an efficient and user-friendly
implementation of batch-sequential
inversion strategies based on kriging 1021--1034
Victor Picheny and
David Ginsbourger Noisy kriging-based optimization
methods: a unified implementation within
the DiceOptim package . . . . . . . . . 1035--1053
Dirk Eddelbuettel and
Conrad Sanderson RcppArmadillo: Accelerating R with
high-performance C++ linear algebra . . 1054--1063
Steven Gilmour and
Roger W. Payne Special issue on algorithms for design
of experiments . . . . . . . . . . . . . 1064--1065
Haftom T. Abebe and
Frans E. S. Tan and
Gerard J. P. Van Breukelen and
Martijn P. F. Berger Bayesian $D$-optimal designs for the two
parameter logistic mixed effects model 1066--1076
B. Almohaimeed and
A. N. Donev Experimental designs for drug
combination studies . . . . . . . . . . 1077--1087
A. Boukouvalas and
D. Cornford and
M. Stehlík Optimal design for correlated processes
with input-dependent noise . . . . . . . 1088--1102
Holger Dette and
Andrey Pepelyshev and
Anatoly Zhigljavsky `Nearly' universally optimal designs for
models with correlated observations . . 1103--1112
N. Gaffke and
U. Graßhoff and
R. Schwabe Algorithms for approximate linear
regression design with application to a
first order model with
heteroscedasticity . . . . . . . . . . . 1113--1123
Stelios D. Georgiou and
Stella Stylianou and
Manohar Aggarwal A class of composite designs for
response surface methodology . . . . . . 1124--1133
J. D. Godolphin and
H. R. Warren An efficient procedure for the avoidance
of disconnected incomplete block designs 1134--1146
Alex J. Gutman and
Edward D. White and
Dennis K. J. Lin and
Raymond R. Hill Augmenting supersaturated designs with
Bayesian $D$-optimality . . . . . . . . 1147--1158
Radoslav Harman and
Lenka Filová Computing efficient exact designs of
experiments using integer quadratic
programming . . . . . . . . . . . . . . 1159--1167
S. Loeza-Serrano and
A. N. Donev Construction of experimental designs for
estimating variance components . . . . . 1168--1177
Lu Lu and
Christine M. Anderson-Cook and
Dennis K. J. Lin Optimal designed experiments using a
Pareto front search for focused
preference of multiple objectives . . . 1178--1192
Francesco Sambo and
Matteo Borrotti and
Kalliopi Mylona A coordinate-exchange two-phase local
search algorithm for the $D$- and
$I$-optimal designs of split-plot
experiments . . . . . . . . . . . . . . 1193--1207
C. Tommasi and
J. M. Rodríguez-Díaz and
M. T. Santos-Martín Integral approximations for computing
optimum designs in random effects
logistic regression models . . . . . . . 1208--1220
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Hengzhen Huang and
Jinyu Yang and
Min-Qian Liu Functionally induced priors for
componentwise Gibbs sampler in the
analysis of supersaturated designs . . . 1--12
Bradley C. Turnbull and
Sujit K. Ghosh Unimodal density estimation using
Bernstein polynomials . . . . . . . . . 13--29
Mathieu Bonneau and
Sabrina Gaba and
Nathalie Peyrard and
Régis Sabbadin Reinforcement learning-based design of
sampling policies under cost constraints
in Markov random fields: Application to
weed map reconstruction . . . . . . . . 30--44
Ana Colubi and
J. Santos Domínguez-Menchero and
Gil González-Rodríguez Testing constancy in monotone response
models . . . . . . . . . . . . . . . . . 45--56
Peter Malec and
Melanie Schienle Nonparametric kernel density estimation
near the boundary . . . . . . . . . . . 57--76
Sanjoy K. Sinha and
Amit Kaushal and
Wenzhong Xiao Inference for longitudinal data with
nonignorable nonmonotone missing
responses . . . . . . . . . . . . . . . 77--91
L. L. Doove and
S. Van Buuren and
E. Dusseldorp Recursive partitioning for missing data
imputation in the presence of
interaction effects . . . . . . . . . . 92--104
Diman Todorov and
Rossi Setchi Time-efficient estimation of conditional
mutual information for variable
selection in classification . . . . . . 105--127
Christopher C. Drovandi and
Anthony N. Pettitt and
Robert D. Henderson and
Pamela A. McCombe Marginal reversible jump Markov chain
Monte Carlo with application to motor
unit number estimation . . . . . . . . . 128--146
Man-Suk Oh Bayesian test on equality of score
parameters in the order restricted RC
association model . . . . . . . . . . . 147--157
Shijie Tang and
Lisha Chen and
Kam-Wah Tsui and
Kjell Doksum Nonparametric variable selection and
classification: the CATCH algorithm . . 158--175
Derek Beaton and
Cherise R. Chin Fatt and
Hervé Abdi An ExPosition of multivariate analysis
with the singular value decomposition in
R . . . . . . . . . . . . . . . . . . . 176--189
Johan Segers and
Nathan Uyttendaele Nonparametric estimation of the tree
structure of a nested Archimedean copula 190--204
Jianhua Zhao and
Lei Shi Automated learning of factor analysis
with complete and incomplete data . . . 205--218
Jessica M. Franklin and
Sebastian Schneeweiß and
Jennifer M. Polinski and
Jeremy A. Rassen Plasmode simulation for the evaluation
of pharmacoepidemiologic methods in
complex healthcare databases . . . . . . 219--226
Lars Lau Rakêt and
Bo Markussen Approximate inference for spatial
functional data on massively parallel
processors . . . . . . . . . . . . . . . 227--240
Nabil Channouf and
Marc Fredette and
Brenda MacGibbon Power and sample size calculations for
Poisson and zero-inflated Poisson
regression models . . . . . . . . . . . 241--251
Giusi Moffa and
Jack Kuipers Sequential Monte Carlo EM for
multivariate probit models . . . . . . . 252--272
Stephen Portnoy The jackknife's edge: Inference for
censored regression quantiles . . . . . 273--281
Ray-Bing Chen and
Yen-Wen Hsu and
Ying Hung and
Weichung Wang Discrete particle swarm optimization for
constructing uniform design on irregular
regions . . . . . . . . . . . . . . . . 282--297
Silvia Pandolfi and
Francesco Bartolucci and
Nial Friel A generalized multiple-try version of
the Reversible Jump algorithm . . . . . 298--314
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Damla \cSentürk and
Samiran Ghosh and
Danh V. Nguyen Exploratory time varying lagged
regression: Modeling association of
cognitive and functional trajectories
with expected clinic visits in older
adults . . . . . . . . . . . . . . . . . 1--15
Matthew D. Austin and
Rebecca A. Betensky Eliminating bias due to censoring in
Kendall's tau estimators for
quasi-independence of truncation and
failure . . . . . . . . . . . . . . . . 16--26
André Fujita and
Daniel Y. Takahashi and
Alexandre G. Patriota A non-parametric method to estimate the
number of clusters . . . . . . . . . . . 27--39
A. Butler and
R. D. Haynes and
T. D. Humphries and
P. Ranjan Efficient optimization of the likelihood
function in Gaussian process modelling 40--52
Mustapha Rachdi and
Ali Laksaci and
Jacques Demongeot and
Abdel Abdali and
Fethi Madani Theoretical and practical aspects of the
quadratic error in the local linear
estimation of the conditional density
for functional data . . . . . . . . . . 53--68
Jean-Marie Dufour and
Tarek Jouini Asymptotic distributions for
quasi-efficient estimators in echelon
VARMA models . . . . . . . . . . . . . . 69--86
Vivekananda Roy Efficient estimation of the link
function parameter in a robust Bayesian
binary regression model . . . . . . . . 87--102
Yang Li and
Hui Zhao and
Jianguo Sun and
KyungMann Kim Nonparametric tests for panel count data
with unequal observation processes . . . 103--111
Mohammad Nourmohammadi and
Mohammad Jafari Jozani and
Brad C. Johnson Confidence intervals for quantiles in
finite populations with randomized
nomination sampling . . . . . . . . . . 112--128
Shih-Feng Huang and
Ya-Ting Tu Asymptotic distribution of the EPMS
estimator for financial derivatives
pricing . . . . . . . . . . . . . . . . 129--145
Andrew T. Karl and
Yan Yang and
Sharon L. Lohr Computation of maximum likelihood
estimates for multiresponse generalized
linear mixed models with non-nested,
correlated random effects . . . . . . . 146--162
Jan Luts and
John T. Ormerod Mean field variational Bayesian
inference for support vector machine
classification . . . . . . . . . . . . . 163--176
Li Li and
Timothy E. Hanson A Bayesian semiparametric regression
model for reliability data using
effective age . . . . . . . . . . . . . 177--188
Louise K. Lloyd and
Jonathan J. Forster Modelling trends in road accident
frequency --- Bayesian inference for
rates with uncertain exposure . . . . . 189--204
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Chunpeng Fan and
Donghui Zhang Wald-type rank tests: a GEE approach . . 1--16
Shu-Chuan (Grace) Chen and
Bruce Lindsay Improving mixture tree construction
using better EM algorithms . . . . . . . 17--25
Måns Thulin A high-dimensional two-sample test for
the mean using random subspaces . . . . 26--38
Pei-Fang Su and
Chung-I Li and
Yu Shyr Sample size determination for paired
right-censored data based on the
difference of Kaplan--Meier estimates 39--51
W. He Analysis of multivariate survival data
with Clayton regression models under
conditional and marginal formulations 52--63
Celso Rômulo Barbosa Cabral and
Cibele Queiroz da-Silva and
Helio S. Migon A dynamic linear model with extended
skew-normal for the initial distribution
of the state parameter . . . . . . . . . 64--80
Caren Hasler and
Yves Tillé Fast balanced sampling for highly
stratified population . . . . . . . . . 81--94
Ray-Bing Chen and
Ying Chen and
Wolfgang K. Härdle TVICA --- Time varying independent
component analysis and its application
to financial data . . . . . . . . . . . 95--109
Tiago M. Vargas and
Silvia L. P. Ferrari and
Artur J. Lemonte Improved likelihood inference in
generalized linear models . . . . . . . 110--124
Lina Schelin and
Sara Sjöstedt-de Luna Spatial prediction in the presence of
left-censoring . . . . . . . . . . . . . 125--141
Jun Ma and
Stephane Heritier and
Serigne N. Lô On the maximum penalized likelihood
approach for proportional hazard models
with right censored survival data . . . 142--156
Carlos A. Alfaro and
Burcu Aydìn and
Carlos E. Valencia and
Elizabeth Bullitt and
Alim Ladha Dimension reduction in principal
component analysis for trees . . . . . . 157--179
Hamid Bidram A note on ``Louzada, F., Roman, M.,
Cancho, V. G., 2011. ``The complementary
exponential geometric distribution:
Model, properties, and a comparison with
its counterpart''. Comput. Statist. Data
Anal., \bf 55, 2516--2524'' . . . . . . 180
Waleed A. Yousef and
Subrata Kundu Learning algorithms may perform worse
with increasing training set size:
Algorithm--data incompatibility . . . . 181--197
Chun Pan and
Bo Cai and
Lianming Wang and
Xiaoyan Lin Bayesian semiparametric model for
spatially correlated interval-censored
survival data . . . . . . . . . . . . . 198--208
Chew-Seng Chee and
Yong Wang Least squares estimation of a
$k$-monotone density function . . . . . 209--216
Songfeng Wang and
Jiajia Zhang and
Wenbin Lu Sample size calculation for the
proportional hazards model with a
time-dependent covariate . . . . . . . . 217--227
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Javad Rezaie and
Jo Eidsvik Kalman filter variants in the closed
skew normal setting . . . . . . . . . . 1--14
Ashwini Maurya A joint convex penalty for inverse
covariance matrix estimation . . . . . . 15--27
Nabil Zougab and
Smail Adjabi and
Célestin C. Kokonendji Bayesian estimation of adaptive
bandwidth matrices in multivariate
kernel density estimation . . . . . . . 28--38
Yi Guo and
Mark Berman and
Junbin Gao Group subset selection for linear
regression . . . . . . . . . . . . . . . 39--52
Kyeong Eun Lee and
Yongku Kim and
Ronghui Xu Bayesian variable selection under the
proportional hazards mixed-effects model 53--65
Yihuan Xu and
Boris Iglewicz and
Inna Chervoneva Robust estimation of the parameters of
$g$- and $h$-distributions, with
applications to outlier detection . . . 66--80
E. Loza-Reyes and
M. A. Hurn and
A. Robinson Classification of molecular sequence
data using Bayesian phylogenetic mixture
models . . . . . . . . . . . . . . . . . 81--95
Mimi Zhang and
Qingpei Hu and
Min Xie and
Dan Yu Lower confidence limit for reliability
based on grouped data using a
quantile-filling algorithm . . . . . . . 96--111
Masayuki Hirukawa and
Mari Sakudo Nonnegative bias reduction methods for
density estimation using asymmetric
kernels . . . . . . . . . . . . . . . . 112--123
Alicia Nieto-Reyes and
Juan Antonio Cuesta-Albertos and
Fabrice Gamboa A random-projection based test of
Gaussianity for stationary processes . . 124--141
Daniela De Canditiis A frame based shrinkage procedure for
fast oscillating functions . . . . . . . 142--150
G. Rauch and
M. Wirths and
M. Kieser Consistency-adjusted alpha allocation
methods for a time-to-event analysis of
composite endpoints . . . . . . . . . . 151--161
Tonglin Zhang and
Ge Lin Family of power divergence spatial scan
statistics . . . . . . . . . . . . . . . 162--178
Yen-Hung Chen and
Nan-Jung Hsu A frequency domain test for detecting
nonstationary time series . . . . . . . 179--189
Julia Braun and
Daniel Sabanés Bové and
Leonhard Held Choice of generalized linear mixed
models using predictive crossvalidation 190--202
Alwin Stegeman Finding the limit of diverging
components in three-way
Candecomp/Parafac --- a demonstration of
its practical merits . . . . . . . . . . 203--216
Maryam Safarkhani and
Mirjam Moerbeek The influence of a covariate on optimal
designs in longitudinal studies with
discrete-time survival endpoints . . . . 217--226
Sándor Baran Probabilistic wind speed forecasting
using Bayesian model averaging with
truncated normal components . . . . . . 227--238
Zhengbang Li and
Qizhai Li and
Chien-Pai Han and
Bo Li A hybrid approach for regression
analysis with block missing data . . . . 239--247
Mahdis Azadbakhsh and
Hanna Jankowski and
Xin Gao Computing confidence intervals for
log-concave densities . . . . . . . . . 248--264
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--ix
Erricos J. Kontoghiorghes and
Herman K. Van Dijk and
David A. Belsley and
Tim Bollerslev and
Francis X. Diebold and
Jean-Marie Dufour and
Robert Engle and
Andrew Harvey and
Siem Jan Koopman and
Hashem Pesaran and
Peter C. B. Phillips and
Richard J. Smith and
Mike West and
Qiwei Yao and
Alessandra Amendola and
Monica Billio and
Cathy W. S. Chen and
Carl Chiarella and
Ana Colubi and
Manfred Deistler and
Christian Francq and
others CFEnetwork: the \booktitleAnnals of
Computational and Financial
Econometrics: 2nd Issue . . . . . . . . 1--3
Peter Martey Addo and
Monica Billio and
Dominique Guégan The univariate MT-STAR model and a new
linearity and unit root test procedure 4--19
António Afonso and
Pedro Gomes and
Abderrahim Taamouti Sovereign credit ratings, market
volatility, and financial gains . . . . 20--33
Philipp Andres Maximum likelihood estimates for
positive valued dynamic score models;
The DySco package . . . . . . . . . . . 34--42
Francesco Audrino Forecasting correlations during the
late-2000s financial crisis: the
short-run component, the long-run
component, and structural breaks . . . . 43--60
Maciej Augustyniak Maximum likelihood estimation of the
Markov-switching GARCH model . . . . . . 61--75
Stéphane Auray and
Aurélien Eyquem and
Frédéric Jouneau-Sion Modeling tails of aggregate economic
processes in a stochastic growth model 76--94
Oualid Bada and
Alois Kneip Parameter cascading for panel models
with unknown number of unobserved
factors: an application to the credit
spread puzzle . . . . . . . . . . . . . 95--115
Richard T. Baillie and
George Kapetanios and
Fotis Papailias Modified information criteria and
selection of long memory time series
models . . . . . . . . . . . . . . . . . 116--131
Christoph Bergmeir and
Mauro Costantini and
José M. Benítez On the usefulness of cross-validation
for directional forecast evaluation . . 132--143
Charles S. Bos and
Siem Jan Koopman and
Marius Ooms Long memory with stochastic variance
model: a recursive analysis for US
inflation . . . . . . . . . . . . . . . 144--157
Giorgio Calzolari and
Roxana Halbleib and
Alessandro Parrini Estimating GARCH-type models with
symmetric stable innovations: Indirect
inference versus maximum likelihood . . 158--171
Massimiliano Caporin and
Michael McAleer Robust ranking of multivariate GARCH
models by problem dimension . . . . . . 172--185
Joshua C. C. Chan and
Gary Koop Modelling breaks and clusters in the
steady states of macroeconomic variables 186--193
Cathy W. S. Chen and
Richard Gerlach and
Edward M. H. Lin Bayesian estimation of smoothly mixing
time-varying parameter GARCH models . . 194--209
Stéphane Chrétien and
Juan-Pablo Ortega Multivariate GARCH estimation via a
Bregman-proximal trust-region method . . 210--236
Ignacio Diaz-Emparanza Numerical distribution functions for
seasonal unit root tests . . . . . . . . 237--247
Zaichao Du Testing for serial independence of panel
errors . . . . . . . . . . . . . . . . . 248--261
Pedro Galeano and
Dominik Wied Multiple break detection in the
correlation structure of random
variables . . . . . . . . . . . . . . . 262--282
Marco Gallegati and
James B. Ramsey and
Willi Semmler Interest rate spreads and output: a time
scale decomposition analysis using
wavelets . . . . . . . . . . . . . . . . 283--290
Kilani Ghoudi and
Bruno Rémillard Comparison of specification tests for
GARCH models . . . . . . . . . . . . . . 291--300
Stefano Grassi and
Paolo Santucci de Magistris When long memory meets the Kalman
filter: a comparative study . . . . . . 301--319
Andrew Harvey and
Genaro Sucarrat EGARCH models with fat tails, skewness
and leverage . . . . . . . . . . . . . . 320--338
Eunju Hwang and
Dong Wan Shin Infinite-order, long-memory
heterogeneous autoregressive models . . 339--358
Stefan Jäschke Estimation of risk measures in energy
portfolios using modern copula
techniques . . . . . . . . . . . . . . . 359--376
Deniz Dilan Karaman Örsal and
Bernd Droge Panel cointegration testing in the
presence of a time trend . . . . . . . . 377--390
Yiannis Karavias and
Elias Tzavalis Testing for unit roots in short panels
allowing for a structural break . . . . 391--407
Gregor Kastner and
Sylvia Frühwirth-Schnatter Ancillarity-sufficiency interweaving
strategy (ASIS) for boosting MCMC
estimation of stochastic volatility
models . . . . . . . . . . . . . . . . . 408--423
Jan F. Kiviet and
Garry D. A. Phillips Improved variance estimation of maximum
likelihood estimators in stable
first-order dynamic regression models 424--448
Tore Selland Kleppe and
Roman Liesenfeld Efficient importance sampling in mixture
frameworks . . . . . . . . . . . . . . . 449--463
Rachidi Kotchoni The indirect continuous-GMM estimation 464--488
Rolf Larsson A likelihood ratio type test for
invertibility in moving average
processes . . . . . . . . . . . . . . . 489--501
Luis F. Martins and
Paulo M. M. Rodrigues Testing for persistence change in
fractionally integrated models: an
application to world inflation rates . . 502--522
Aleksey Min and
Claudia Czado SCOMDY models based on pair-copula
constructions with application to
exchange rates . . . . . . . . . . . . . 523--535
Henri Nyberg and
Pentti Saikkonen Forecasting with a noncausal VAR model 536--555
Gian Piero Aielli and
Massimiliano Caporin Variance clustering improved dynamic
conditional correlation MGARCH
estimators . . . . . . . . . . . . . . . 556--576
Jean-Yves Pitarakis A joint test for structural stability
and a unit root in autoregressions . . . 577--587
Jeroen V. K. Rombouts and
Lars Stentoft Bayesian option pricing using mixed
normal heteroskedasticity models . . . . 588--605
André A. P. Santos and
Guilherme V. Moura Dynamic factor multivariate GARCH model 606--617
Shinichiro Shirota and
Takayuki Hizu and
Yasuhiro Omori Realized stochastic volatility with
leverage and long memory . . . . . . . . 618--641
Hans J. Skaug and
Jun Yu A flexible and automated likelihood
based framework for inference in
stochastic volatility models . . . . . . 642--654
Mike K. P. So and
Cherry Y. T. Yeung Vine-copula GARCH model with dynamic
conditional dependence . . . . . . . . . 655--671
Jakob Stöber and
Claudia Czado Regime switches in the dependence
structure of multidimensional financial
data . . . . . . . . . . . . . . . . . . 672--686
J. H. Venter and
P. J. de Jongh Extended stochastic volatility models
incorporating realised measures . . . . 687--707
Fangfang Wang Optimal design of Fourier estimator in
the presence of microstructure noise . . 708--722
Dominik Wied and
Herold Dehling and
Maarten van Kampen and
Daniel Vogel A fluctuation test for constant
Spearman's rho with nuisance-free limit
distribution . . . . . . . . . . . . . . 723--736
Yu-Min Yen and
Tso-Jung Yen Solving norm constrained portfolio
optimization via coordinate-wise descent
algorithms . . . . . . . . . . . . . . . 737--759
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Jingjing Yin and
Lili Tian Joint inference about sensitivity and
specificity at the optimal cut-off point
associated with Youden index . . . . . . 1--13
Fang Liu and
Qing Li Exact sequential test of equivalence
hypothesis based on bivariate
non-central $t$-statistics . . . . . . . 14--24
Fumin Shen and
Chunhua Shen and
Rhys Hill and
Anton van den Hengel and
Zhenmin Tang Fast approximate $ L_\infty $
minimization: Speeding up robust
regression . . . . . . . . . . . . . . . 25--37
Michael J. Brusco A comparison of simulated annealing
algorithms for variable selection in
principal component analysis and
discriminant analysis . . . . . . . . . 38--53
Konstantinos Perrakis and
Ioannis Ntzoufras and
Efthymios G. Tsionas On the use of marginal posteriors in
marginal likelihood estimation via
importance sampling . . . . . . . . . . 54--69
Nazanin Nooraee and
Geert Molenberghs and
Edwin R. van den Heuvel GEE for longitudinal ordinal data:
Comparing R-geepack, R-multgee,
R-repolr, SAS-GENMOD, SPSS-GENLIN . . . 70--83
Alberto Cozzini and
Ajay Jasra and
Giovanni Montana and
Adam Persing A Bayesian mixture of lasso regressions
with $t$-errors . . . . . . . . . . . . 84--97
Debasis Kundu and
Manuel Franco and
Juana-Maria Vivo Multivariate distributions with
proportional reversed hazard marginals 98--112
Nian-Sheng Tang and
An-Min Tang and
Dong-Dong Pan Semiparametric Bayesian joint models of
multivariate longitudinal and survival
data . . . . . . . . . . . . . . . . . . 113--129
Pedro Terán and
Miguel López-Díaz Strong consistency and rates of
convergence for a random estimator of a
fuzzy set . . . . . . . . . . . . . . . 130--145
Q. Zhang and
E. H. Ip Variable assessment in latent class
models . . . . . . . . . . . . . . . . . 146--156
Shi-Fang Qiu and
G. Y. Zou and
Man-Lai Tang Sample size determination for estimating
prevalence and a difference between two
prevalences of sensitive attributes
using the non-randomized triangular
design . . . . . . . . . . . . . . . . . 157--169
Chaojiang Wu and
Yan Yu Partially linear modeling of conditional
quantiles using penalized splines . . . 170--187
Omer Ozturk Statistical inference for population
quantiles and variance in judgment
post-stratified samples . . . . . . . . 188--205
L. Doyen Semi-parametric estimation of
Brown--Proschan preventive maintenance
effects and intrinsic wear-out . . . . . 206--222
Ujjwal Das and
Sudhir Gupta and
Shuva Gupta Screening active factors in
supersaturated designs . . . . . . . . . 223--232
Eike C. Brechmann and
Harry Joe Parsimonious parameterization of
correlation matrices using truncated
vines and factor analysis . . . . . . . 233--251
Changzhang Wang and
You Zhou and
Qiang Zhao and
Zhi Geng Discovering and orienting the edges
connected to a target variable in a DAG
via a sequential local learning approach 252--266
Sebastian Schweer and
Christian H. Weiß Compound Poisson INAR(1) processes:
Stochastic properties and testing for
overdispersion . . . . . . . . . . . . . 267--284
R. Coudret and
S. Girard and
J. Saracco A new sliced inverse regression method
for multivariate response . . . . . . . 285--299
Chiara Gigliarano and
Silvia Figini and
Pietro Muliere Making classifier performance
comparisons when ROC curves intersect 300--312
Sungwoo Choi and
Junyong Park Nonparametric additive model with
grouped lasso and maximizing area under
the ROC curve . . . . . . . . . . . . . 313--325
Paula M. Murray and
Ryan P. Browne and
Paul D. McNicholas Mixtures of skew-$t$ factor analyzers 326--335
Linn Cecilie Bergersen and
Kukatharmini Tharmaratnam and
Ingrid K. Glad Monotone splines lasso . . . . . . . . . 336--351
Max Sousa de Lima and
Luiz Henrique Duczmal Adaptive likelihood ratio approaches for
the detection of space--time disease
clusters . . . . . . . . . . . . . . . . 352--370
Xiaolin Huang and
Lei Shi and
Kristiaan Pelckmans and
Johan A. K. Suykens Asymmetric $ \nu $-tube support vector
regression . . . . . . . . . . . . . . . 371--382
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Lindsay A. Renfro and
Qian Shi and
Yuan Xue and
Junlong Li and
Hongwei Shang and
Daniel J. Sargent Center-within-trial versus trial-level
evaluation of surrogate endpoints . . . 1--20
Raúl Gouet and
F. Javier López and
Lina P. Maldonado and
Gerardo Sanz Statistical inference for the geometric
distribution based on $ \delta $-records 21--32
V. M. Lourenço and
A. M. Pires M-regression, false discovery rates and
outlier detection with application to
genetic association studies . . . . . . 33--42
Lin Xu and
Baisen Liu and
Shurong Zheng and
Shaokun Bao Testing proportionality of two
large-dimensional covariance matrices 43--55
Luis Gutiérrez and
Eduardo Gutiérrez-Peña and
Ramsés H. Mena Bayesian nonparametric classification
for spectroscopy data . . . . . . . . . 56--68
Tahani Coolen-Maturi and
Faiza F. Elkhafifi and
Frank P. A. Coolen Three-group ROC analysis: a
nonparametric predictive approach . . . 69--81
S. Trevezas and
S. Malefaki and
P.-H. Cournêde Parameter estimation via stochastic
variants of the ECM algorithm with
applications to plant growth modeling 82--99
Marica Manisera and
Paola Zuccolotto Modeling rating data with Nonlinear CUB
models . . . . . . . . . . . . . . . . . 100--118
Xianlong Wang and
Annie Qu Efficient classification for
longitudinal data . . . . . . . . . . . 119--134
Kouji Yamamoto and
Hidetoshi Murakami Model based on skew normal distribution
for square contingency tables with
ordinal categories . . . . . . . . . . . 135--140
Alicia A. Johnson and
James M. Flegal A modified conditional
Metropolis--Hastings sampler . . . . . . 141--152
Pavel O. Smirnov and
Georgy L. Shevlyakov Fast highly efficient and robust
one-step $M$-estimators of scale based
on $ Q_n$ . . . . . . . . . . . . . . . 153--158
Emily Berg and
Hukum Chandra Small area prediction for a unit-level
lognormal model . . . . . . . . . . . . 159--175
Hidetoshi Matsui Variable and boundary selection for
functional data via multiclass logistic
regression modeling . . . . . . . . . . 176--185
Zhenghui Feng and
Tao Wang and
Lixing Zhu Transformation-based estimation . . . . 186--205
Kaibo Wang and
Arthur B. Yeh and
Bo Li Simultaneous monitoring of process mean
vector and covariance matrix via
penalized likelihood estimation . . . . 206--217
Xibin Zhang and
Maxwell L. King and
Han Lin Shang A sampling algorithm for bandwidth
estimation in a nonparametric regression
model with a flexible error density . . 218--234
David I. Harvey and
Stephen J. Leybourne and
A. M. Robert Taylor On infimum Dickey--Fuller unit root
tests allowing for a trend break under
the null . . . . . . . . . . . . . . . . 235--242
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Jordi Marés and
Natalie Shlomo Data privacy using an evolutionary
algorithm for invariant PRAM matrices 1--13
Chiun-How Kao and
Junji Nakano and
Sheau-Hue Shieh and
Yin-Jing Tien and
Han-Ming Wu and
Chuan-kai Yang and
Chun-houh Chen Exploratory data analysis of
interval-valued symbolic data with
matrix visualization . . . . . . . . . . 14--29
Pablo Martínez-Camblor On correlated $z$-values distribution in
hypothesis testing . . . . . . . . . . . 30--43
Weihua Zhao and
Riquan Zhang and
Jicai Liu Regularization and model selection for
quantile varying coefficient model with
categorical effect modifiers . . . . . . 44--62
Pathé Ndao and
Aliou Diop and
Jean-François Dupuy Nonparametric estimation of the
conditional tail index and extreme
quantiles under random censoring . . . . 63--79
Nicola Lunardon and
Elvezio Ronchetti Composite likelihood inference by
nonparametric saddlepoint tests . . . . 80--90
Cuizhen Niu and
Xu Guo and
Wangli Xu and
Lixing Zhu Empirical likelihood inference in linear
regression with nonignorable missing
response . . . . . . . . . . . . . . . . 91--112
Wei Gu and
Hulin Wu and
Hongyu Miao and
Hongqi Xue Parameter estimation for a type of
nonlinear stochastic models observed
with error . . . . . . . . . . . . . . . 113--119
Kei Hirose and
Michio Yamamoto Estimation of an oblique structure via
penalized likelihood factor analysis . . 120--132
Michio Yamamoto and
Yoshikazu Terada Functional factorial $K$-means analysis 133--148
M. Bourel and
R. Fraiman and
B. Ghattas Random average shifted histograms . . . 149--164
K. F. Lam and
Kin-Yau Wong Semiparametric analysis of clustered
interval-censored survival data with a
cure fraction . . . . . . . . . . . . . 165--174
Víctor Leiva and
Helton Saulo and
Jeremias Leão and
Carolina Marchant A family of autoregressive conditional
duration models applied to financial
data . . . . . . . . . . . . . . . . . . 175--191
Freedom N. Gumedze and
Tinashe D. Chatora Detection of outliers in longitudinal
count data via overdispersion . . . . . 192--202
Xinxin Li and
Lili Mo and
Xiaoming Yuan and
Jianzhong Zhang Linearized alternating direction method
of multipliers for sparse group and
fused LASSO models . . . . . . . . . . . 203--221
Travis A. O'Brien and
William D. Collins and
Sara A. Rauscher and
Todd D. Ringler Reducing the computational cost of the
ECF using a nuFFT: a fast and objective
probability density estimation method 222--234
L. Q. Xiao and
B. Hou and
Z. F. Wang and
Y. H. Wu Random weighting approximation for Tobit
regression models with longitudinal data 235--247
D. R. Costa and
V. H. Lachos and
J. L. Bazan and
C. L. N. Azevedo Estimation methods for multivariate
Tobit confirmatory factor analysis . . . 248--260
Huiping Wu and
Ka-Veng Yuen and
Shing-On Leung A novel relative entropy--posterior
predictive model checking approach with
limited information statistics for
latent trait models in sparse $ 2^k $
contingency tables . . . . . . . . . . . 261--276
Junni L. Zhang Comparative investigation of three
Bayesian $p$ values . . . . . . . . . . 277--291
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Filidor Vilca and
N. Balakrishnan and
Camila Borelli Zeller The bivariate Sinh--Elliptical
distribution with applications to
Birnbaum--Saunders distribution and
associated regression and measurement
error models . . . . . . . . . . . . . . 1--16
Julie Horrocks and
Matthew Rueffer A Bayesian approach to estimating animal
density from binary acoustic transects 17--25
Michal Çerný and
Milan Hladík The complexity of computation and
approximation of the $t$-ratio over
one-dimensional interval data . . . . . 26--43
Jiwon Kang and
Sangyeol Lee Minimum density power divergence
estimator for Poisson autoregressive
models . . . . . . . . . . . . . . . . . 44--56
Thu Thuy Nguyen and
France Mentré Evaluation of the Fisher information
matrix in nonlinear mixed effect models
using adaptive Gaussian quadrature . . . 57--69
Jianwen Xu and
You-Gan Wang Intra-cluster correlation structure in
longitudinal data analysis: Selection
criteria and misspecification tests . . 70--77
Shaoceng Wei and
Liou Xu and
Richard J. Kryscio Markov transition model to dementia with
death as a competing event . . . . . . . 78--88
Kung-Jong Lui and
William G. Cumberland and
Kuang-Chao Chang Notes on testing equality in binary data
under a three period crossover design 89--98
F. Din-Houn Lau and
Axel Gandy RMCMC: a system for updating Bayesian
models . . . . . . . . . . . . . . . . . 99--110
Keunbaik Lee and
Jae Keun Yoo Bayesian Cholesky factor models in
random effects covariance matrix for
generalized linear mixed models . . . . 111--116
Eric C. Chi and
Kenneth Lange Stable estimation of a covariance matrix
guided by nuclear norm penalties . . . . 117--128
A. Hapfelmeier and
K. Ulm Variable selection by Random Forests
using data with missing values . . . . . 129--139
Xiaoguang Wang and
Xinyong Shi Robust estimation for survival partially
linear single-index models . . . . . . . 140--152
Yves Auffray and
Pierre Barbillon and
Jean-Michel Marin Bounding rare event probabilities in
computer experiments . . . . . . . . . . 153--166
Genya Kobayashi A transdimensional approximate Bayesian
computation using the pseudo-marginal
approach for model choice . . . . . . . 167--183
Mark W. Donoghoe and
Ian C. Marschner Stable computational methods for
additive binomial models with
application to adjusted risk differences 184--196
Heng Lian and
Pang Du and
YuanZhang Li and
Hua Liang Partially linear structure
identification in generalized additive
models with NP-dimensionality . . . . . 197--208
Florian Rohart and
Magali San Cristobal and
Béatrice Laurent Selection of fixed effects in high
dimensional linear mixed models using a
multicycle ECM algorithm . . . . . . . . 209--222
Kaifeng Zhao and
Heng Lian Variational inferences for partially
linear additive models with variable
selection . . . . . . . . . . . . . . . 223--239
Fei Xiang and
Peter Neal Efficient MCMC for temporal epidemics
via parameter reduction . . . . . . . . 240--250
Anonymous Editorial Board . . . . . . . . . . . . iii--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii
Yang Han and
Wei Liu and
Frank Bretz and
Fang Wan Simultaneous confidence bands for a
percentile line in linear regression . . 1--9
Theo K. Dijkstra and
Jörg Henseler Consistent and asymptotically normal PLS
estimators for linear structural
equations . . . . . . . . . . . . . . . 10--23
Nicolas Raillard and
Marc Prevosto and
Pierre Ailliot Modeling process asymmetries with
Laplace moving average . . . . . . . . . 24--37
Karen Fuchs and
Fabian Scheipl and
Sonja Greven Penalized scalar-on-functions regression
with interaction term . . . . . . . . . 38--51
Stefano Cabras and
Maria Eugenia Castellanos and
Silvia Perra A new minimal training sample scheme for
intrinsic Bayes factors in censored data 52--63
Mia Hubert and
Peter Rousseeuw and
Dina Vanpaemel and
Tim Verdonck The DetS and DetMM estimators for
multivariate location and scatter . . . 64--75
Joyee Ghosh and
Aixin Tan Sandwich algorithms for Bayesian
variable selection . . . . . . . . . . . 76--88
Diana L. Martinez and
Dachuan T. Shih and
Victoria C. P. Chen and
Seoung Bum Kim A convex version of multivariate
adaptive regression splines . . . . . . 89--106
Kofi P. Adragni and
Moumita Karmakar A sequential test for variable selection
in high dimensional complex data . . . . 107--120
Bodhisattva Sen and
Gongjun Xu Model based bootstrap methods for
interval censored data . . . . . . . . . 121--129
Kung-Jong Lui and
Kuang-Chao Chang Test and estimation in binary data
analysis under an incomplete block
crossover design . . . . . . . . . . . . 130--138
Anonymous Editorial Board . . . . . . . . . . . . iii--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii--viii
Zhao Yang and
Ming Zhou Weighted kappa statistic for clustered
matched-pair ordinal data . . . . . . . 1--18
S. H. Feizjavadian and
R. Hashemi Analysis of dependent competing risks in
the presence of progressive hybrid
censoring using Marshall--Olkin
bivariate Weibull distribution . . . . . 19--34
A. James O'Malley and
Sudeshna Paul Using retrospective sampling to estimate
models of relationship status in large
longitudinal social networks . . . . . . 35--46
Miao-Yu Tsai Comparison of concordance correlation
coefficient via variance components,
generalized estimating equations and
weighted approaches with model selection 47--58
K. Y. K. Wu and
W. K. Li Double Generalized Threshold Models with
constraint on the dispersion by the mean 59--73
Jing Lv and
Hu Yang and
Chaohui Guo An efficient and robust variable
selection method for longitudinal
generalized linear models . . . . . . . 74--88
Seppo Pulkkinen Ridge-based method for finding
curvilinear structures from noisy data 89--109
Junyong Park and
DoHwan Park Stein's method in high dimensional
classification and applications . . . . 110--125
Luis Gustavo B. Pinho and
Juvêncio S. Nobre and
Julio M. Singer Cook's distance for generalized linear
mixed models . . . . . . . . . . . . . . 126--136
Davide La Vecchia and
Lorenzo Camponovo and
Davide Ferrari Robust heart rate variability analysis
by generalized entropy minimization . . 137--151
Bethany J. Wolf and
Elizabeth H. Slate and
Elizabeth G. Hill Ordinal Logic Regression: a classifier
for discovering combinations of binary
markers for ordinal outcomes . . . . . . 152--163
Tung-Lung Wu and
Joseph Glaz A new adaptive procedure for multiple
window scan statistics . . . . . . . . . 164--172
Danielle Sullivan and
Rebecca Andridge A hot deck imputation procedure for
multiply imputing nonignorable missing
data: the proxy pattern-mixture hot deck 173--185
Xiwei Chen and
Albert Vexler and
Marianthi Markatou Empirical likelihood ratio confidence
interval estimation of best linear
combinations of biomarkers . . . . . . . 186--198
Oscar Dalmau and
Teresa E. Alarcón and
Graciela González Kernel multilogit algorithm for
multiclass classification . . . . . . . 199--206
Gerhard Tutz and
Wolfgang Pößnecker and
Lorenz Uhlmann Variable selection in general
multinomial logit models . . . . . . . . 207--222
M. Ivette Gomes and
M. Fátima Brilhante and
Frederico Caeiro and
Dinis Pestana A new partially reduced-bias
mean-of-order $p$ class of extreme value
index estimators . . . . . . . . . . . . 223--237
Anonymous Editorial Board . . . . . . . . . . . . iii--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii--viii
Dongjun Chung and
Hyunjoong Kim Accurate ensemble pruning with
PL-bagging . . . . . . . . . . . . . . . 1--13
Eunju Hwang and
Dong Wan Shin Stationary bootstrapping for
semiparametric panel unit root tests . . 14--25
Bing Xing Wang and
Zhi-Sheng Ye Inference on the Weibull distribution
based on record values . . . . . . . . . 26--36
Victor De Oliveira and
Bazoumana Kone Prediction intervals for integrals of
Gaussian random fields . . . . . . . . . 37--51
Jun Zhang and
Gaorong Li and
Zhenghui Feng Checking the adequacy for a distortion
errors-in-variables parametric
regression model . . . . . . . . . . . . 52--64
Marcus C. Christiansen and
Andreas Niemeyer and
Lucia Teigiszerová Modeling and forecasting
duration-dependent mortality rates . . . 65--81
Mireya Diaz Performance measures of the bivariate
random effects model for meta-analyses
of diagnostic accuracy . . . . . . . . . 82--90
Ritwik Bhattacharya and
Biswabrata Pradhan and
Anup Dewanji Computation of optimum reliability
acceptance sampling plans in presence of
hybrid censoring . . . . . . . . . . . . 91--100
Isambi S. Mbalawata and
Simo Särkkä and
Matti Vihola and
Heikki Haario Adaptive Metropolis algorithm using
variational Bayesian adaptive Kalman
filter . . . . . . . . . . . . . . . . . 101--115
Joan del Castillo and
Isabel Serra Likelihood inference for generalized
Pareto distribution . . . . . . . . . . 116--128
Mohamed Hanafi and
Samia Samar Ouertani and
Julien Boccard and
Gérard Mazerolles and
Serge Rudaz Multi-way PLS regression: Monotony
convergence of tri-linear PLS2 and
optimality of parameters . . . . . . . . 129--139
Naichen Wang and
Lianming Wang and
Christopher S. McMahan Regression analysis of bivariate current
status data under the Gamma-frailty
proportional hazards model using the EM
algorithm . . . . . . . . . . . . . . . 140--150
Fangyuan Kang and
Liuquan Sun and
Xingqiu Zhao A class of transformed hazards models
for recurrent gap times . . . . . . . . 151--167
Staci A. White and
Radu Herbei A Monte Carlo approach to quantifying
model error in Bayesian parameter
estimation . . . . . . . . . . . . . . . 168--181
Daniel Peavoy and
Christian L. E. Franzke and
Gareth O. Roberts Systematic physics constrained parameter
estimation of stochastic differential
equations . . . . . . . . . . . . . . . 182--199
Yin Liu and
Guo-Liang Tian Type $I$ multivariate zero-inflated
Poisson distribution with applications 200--222
Wan-Lun Wang Mixtures of common $t$-factor analyzers
for modeling high-dimensional data with
missing values . . . . . . . . . . . . . 223--235
Dehan Kong and
Howard D. Bondell and
Yichao Wu Domain selection for the varying
coefficient model via local polynomial
regression . . . . . . . . . . . . . . . 236--250
Anestis Touloumis Nonparametric Stein-type shrinkage
covariance matrix estimators in
high-dimensional settings . . . . . . . 251--261
Ricardo A. Maronna and
Victor J. Yohai High finite-sample efficiency and
robustness based on distance-constrained
maximum likelihood . . . . . . . . . . . 262--274
Yingying Ma and
Wei Lan and
Hansheng Wang Testing predictor significance with
ultra high dimensional multivariate
responses . . . . . . . . . . . . . . . 275--286
Francesco Bartolucci and
Giorgio E. Montanari and
Silvia Pandolfi Three-step estimation of latent Markov
models with covariates . . . . . . . . . 287--301
Anonymous Editorial Board . . . . . . . . . . . . iii--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii
Ingrid Hobæk Haff and
Johan Segers Nonparametric estimation of pair-copula
constructions with the empirical
pair-copula . . . . . . . . . . . . . . 1--13
Marco Bee and
Giuseppe Espa and
Diego Giuliani Approximate maximum likelihood
estimation of the autologistic model . . 14--26
Karel Klouda An exact polynomial time algorithm for
computing the least trimmed squares
estimate . . . . . . . . . . . . . . . . 27--40
Liya Fu and
You-Gan Wang and
Min Zhu A Gaussian pseudolikelihood approach for
quantile regression with repeated
measurements . . . . . . . . . . . . . . 41--53
Libo Sun and
Chihoon Lee and
Jennifer A. Hoeting A penalized simulated maximum likelihood
approach in parameter estimation for
stochastic differential equations . . . 54--67
Claude Manté Iterated Bernstein operators for
distribution function and density
estimation: Balancing between the number
of iterations and the polynomial degree 68--84
Wei Liu and
Bo Zhang and
Zhiwei Zhang and
Baojiang Chen and
Xiao-Hua Zhou A pseudo-likelihood approach for
estimating diagnostic accuracy of
multiple binary medical tests . . . . . 85--98
Woosung Jang and
Huixia Judy Wang A semiparametric Bayesian approach for
joint-quantile regression with clustered
data . . . . . . . . . . . . . . . . . . 99--115
Wai-Yin Poon and
Shi-Fang Qiu and
Man-Lai Tang Confidence interval construction for the
Youden index based on partially
validated series . . . . . . . . . . . . 116--134
Jieli Ding and
Guo-Liang Tian and
Kam Chuen Yuen A new MM algorithm for constrained
estimation in the proportional hazards
model . . . . . . . . . . . . . . . . . 135--151
Anonymous Editorial Board . . . . . . . . . . . . iii--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii
I. Gijbels and
I. Vrinssen Robust nonnegative garrote variable
selection in linear regression . . . . . 1--22
Kean Ming Tan and
Daniela Witten and
Ali Shojaie The cluster graphical lasso for improved
estimation of Gaussian graphical models 23--36
Paul W. Bernhardt and
Daowen Zhang and
Huixia Judy Wang A fast EM algorithm for fitting joint
models of a binary response and multiple
longitudinal covariates subject to
detection limits . . . . . . . . . . . . 37--53
Maiying Kong and
Sheng Xu and
Steven M. Levy and
Somnath Datta GEE type inference for clustered
zero-inflated negative binomial
regression with application to dental
caries . . . . . . . . . . . . . . . . . 54--66
Kevin K. Dobbin and
Alexei C. Ionan Sample size methods for constructing
confidence intervals for the intra-class
correlation coefficient . . . . . . . . 67--83
J. Lee and
Y. Fan and
S. A. Sisson Bayesian threshold selection for
extremal models using measures of
surprise . . . . . . . . . . . . . . . . 84--99
Sangyeol Lee and
Haejune Oh Entropy test and residual empirical
process for autoregressive conditional
duration models . . . . . . . . . . . . 1--12
Qinqin Hu and
Peng Zeng and
Lu Lin The dual and degrees of freedom of
linearly constrained generalized lasso 13--26
Matthew T. Moores and
Catriona E. Hargrave and
Timothy Deegan and
Michael Poulsen and
Fiona Harden and
Kerrie Mengersen An external field prior for the hidden
Potts model with application to
cone-beam computed tomography . . . . . 27--41
Hong Zhu and
Bo Lu Multiple comparisons for survival data
with propensity score adjustment . . . . 42--51
Adrian W. Bowman and
Stanislav Katina and
Joanna Smith and
Denise Brown Anatomical curve identification . . . . 52--64
Reto Bürgin and
Gilbert Ritschard Tree-based varying coefficient
regression for longitudinal ordinal
responses . . . . . . . . . . . . . . . 65--80
Rong Zhang and
Brett A. Inder and
Xibin Zhang Bayesian estimation of a discrete
response model with double rules of
sample selection . . . . . . . . . . . . 81--96
Oksana A. Chkrebtii and
Erin K. Cameron and
David A. Campbell and
Erin M. Bayne Transdimensional approximate Bayesian
computation for inference on invasive
species models with latent variables of
unknown dimension . . . . . . . . . . . 97--110
Anonymous Contents . . . . . . . . . . . . . . . . ibc--ibc
Anonymous Editorial Board . . . . . . . . . . . . ibc--ibc
Zhao Yang and
Ming Zhou Kappa statistic for clustered
physician--patients polytomous data . . 1--17
I. Barranco-Chamorro and
M. D. Jiménez-Gamero and
J. A. Mayor-Gallego and
J. L. Moreno-Rebollo A case-deletion diagnostic for penalized
calibration estimators and BLUP under
linear mixed models in survey sampling 18--33
Yurong Chen and
Yanqin Feng and
Jianguo Sun Regression analysis of multivariate
current status data with auxiliary
covariates under the additive hazards
model . . . . . . . . . . . . . . . . . 34--45
Yi Niu and
Yingwei Peng A new estimating equation approach for
marginal hazard ratio estimation . . . . 46--56
Anna Klimova and
Caroline Uhler and
Tamás Rudas Faithfulness and learning hypergraphs
from discrete distributions . . . . . . 57--72
Charlotte C. Gard and
Elizabeth R. Brown A Bayesian hierarchical model for
estimating and partitioning Bernstein
polynomial density functions . . . . . . 73--83
Yang Tang and
Ryan P. Browne and
Paul D. McNicholas Model based clustering of
high-dimensional binary data . . . . . . 84--101
Guillermo Vinuéand Irene Epifanio and
Sandra Alemany Archetypoids: a new approach to define
representative archetypal data . . . . . 102--115
Dalei Yu and
Peng Bai and
Chang Ding Adjusted quasi-maximum likelihood
estimator for mixed regressive, spatial
autoregressive model and its small
sample bias . . . . . . . . . . . . . . 116--135
Anonymous Contents . . . . . . . . . . . . . . . . ibc--ibc
Anonymous Editorial Board . . . . . . . . . . . . ibc--ibc
Anonymous Editorial Board . . . . . . . . . . . . iii--vi
Anonymous Contents . . . . . . . . . . . . . . . . vii--viii
G. Rajesh and
E. I. Abdul-Sathar and
R. Maya Local linear estimation of residual
entropy function of conditional
distributions . . . . . . . . . . . . . 1--14
Wenbao Yu and
Taesung Park Two simple algorithms on linear
combination of multiple biomarkers to
maximize partial area under the ROC
curve . . . . . . . . . . . . . . . . . 15--27
Jakob Stöber and
Hyokyoung Grace Hong and
Claudia Czado and
Pulak Ghosh Comorbidity of chronic diseases in the
elderly: Patterns identified by a copula
design for mixed responses . . . . . . . 28--39
Smitha Ankinakatte and
David Edwards Modelling discrete longitudinal data
using acyclic probabilistic finite
automata . . . . . . . . . . . . . . . . 40--52
Wei Fu and
Jeffrey S. Simonoff Unbiased regression trees for
longitudinal and clustered data . . . . 53--74
Alireza S. Mahani and
Mansour T. A. Sharabiani SIMD parallel MCMC sampling with
applications for big-data Bayesian
analytics . . . . . . . . . . . . . . . 75--99
Lingsong Zhang and
Shu Lu and
J. S. Marron Nested nonnegative cone analysis . . . . 100--110
Bingo Wing-Kuen Ling and
Charlotte Yuk-Fan Ho and
Wan-Chi Siu and
Qingyun Dai Best linear near unbiased estimation for
nonlinear signal models via
semi-infinite programming approach . . . 111--118
Yanzhu Lin and
Min Zhang and
Dabao Zhang Generalized orthogonal components
regression for high dimensional
generalized linear models . . . . . . . 119--127
Mercedes Conde-Amboage and
César Sánchez-Sellero and
Wenceslao González-Manteiga A lack-of-fit test for quantile
regression models with high-dimensional
covariates . . . . . . . . . . . . . . . 128--138
Jianhua Zhao and
Libin Jin and
Lei Shi Mixture model selection via hierarchical
BIC . . . . . . . . . . . . . . . . . . 139--153
Shangyu Xie and
Alan T. K. Wan and
Yong Zhou Quantile regression methods with
varying-coefficient models for censored
data . . . . . . . . . . . . . . . . . . 154--172
Moon-tong Chan and
Dalei Yu and
Kelvin K. W. Yau Multilevel cumulative logistic
regression model with random effects:
Application to British social attitudes
panel survey data . . . . . . . . . . . 173--186
Subhadeep Paul and
Ayanendranath Basu On second order efficient robust
inference . . . . . . . . . . . . . . . 187--207
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Bruce J. Swihart and
Naresh M. Punjabi and
Ciprian M. Crainiceanu Modeling sleep fragmentation in sleep
hypnograms: an instance of fast,
scalable discrete-state, discrete-time
analyses . . . . . . . . . . . . . . . . 1--11
Duy Vu and
Murray Aitkin Variational algorithms for biclustering
models . . . . . . . . . . . . . . . . . 12--24
Yanfeng Shen and
Zhengyan Lin An adaptive test for the mean vector in
large-$p$-small-$n$ problems . . . . . . 25--38
Peng Ye and
Xingqiu Zhao and
Liuquan Sun and
Wei Xu A semiparametric additive rates model
for multivariate recurrent events with
missing event categories . . . . . . . . 39--50
Qing Wang and
Bruce G. Lindsay Improving cross-validated bandwidth
selection using
subsampling-extrapolation techniques . . 51--71
Hideitsu Hino and
Kensuke Koshijima and
Noboru Murata Non-parametric entropy estimators based
on simple linear regression . . . . . . 72--84
Yuzhu Tian and
Qianqian Zhu and
Maozai Tian Estimation for mixed exponential
distributions under type-II
progressively hybrid censored samples 85--96
Guo-Liang Tian and
Huijuan Ma and
Yong Zhou and
Dianliang Deng Generalized endpoint-inflated binomial
model . . . . . . . . . . . . . . . . . 97--114
Taras Lazariv and
Yarema Okhrin and
Wolfgang Schmid Behavior of EWMA type control charts for
small smoothing parameters . . . . . . . 115--125
Chen Yue and
Shaojie Chen and
Haris I. Sair and
Raag Airan and
Brian S. Caffo Estimating a graphical intra-class
correlation coefficient (GICC) using
multivariate probit-linear mixed models 126--133
Ruoyu Zhou and
Lianjie Shu and
Yan Su An adaptive minimum spanning tree test
for detecting irregularly-shaped spatial
clusters . . . . . . . . . . . . . . . . 134--146
Sangin Lee and
Yudi Pawitan and
Youngjo Lee A random-effect model approach for group
variable selection . . . . . . . . . . . 147--157
Mahmoud Torabi and
Subhash R. Lele and
Narasimha G. N. Prasad Likelihood inference for small area
estimation using data cloning . . . . . 158--171
M. Dolores Jiménez-Gamero and
Hyoung-Moon Kim Fast goodness-of-fit tests based on the
characteristic function . . . . . . . . 172--191
Shuichi Kawano and
Hironori Fujisawa and
Toyoyuki Takada and
Toshihiko Shiroishi Sparse principal component regression
with adaptive loading . . . . . . . . . 192--203
Yan-Yong Zhao and
Jin-Guan Lin and
Pei-Rong Xu and
Xu-Guo Ye Orthogonality-projection-based
estimation for semi-varying coefficient
models with heteroscedastic errors . . . 204--221
Jorge González and
Andrés F. Barrientos and
Fernando A. Quintana Bayesian nonparametric estimation of
test equating functions with covariates 222--244
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Erin M. Schliep and
Jennifer A. Hoeting Data augmentation and parameter
expansion for independent or spatially
correlated ordinal data . . . . . . . . 1--14
Baptiste Gregorutti and
Bertrand Michel and
Philippe Saint-Pierre Grouped variable importance with random
forests and application to multiple
functional data analysis . . . . . . . . 15--35
Ashley Prater and
Lixin Shen and
Bruce W. Suter Finding Dantzig selectors with a
proximity operator based fixed-point
algorithm . . . . . . . . . . . . . . . 36--46
Rohana J. Karunamuni and
Qingguo Tang and
Bangxin Zhao Robust and efficient estimation of
effective dose . . . . . . . . . . . . . 47--60
Darren Wraith and
Florence Forbes Location and scale mixtures of Gaussians
with flexible tail behaviour:
Properties, inference and application to
multivariate clustering . . . . . . . . 61--73
Jeongyoun Ahn and
Yongho Jeon Sparse HDLSS discrimination with
constrained data piling . . . . . . . . 74--83
Gerhard Tutz and
Shahla Ramzan Improved methods for the imputation of
missing data by nearest neighbor methods 84--99
Milan Jovanovi\'c and
Bojana Milo\vsevi\'c and
Ya. Yu. Nikitin and
Marko Obradovi\'c and
K. Yu. Volkova Tests of exponentiality based on
Arnold--Villasenor characterization and
their efficiencies . . . . . . . . . . . 100--113
Arthur Tenenhaus and
Cathy Philippe and
Vincent Frouin Kernel Generalized Canonical Correlation
Analysis . . . . . . . . . . . . . . . . 114--131
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Marek Jaroci\'nski A note on implementing the Durbin and
Koopman simulation smoother . . . . . . 1--3
Stéphanie Allassonni\`ere and
Estelle Kuhn Convergent stochastic Expectation
Maximization algorithm with efficient
sampling in high dimension. Application
to deformable template model estimation 4--19
Isabelle Charlier and
Davy Paindaveine and
Jérôme Saracco Conditional quantile estimation based on
optimal quantization: From theory to
practice . . . . . . . . . . . . . . . . 20--39
Yue Liu and
Lei Liu and
Jianhui Zhou Joint latent class model of survival and
longitudinal data: an application to
CPCRA study . . . . . . . . . . . . . . 40--50
Wagner Barreto-Souza Long-term survival models with
overdispersed number of competing causes 51--63
Guochang Wang and
Yan Zhou and
Xiang-Nan Feng and
Baoxue Zhang The hybrid method of FSIR and FSAVE for
functional effective dimension reduction 64--77
Ganggang Xu and
Marc G. Genton Efficient maximum approximated
likelihood inference for Tukey's
$g$-and-$h$ distribution . . . . . . . . 78--91
Yichuan Zhao and
Xueping Meng and
Hanfang Yang Jackknife empirical likelihood inference
for the mean absolute deviation . . . . 92--101
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Ulf Friedrich and
Ralf Münnich and
Sven de Vries and
Matthias Wagner Fast integer-valued algorithms for
optimal allocations under constraints in
stratified sampling . . . . . . . . . . 1--12
Maiju Pesonen and
Henri Pesonen and
Jaakko Nevalainen Covariance matrix estimation for
left-censored data . . . . . . . . . . . 13--25
Elizabeth G. Ryan and
Christopher C. Drovandi and
Anthony N. Pettitt Simulation-based fully Bayesian
experimental design for mixed effects
models . . . . . . . . . . . . . . . . . 26--39
Hu Yang and
Danhui Yi Studies of the adaptive
network-constrained linear regression
and its application . . . . . . . . . . 40--52
Sunghoon Kwon and
Sangin Lee and
Yongdai Kim Moderately clipped LASSO . . . . . . . . 53--67
Liping Zhu and
Wei Zhong Estimation and inference on central mean
subspace for multivariate response data 68--83
S. Rashid and
R. Mitra and
R. J. Steele Using mixtures of $t$ densities to make
inferences in the presence of missing
data with a small number of multiply
imputed data sets . . . . . . . . . . . 84--96
Zhi Liu and
Xiaochao Xia and
Wang Zhou A test for equality of two distributions
via jackknife empirical likelihood and
characteristic functions . . . . . . . . 97--114
Tong Tong Wu and
Kenneth Lange Matrix completion discriminant analysis 115--125
Kuo-Chin Lin and
Yi-Ju Chen Detecting misspecification in the
random-effects structure of cumulative
logit models . . . . . . . . . . . . . . 126--133
Sedigheh Mirzaei Salehabadi and
Debasis Sengupta Regression under Cox's model for
recall-based time-to-event data in
observational studies . . . . . . . . . 134--147
Benedikt Funke and
Rafael Kawka Nonparametric density estimation for
multivariate bounded data using two
non-negative multiplicative bias
correction methods . . . . . . . . . . . 148--162
Martin Schäfer and
Yvonne Radon and
Thomas Klein and
Sabrina Herrmann and
Holger Schwender and
Peter J. Verveer and
Katja Ickstadt A Bayesian mixture model to quantify
parameters of spatial clustering . . . . 163--176
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--viii
Erricos J. Kontoghiorghes CSDA Special Issues . . . . . . . . . . 1
John Hinde and
Salvatore Ingrassia and
Tsung-I Lin and
Paul McNicholas The Third Special Issue on Advances in
Mixture Models . . . . . . . . . . . . . 2--4
Luca Scrucca Identifying connected components in
Gaussian finite mixture models for
clustering . . . . . . . . . . . . . . . 5--17
Adrian O'Hagan and
Thomas Brendan Murphy and
Isobel Claire Gormley and
Paul D. McNicholas and
Dimitris Karlis Clustering with the multivariate normal
inverse Gaussian distribution . . . . . 18--30
Volodymyr Melnykov Model-based biclustering of clickstream
data . . . . . . . . . . . . . . . . . . 31--45
D. Fernández and
R. Arnold and
S. Pledger Mixture-based clustering for the ordered
stereotype model . . . . . . . . . . . . 46--75
Hien D. Nguyen and
Geoffrey J. McLachlan and
Ian A. Wood Mixtures of spatial spline regressions
for clustering and classification . . . 76--85
Adam Ciarleglio and
R. Todd Ogden Wavelet-based scalar-on-function finite
mixture regression models . . . . . . . 86--96
Panagiotis Papastamoulis and
Marie-Laure Martin-Magniette and
Cathy Maugis-Rabusseau On the estimation of mixtures of Poisson
regression models with large number of
components . . . . . . . . . . . . . . . 97--106
Chew-Seng Chee and
Yong Wang Nonparametric estimation of species
richness using discrete $k$-monotone
distributions . . . . . . . . . . . . . 107--118
Xiaosun Lu and
Yangxin Huang and
Yiliang Zhu Finite mixture of nonlinear
mixed-effects joint models in the
presence of missing and mismeasured
covariate, with application to AIDS
studies . . . . . . . . . . . . . . . . 119--130
Danilo Bolano and
André Berchtold General framework and model building in
the class of Hidden Mixture Transition
Distribution models . . . . . . . . . . 131--145
Grant B. Morgan and
Kari J. Hodge and
Aaron R. Baggett Latent profile analysis with nonnormal
mixtures: a Monte Carlo examination of
model selection using fit indices . . . 146--161
Qiang Wu and
Weixin Yao Mixtures of quantile regressions . . . . 162--176
Hien D. Nguyen and
Geoffrey J. McLachlan Laplace mixture of linear experts . . . 177--191
Amay S. M. Cheam and
Paul D. McNicholas Modelling receiver operating
characteristic curves using Gaussian
mixtures . . . . . . . . . . . . . . . . 192--208
M. González and
C. Minuesa and
I. del Puerto Maximum likelihood estimation and
expectation-maximization algorithm for
controlled branching processes . . . . . 209--227
Xiaoling Dou and
Satoshi Kuriki and
Gwo Dong Lin and
Donald Richards EM algorithms for estimating the
Bernstein copula . . . . . . . . . . . . 228--245
C. A. McGrory and
A. N. Pettitt and
D. M. Titterington and
C. L. Alston and
M. Kelly Transdimensional sequential Monte Carlo
using variational Bayes --- SMCVB . . . 246--254
Somnath Datta and
María del Carmen Pardo and
Thomas Scheike and
Kam C. Yuen Special issue on advances in survival
analysis . . . . . . . . . . . . . . . . 255--256
Tao Hu and
Liming Xiang Partially linear transformation cure
models for interval-censored data . . . 257--269
Vincent Bremhorst and
Philippe Lambert Flexible estimation in cure survival
models using Bayesian $P$-splines . . . 270--284
Junshan Shen and
Kam Chuen Yuen and
Chunling Liu Empirical likelihood confidence regions
for one- or two- samples with doubly
censored data . . . . . . . . . . . . . 285--293
C. Moreira and
J. de Uña-Álvarez and
L. Meira-Machado Nonparametric regression with doubly
truncated data . . . . . . . . . . . . . 294--307
Majda Talamakrouni and
Ingrid Van Keilegom and
Anouar El Ghouch Parametrically guided nonparametric
density and hazard estimation with
censored data . . . . . . . . . . . . . 308--323
Klaus K. Holst and
Thomas H. Scheike and
Jacob B. Hjelmborg The liability threshold model for
censored twin data . . . . . . . . . . . 324--335
Peng Luo and
Zhi Geng Causal mediation analysis for survival
outcome with unobserved mediator-outcome
confounders . . . . . . . . . . . . . . 336--347
Yanqing Sun and
Mei Li and
Peter B. Gilbert Goodness-of-fit test of the stratified
mark-specific proportional hazards model
with continuous mark . . . . . . . . . . 348--358
Julyan Arbel and
Antonio Lijoi and
Bernardo Nipoti Full Bayesian inference with hazard
mixture models . . . . . . . . . . . . . 359--372
Paola M. V. Rancoita and
Marco Zaffalon and
Emanuele Zucca and
Francesco Bertoni and
Cassio P. de Campos Bayesian network data imputation with
application to survival tree analysis 373--387
Michael W. Berry and
Jung Jin Lee and
Giovanni Montana and
Stefan Van Aelst and
Ruben H. Zamar Special Issue on Advances in Data Mining
and Robust Statistics . . . . . . . . . 388--389
Ying Cui and
Chenlei Leng and
Defeng Sun Sparse estimation of high-dimensional
correlation matrices . . . . . . . . . . 390--403
G. Tarr and
S. Müller and
N. C. Weber Robust estimation of precision matrices
under cellwise contamination . . . . . . 404--420
Andreas Alfons and
Christophe Croux and
Sarah Gelper Robust groupwise least angle regression 421--435
Matias Salibian-Barrera and
Stefan Van Aelst and
Víctor J. Yohai Robust tests for linear regression
models based on $ \tau $-estimates . . . 436--455
T. Kirschstein and
S. Liebscher and
G. C. Porzio and
G. Ragozini Minimum volume peeling: a robust
nonparametric estimator of the
multivariate mode . . . . . . . . . . . 456--468
Wilhelmiina Hämäläinen New upper bounds for tight and fast
approximation of Fisher's exact test in
dependency rule mining . . . . . . . . . 469--482
Waldyn Martinez and
J. Brian Gray Noise peeling methods to improve
boosting algorithms . . . . . . . . . . 483--497
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Minjo Kim and
Sangyeol Lee Nonlinear expectile regression with
application to Value-at-Risk and
expected shortfall estimation . . . . . 1--19
Sugnet Gardner-Lubbe A triplot for multiclass classification
visualisation . . . . . . . . . . . . . 20--32
Jingke Zhou and
Lixing Zhu Principal minimax support vector machine
for sufficient dimension reduction with
contaminated data . . . . . . . . . . . 33--48
Qingguo Tang and
Rohana J. Karunamuni Fast and accurate computation for kernel
estimators . . . . . . . . . . . . . . . 49--62
Takanori Hasegawa and
Atsushi Niida and
Tomoya Mori and
Teppei Shimamura and
Rui Yamaguchi and
Satoru Miyano and
Tatsuya Akutsu and
Seiya Imoto A likelihood-free filtering method via
approximate Bayesian computation in
evaluating biological simulation models 63--74
Ryan Martin and
Zhen Han A semiparametric scale-mixture
regression model and predictive
recursion maximum likelihood . . . . . . 75--85
F. C. Ng and
W. K. Li and
Philip L. H. Yu Diagnostic checking of the vector
multiplicative error model . . . . . . . 86--97
Depeng Jiang and
Puying Zhao and
Niansheng Tang A propensity score adjustment method for
regression models with nonignorable
missing covariates . . . . . . . . . . . 98--119
Spencer Wheatley and
Vladimir Filimonov and
Didier Sornette The Hawkes process with renewal
immigration & its estimation with an EM
algorithm . . . . . . . . . . . . . . . 120--135
S. F. Bagheri and
E. Bahrami Samani and
M. Ganjali The generalized modified Weibull power
series distribution: Theory and
applications . . . . . . . . . . . . . . 136--160
Christophe Chesneau and
Isha Dewan and
Hassan Doosti Nonparametric estimation of a quantile
density function by wavelet methods . . 161--174
F. Lavancier and
P. Rochet A general procedure to combine
estimators . . . . . . . . . . . . . . . 175--192
Maria Francesca Marino and
Marco Alfó Gaussian quadrature approximations in
mixed hidden Markov models for
longitudinal data: a simulation study 193--209
Ionut Bebu and
George Luta and
Thomas Mathew and
Paul A. Kennedy and
Brian K. Agan Parametric cost-effectiveness inference
with skewed data . . . . . . . . . . . . 210--220
Junyang Qian and
Jinzhu Jia On stepwise pattern recovery of the
fused Lasso . . . . . . . . . . . . . . 221--237
Xin Zhang and
Daniel R. Jeske and
Jun Li and
Vance Wong A sequential logistic regression
classifier based on mixed effects with
applications to longitudinal data . . . 238--249
Joshua Svenson and
Thomas Santner Multiobjective optimization of
expensive-to-evaluate deterministic
computer simulator models . . . . . . . 250--264
Kohei Uno and
Hironori Satomura and
Kohei Adachi Fixed factor analysis with clustered
factor score constraint . . . . . . . . 265--274
Sangin Lee and
Sunghoon Kwon and
Yongdai Kim A modified local quadratic approximation
algorithm for penalized optimization
problems . . . . . . . . . . . . . . . . 275--286
Lu Lin and
Jing Sun Adaptive conditional feature screening 287--301
Yangguang Zang and
Sanguo Zhang and
Qizhai Li and
Qingzhao Zhang Jackknife empirical likelihood test for
high-dimensional regression coefficients 302--316
Joseph Usset and
Ana-Maria Staicu and
Arnab Maity Interaction models for functional
regression . . . . . . . . . . . . . . . 317--329
K. Hron and
A. Menafoglio and
M. Templ and
K. Hruzová and
P. Filzmoser Simplicial principal component analysis
for density functions in Bayes spaces 330--350
Robert G. Aykroyd and
Stuart Barber and
Luke R. Miller Classification of multiple time signals
using localized frequency
characteristics applied to industrial
process monitoring . . . . . . . . . . . 351--362
Keunbaik Lee and
Insuk Sohn and
Donguk Kim Analysis of long series of longitudinal
ordinal data using marginalized models 363--371
Roberto Benavent and
Domingo Morales Multivariate Fay--Herriot models for
small area estimation . . . . . . . . . 372--390
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Kuo-Jung Lee and
Ray-Bing Chen and
Ying Nian Wu Bayesian variable selection for finite
mixture model of linear regressions . . 1--16
Ping-Feng Xu and
Jubo Sun and
Na Shan Local computations of the iterative
proportional scaling procedure for
hierarchical models . . . . . . . . . . 17--23
Min Cherng Lee and
Robin Mitra Multiply imputing missing values in data
sets with mixed measurement scales using
a sequence of generalised linear models 24--38
Yixin Wang and
Mike K. P. So A Bayesian hierarchical model for
spatial extremes with multiple durations 39--56
Eugenia Koblents and
Joaquín Míguez and
Marco A. Rodríguez and
Alexandra M. Schmidt A nonlinear population Monte Carlo
scheme for the Bayesian estimation of
parameters of $ \alpha $-stable
distributions . . . . . . . . . . . . . 57--74
Yingli Qin and
Weiming Li Testing the order of a population
spectral distribution for
high-dimensional data . . . . . . . . . 75--82
Tonglin Zhang and
Ge Lin On Moran's $I$ coefficient under
heterogeneity . . . . . . . . . . . . . 83--94
Yuki Ikeda and
Tatsuya Kubokawa and
Muni S. Srivastava Comparison of linear shrinkage
estimators of a large covariance matrix
in normal and non-normal distributions 95--108
Jakub Stoklosa and
Yih-Huei Huang and
Elise Furlan and
Wen-Han Hwang On quadratic logistic regression models
when predictor variables are subject to
measurement error . . . . . . . . . . . 109--121
David J. Kahle and
Phil D. Young and
Brandi A. Greer and
Dean M. Young Confidence intervals for the ratio of
two Poisson rates under one-way
differential misclassification using
double sampling . . . . . . . . . . . . 122--132
Piercesare Secchi and
Simone Vantini and
Paolo Zanini Hierarchical independent component
analysis: a multi-resolution
non-orthogonal data-driven basis . . . . 133--149
Dipankar Bandyopadhyay and
M. Amalia Jácome Comparing conditional survival functions
with missing population marks in a
competing risks model . . . . . . . . . 150--160
Luis Gutiérrez and
Ramsés H. Mena and
Matteo Ruggiero A time dependent Bayesian nonparametric
model for air quality analysis . . . . . 161--175
Lei Shi and
Jun Lu and
Jianhua Zhao and
Gemai Chen Case deletion diagnostics for GMM
estimation . . . . . . . . . . . . . . . 176--191
Cheng Cheng Exploratory failure time analysis in
large scale genomics . . . . . . . . . . 192--206
Edouard Ollier and
Adeline Samson and
Xavier Delavenne and
Vivian Viallon A SAEM algorithm for fused lasso
penalized NonLinear Mixed Effect Models:
Application to group comparison in
pharmacokinetics . . . . . . . . . . . . 207--221
Qianchuan He and
Linglong Kong and
Yanhua Wang and
Sijian Wang and
Timothy A. Chan and
Eric Holland Regularized quantile regression under
heterogeneous sparsity with application
to quantitative genetic traits . . . . . 222--239
Masayuki Hirukawa Corrigendum to ``Nonparametric
multiplicative bias correction for
kernel-type density estimation on the
unit interval'' [Comput. Statist. Data
Anal. \bf 54 (2010) 473--495] . . . . . 240--242
Laks Raghupathi and
David Randell and
Kevin Ewans and
Philip Jonathan Fast computation of large scale marginal
extremes with multi-dimensional
covariates . . . . . . . . . . . . . . . 243--258
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Kaifeng Zhao and
Heng Lian The Expectation-Maximization approach
for Bayesian quantile regression . . . . 1--11
D. C. Wickramarachchi and
B. L. Robertson and
M. Reale and
C. J. Price and
J. Brown HHCART: an oblique decision tree . . . . 12--23
Guoyou Qin and
Jiajia Zhang and
Zhongyi Zhu Simultaneous mean and covariance
estimation of partially linear models
for longitudinal data with missing
responses and covariate measurement
error . . . . . . . . . . . . . . . . . 24--39
Weihua Zhao and
Heng Lian and
Riquan Zhang and
Peng Lai Estimation and variable selection for
proportional response data with
partially linear single-index models . . 40--56
Silke Janitza and
Gerhard Tutz and
Anne-Laure Boulesteix Random forest for ordinal responses:
Prediction and variable selection . . . 57--73
Jakub Stoklosa and
Peter Dann and
Richard M. Huggins and
Wen-Han Hwang Estimation of survival and capture
probabilities in open population
capture-recapture models when covariates
are subject to measurement error . . . . 74--86
Tso-Jung Yen and
Yu-Min Yen Structured variable selection via
prior-induced hierarchical penalty
functions . . . . . . . . . . . . . . . 87--103
Xiaochao Xia and
Zhi Liu and
Hu Yang Regularized estimation for the least
absolute relative error models with a
diverging number of covariates . . . . . 104--119
Jeffrey D. Hart and
Taeryon Choi and
Seongbaek Yi Frequentist nonparametric
goodness-of-fit tests via marginal
likelihood ratios . . . . . . . . . . . 120--132
Shiyi Tu and
Min Wang and
Xiaoqian Sun Bayesian analysis of two-piece
location-scale models under reference
priors with partial information . . . . 133--144
Adam Petrie Graph-theoretic multisample tests of
equality in distribution for high
dimensional data . . . . . . . . . . . . 145--158
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Rob J. Hyndman and
Alan J. Lee and
Earo Wang Fast computation of reconciled forecasts
for hierarchical and grouped time series 16--32
Tom Michoel Natural coordinate descent algorithm for
$ L^1 $-penalised regression in
generalised linear models . . . . . . . 60--70
Eric Ruggieri and
Marcus Antonellis An exact approach to Bayesian sequential
change point detection . . . . . . . . . 71--86
Shirin Golchi and
David A. Campbell Sequentially Constrained Monte Carlo . . 98--113
Shaoli Wang and
Mian Huang and
Xing Wu and
Weixin Yao Mixture of functional linear models and
its application to CO$_2$-GDP functional
data . . . . . . . . . . . . . . . . . . 1--15
Chihiro Hirotsu and
Shoichi Yamamoto and
Harukazu Tsuruta A unifying approach to the shape and
change-point hypotheses in the discrete
univariate exponential family . . . . . 33--46
Bin Yao and
Lianming Wang and
Xin He Semiparametric regression analysis of
panel count data allowing for
within-subject correlation . . . . . . . 47--59
Jie Zhang and
Meng Pan A high-dimension two-sample test for the
mean using cluster subspaces . . . . . . 87--97
Harry Joe and
Peijun Sang Multivariate models for dependent
clusters of variables with conditional
independence given aggregation variables 114--132
Katherine Morris and
Paul D. McNicholas Clustering, classification, discriminant
analysis, and dimension reduction via
generalized hyperbolic mixtures . . . . 133--150
Graciela Boente and
Juan Carlos Pardo-Fernández Robust testing for superiority between
two regression curves . . . . . . . . . 151--168
Filidor Vilca and
Renata G. Romeiro and
N. Balakrishnan A bivariate Birnbaum--Saunders
regression model . . . . . . . . . . . . 169--183
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Rainer Dyckerhoff and
Pavlo Mozharovskyi Exact computation of the halfspace depth 19--30
Diego I. Gallardo and
Heleno Bolfarine and
Antonio Carlos Pedroso-de-Lima Destructive weighted Poisson cure rate
models with bivariate random effects:
Classical and Bayesian approaches . . . 31--45
Hiroki Ikemoto and
Kohei Adachi Sparse Tucker2 analysis of three-way
data subject to a constrained number of
zero elements in a core array . . . . . 1--18
Britta Anker Bak and
Jens Ledet Jensen High dimensional classifiers in the
imbalanced case . . . . . . . . . . . . 46--59
Haibing Zhao and
Wing Kam Fung A powerful FDR control procedure for
multiple hypotheses . . . . . . . . . . 60--70
Akihito Takahashi and
Takeshi Kurosawa Regression correlation coefficient for a
Poisson regression model . . . . . . . . 71--78
C. S. Oedekoven and
R. King and
S. T. Buckland and
M. L. Mackenzie and
K. O. Evans and
L. W. Burger, Jr. Using hierarchical centering to
facilitate a reversible jump MCMC
algorithm for random effects models . . 79--90
Myung Hyun Park and
Joseph H. T. Kim Estimating extreme tail risk measures
with generalized Pareto distribution . . 91--104
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Andy Leung and
Hongyang Zhang and
Ruben Zamar Robust regression estimation and
inference in the presence of cellwise
and casewise contamination . . . . . . . 1--11
Kuangnan Fang and
Xiaoyan Wang and
Ben-Chang Shia and
Shuangge Ma Identification of proportionality
structure with two-part models using
penalization . . . . . . . . . . . . . . 12--24
Hui-Qiong Li and
Guo-Liang Tian and
Xue-Jun Jiang and
Nian-Sheng Tang Testing hypothesis for a simple ordering
in incomplete contingency tables . . . . 25--37
Debasis Kundu and
Debanjan Mitra Bayesian inference of Weibull
distribution based on left truncated and
right censored data . . . . . . . . . . 38--50
Cathy W. S. Chen and
Sangyeol Lee Generalized Poisson autoregressive
models for time series of counts . . . . 51--67
Kimberly F. Sellers and
Andrew Raim A flexible zero-inflated model to
address data dispersion . . . . . . . . 68--80
Sandra E. Safo and
Jeongyoun Ahn General sparse multi-class linear
discriminant analysis . . . . . . . . . 81--90
Junguang Zhao and
Xingzhong Xu A generalized likelihood ratio test for
normal mean when $p$ is greater than $n$ 91--104
Jie Zhou and
Jiajia Zhang and
Alexander C. McLain and
Bo Cai A multiple imputation approach for
semiparametric cure model with interval
censored data . . . . . . . . . . . . . 105--114
Fadlalla G. Elfadaly and
Paul H. Garthwaite and
John R. Crawford On point estimation of the abnormality
of a Mahalanobis index . . . . . . . . . 115--130
Luis Angel García-Escudero and
Alfonso Gordaliza and
Francesca Greselin and
Salvatore Ingrassia and
Agustín Mayo-Iscar The joint role of trimming and
constraints in robust estimation for
mixtures of Gaussian factor analyzers 131--147
David M. Mount and
Nathan S. Netanyahu and
Christine D. Piatko and
Angela Y. Wu and
Ruth Silverman A practical approximation algorithm for
the LTS estimator . . . . . . . . . . . 148--170
Mathieu Emily and
Christophe Hitte and
Alain Mom SMILE: a novel dissimilarity-based
procedure for detecting sparse-specific
profiles in sparse contingency tables 171--188
Alwin Stegeman A new method for simultaneous estimation
of the factor model parameters, factor
scores, and unique parts . . . . . . . . 189--203
Enea G. Bongiorno and
Aldo Goia Classification methods for Hilbert data
based on surrogate density . . . . . . . 204--222
Enrico Fabrizi and
Carlo Trivisano Small area estimation of the Gini
concentration coefficient . . . . . . . 223--234
Robert Serfling and
Yunfei Wang On Liu's simplicial depth and Randles'
interdirections . . . . . . . . . . . . 235--247
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--ix
Erricos J. Kontoghiorghes and
Herman K. Van Dijk CFEnetwork: the \booktitleAnnals of
Computational and Financial
Econometrics, 3rd issue . . . . . . . . 1--3
Natalia Bailey and
Liudas Giraitis Spectral approach to parameter-free unit
root testing . . . . . . . . . . . . . . 4--16
Luc Bauwens and
Lyudmila Grigoryeva and
Juan-Pablo Ortega Estimation and empirical performance of
non-scalar dynamic conditional
correlation models . . . . . . . . . . . 17--36
Monica Billio and
Roberto Casarin and
Anthony Osuntuyi Efficient Gibbs sampling for Markov
switching GARCH models . . . . . . . . . 37--57
Francisco Blasques and
Jiangyu Ji and
André Lucas Semiparametric score driven volatility
models . . . . . . . . . . . . . . . . . 58--69
Luisa Bisaglia and
Antonio Canale Bayesian nonparametric forecasting for
INAR models . . . . . . . . . . . . . . 70--78
João F. Caldeira and
Guilherme V. Moura and
André A. P. Santos Predicting the yield curve using
forecast combinations . . . . . . . . . 79--98
Michael Creel and
Dennis Kristensen On selection of statistics for
approximate Bayesian computing (or the
method of simulated moments) . . . . . . 99--114
G. S. Dissanayake and
M. S. Peiris and
T. Proietti State space modeling of Gegenbauer
processes with long memory . . . . . . . 115--130
Matthias R. Fengler and
Ostap Okhrin Managing risk with a realized copula
parameter . . . . . . . . . . . . . . . 131--152
Gabriele Fiorentini and
Christophe Planas and
Alessandro Rossi Skewness and kurtosis of multivariate
Markov-switching processes . . . . . . . 153--159
Philip Hans Franses A simple test for a bubble based on
growth and acceleration . . . . . . . . 160--169
Diego E. Fresoli and
Esther Ruiz The uncertainty of conditional returns,
volatilities and correlations in DCC
models . . . . . . . . . . . . . . . . . 170--185
Noud P. A. van Giersbergen The ability to correct the bias in the
stable AD(1,1) model with a feedback
effect . . . . . . . . . . . . . . . . . 186--204
Emanuele Giorgi and
Alexander J. McNeil On the computation of multivariate
scenario sets for the skew-$t$ and
generalized hyperbolic families . . . . 205--220
Jan J. J. Groen and
George Kapetanios Revisiting useful approaches to
data-rich macroeconomic forecasting . . 221--239
Kazuhiko Hayakawa Improved GMM estimation of panel VAR
models . . . . . . . . . . . . . . . . . 240--264
Kazuhiko Hayakawa and
Shuichi Nagata On the behaviour of the GMM estimator in
persistent dynamic panel data models
with unrestricted initial conditions . . 265--303
R. Hendrych and
T. Cipra On conditional covariance modelling: an
approach using state space models . . . 304--317
Hajo Holzmann and
Florian Schwaiger Testing for the number of states in
hidden Markov models . . . . . . . . . . 318--330
Tsunehiro Ishihara and
Yasuhiro Omori and
Manabu Asai Matrix exponential stochastic volatility
with cross leverage . . . . . . . . . . 331--350
Eric Jondeau Asymmetry in tail dependence in equity
portfolios . . . . . . . . . . . . . . . 351--368
George Kapetanios and
Massimiliano Marcellino and
Fotis Papailias Forecasting inflation and GDP growth
using heuristic optimisation of
information criteria and variable
reduction methods . . . . . . . . . . . 369--382
Sébastien Laurent and
Christelle Lecourt and
Franz C. Palm Testing for jumps in conditionally
Gaussian ARMA--GARCH models, a robust
approach . . . . . . . . . . . . . . . . 383--400
Rui Li and
Alan T. K. Wan and
Jinhong You Semiparametric GMM estimation and
variable selection in dynamic panel data
models with fixed effects . . . . . . . 401--423
Degui Li and
Léopold Simar and
Valentin Zelenyuk Generalized nonparametric smoothing with
mixed discrete and continuous data . . . 424--444
Cédric Okou and
Éric Jacquier Horizon effect in the term structure of
long-run risk-return trade-offs . . . . 445--466
Li Pan and
Dimitris N. Politis Bootstrap prediction intervals for
Markov processes . . . . . . . . . . . . 467--494
Ekaterini Panopoulou and
Theologos Pantelidis The Fisher effect in the presence of
time-varying coefficients . . . . . . . 495--511
Winfried Pohlmeier and
Ruben Seiberlich and
Selver Derya Uysal A simple and successful shrinkage method
for weighting estimators of treatment
effects . . . . . . . . . . . . . . . . 512--525
Vasilis Sarafidis Neighbourhood GMM estimation of dynamic
panel data models . . . . . . . . . . . 526--544
Laura Spierdijk Confidence intervals for ARMA--GARCH
Value-at-Risk: the case of heavy tails
and skewness . . . . . . . . . . . . . . 545--559
Vladica S. Stojanovi\'c and
Biljana C. Popovi\'c and
Gradimir V. Milovanovi\'c The Split-SV model . . . . . . . . . . . 560--581
Genaro Sucarrat and
Steffen Grònneberg and
Alvaro Escribano Estimation and inference in univariate
and multivariate log-GARCH-X models when
the conditional density is unknown . . . 582--594
Chu-Ping C. Vijverberg and
Wim P. M. Vijverberg and
Süleyman Taspinar Linking Tukey's legacy to financial risk
measurement . . . . . . . . . . . . . . 595--615
Alexander Vosseler Bayesian model selection for unit root
testing with multiple structural breaks 616--630
H. Peter Boswijk and
Christian Francq and
Marc Hallin and
Robert Taylor Special issue on Time Series
Econometrics . . . . . . . . . . . . . . 631--632
Abdelkamel Alj and
Kristján Jónasson and
Guy Mélard The exact Gaussian likelihood estimation
of time-dependent VARMA models . . . . . 633--644
Josu Arteche and
Jesus Orbe A bootstrap approximation for the
distribution of the Local Whittle
estimator . . . . . . . . . . . . . . . 645--660
Michael P. Clements Real-time factor model forecasting and
the effects of instability . . . . . . . 661--675
Lajos Horváth and
Gregory Rice and
Stephen Whipple Adaptive bandwidth selection in the long
run covariance estimator of functional
time series . . . . . . . . . . . . . . 676--693
Wei Lin and
Gloria González-Rivera Interval-valued time series models:
Estimation based on order statistics
exploring the Agriculture Marketing
Service data . . . . . . . . . . . . . . 694--711
J. Huston McCulloch Moment Ratio estimation of
autoregressive/unit root parameters and
autocorrelation-consistent standard
errors . . . . . . . . . . . . . . . . . 712--733
Garry D. A. Phillips and
Gareth Liu-Evans Approximating and reducing bias in 2SLS
estimation of dynamic simultaneous
equation models . . . . . . . . . . . . 734--762
Amit Shelef A Gini-based unit root test . . . . . . 763--772
Florian Ziel Iteratively reweighted adaptive lasso
for conditional heteroscedastic time
series with applications to AR--ARCH
type processes . . . . . . . . . . . . . 773--793
Luc Bauwens and
Gary Koop and
John Maheu and
Yasuhiro Omori Special issue on Bayesian econometrics 794
Yuta Kurose and
Yasuhiro Omori Dynamic equicorrelation stochastic
volatility . . . . . . . . . . . . . . . 795--813
Audrone Virbickaite and
M. Concepción Ausín and
Pedro Galeano A Bayesian non-parametric approach to
asymmetric dynamic conditional
correlation model with application to
portfolio selection . . . . . . . . . . 814--829
Michel Lubrano and
Abdoul Aziz Junior Ndoye Income inequality decomposition using a
finite mixture of log-normal
distributions: a Bayesian approach . . . 830--846
Joshua C. C. Chan and
Angelia L. Grant Fast computation of the deviance
information criterion for latent
variable models . . . . . . . . . . . . 847--859
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Wei Ding and
Peter X.-K. Song EM algorithm in Gaussian copula with
missing data . . . . . . . . . . . . . . 1--11
Tilman M. Davies and
Khair Jones and
Martin L. Hazelton Symmetric adaptive smoothing regimens
for estimation of the spatial relative
risk function . . . . . . . . . . . . . 12--28
Reshad Hosseini and
Suvrit Sra and
Lucas Theis and
Matthias Bethge Inference and mixture modeling with the
Elliptical Gamma Distribution . . . . . 29--43
Tucker S. McElroy and
Scott H. Holan Computation of the autocovariances for
time series with multiple long-range
persistencies . . . . . . . . . . . . . 44--56
Minjung Lee and
Junhee Han Covariate-adjusted quantile inference
with competing risks . . . . . . . . . . 57--63
William Cipolli III and
Timothy Hanson and
Alexander C. McLain Bayesian nonparametric multiple testing 64--79
Yongku Kim and
L. Mark Berliner Change of spatiotemporal scale in
dynamic models . . . . . . . . . . . . . 80--92
Lixing Zhou and
Yoshio Takane and
Heungsun Hwang Dynamic GSCANO (Generalized Structured
Canonical Correlation Analysis) with
applications to the analysis of
effective connectivity in functional
neuroimaging data . . . . . . . . . . . 93--109
Dimitris Korobilis Prior selection for panel vector
autoregressions . . . . . . . . . . . . 110--120
Zizhen Wu and
David B. Hitchcock A Bayesian method for simultaneous
registration and clustering of
functional observations . . . . . . . . 121--136
Hao Hu and
Yichao Wu and
Weixin Yao Maximum likelihood estimation of the
mixture of log-concave densities . . . . 137--147
Travis A. O'Brien and
Karthik Kashinath and
Nicholas R. Cavanaugh and
William D. Collins and
John P. O'Brien A fast and objective multidimensional
kernel density estimation method:
fastKDE . . . . . . . . . . . . . . . . 148--160
Khaled Bedair and
Yili Hong and
Jie Li and
Hussein R. Al-Khalidi Multivariate frailty models for
multi-type recurrent event data and its
application to cancer prevention trial 161--173
Qixuan Chen and
Myunghee Cho Paik and
Minjin Kim and
Cuiling Wang Using link-preserving imputation for
logistic partially linear models with
missing covariates . . . . . . . . . . . 174--185
Ingrid Hobæk Haff and
Kjersti Aas and
Arnoldo Frigessi and
Virginia Lacal Structure learning in Bayesian Networks
using regular vines . . . . . . . . . . 186--208
Qi Li and
Heng Lian and
Fukang Zhu Robust closed-form estimators for the
integer-valued $ {\rm GARCH}(1, 1) $
model . . . . . . . . . . . . . . . . . 209--225
Samuel M. Gross and
Robert Tibshirani Data Shared Lasso: a novel tool to
discover uplift . . . . . . . . . . . . 226--235
Spyridon J. Hatjispyros and
Theodoros Nicoleris and
Stephen G. Walker Random density functions with common
atoms and pairwise dependence . . . . . 236--249
Namgil Lee and
Hyemi Choi and
Sung-Ho Kim Bayes shrinkage estimation for
high-dimensional VAR models with scale
mixture of normal distributions for
noise . . . . . . . . . . . . . . . . . 250--276
William Kleiber High resolution simulation of
nonstationary Gaussian random fields . . 277--288
B. N. Mandal and
Jun Ma $ l_1 $ regularized multiplicative
iterative path algorithm for
non-negative generalized linear models 289--299
Huon Wilson and
Uri Keich Accurate pairwise convolutions of
non-negative vectors via FFT . . . . . . 300--315
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi
Darshan Bryner and
Fred Huffer and
Michael Rosenthal and
J. Derek Tucker and
Anuj Srivastava Estimation of linear target-layer
trajectories using cluttered point cloud
data . . . . . . . . . . . . . . . . . . 1--22
Hien D. Nguyen and
Geoffrey J. McLachlan Maximum likelihood estimation of
triangular and polygonal distributions 23--36
Mauro Costantini and
Amit Sen A simple testing procedure for unit root
and model specification . . . . . . . . 37--54
Filipe J. Marques and
Florence Loingeville Improved near-exact distributions for
the product of independent Generalized
Gamma random variables . . . . . . . . . 55--66
Sreevani and
C. A. Murthy On bandwidth selection using minimal
spanning tree for kernel density
estimation . . . . . . . . . . . . . . . 67--84
Xiaochao Xia and
Hu Yang and
Jialiang Li Feature screening for generalized
varying coefficient models with
application to dichotomous responses . . 85--97
Sanying Feng and
Heng Lian and
Liugen Xue A new nested Cholesky decomposition and
estimation for the covariance matrix of
bivariate longitudinal data . . . . . . 98--109
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Didier Chauveau and
Vy Thuy Lynh Hoang Nonparametric mixture models with
conditionally independent multivariate
component densities . . . . . . . . . . 1--16
K. Y. K. Wu and
W. K. Li On a dispersion model with Pearson
residual responses . . . . . . . . . . . 17--27
Aurelius A. Zilko and
Dorota Kurowicka Copula in a multivariate mixed
discrete-continuous model . . . . . . . 28--55
Martin L. Hazelton and
Murray P. Cox Bandwidth selection for kernel
log-density estimation . . . . . . . . . 56--67
Rahim Alhamzawi Bayesian model selection in ordinal
quantile regression . . . . . . . . . . 68--78
Ling Ma and
Tao Hu and
Jianguo Sun Cox regression analysis of dependent
interval-censored failure time data . . 79--90
Vera Lúcia F. Santos and
Fernando A. S. Moura and
Dalton F. Andrade and
Kelly C. M. Gonçalves Multidimensional and longitudinal item
response models for non-ignorable data 91--110
Fang Fang and
Jun Shao Iterated imputation estimation for
generalized linear models with missing
response and covariate values . . . . . 111--123
Heiko Groenitz A covariate nonrandomized response model
for multicategorical sensitive variables 124--138
Sanying Feng and
Heng Lian and
Fukang Zhu Reduced rank regression with possibly
non-smooth criterion functions: an
empirical likelihood approach . . . . . 139--150
Hien D. Nguyen and
Geoffrey J. McLachlan Linear mixed models with marginally
symmetric nonparametric random effects 151--169
Shi-Fang Qiu and
Wai-Yin Poon and
Man-Lai Tang Confidence intervals for an ordinal
effect size measure based on partially
validated series . . . . . . . . . . . . 170--192
Yuan Xue and
Xiangrong Yin and
Xiaolin Jiang Ensemble sufficient dimension folding
methods for analyzing matrix-valued data 193--205
Hani El Assaad and
Allou Samé and
Gérard Govaert and
Patrice Aknin A variational Expectation-Maximization
algorithm for temporal data clustering 206--228
G. S. Rodrigues and
David J. Nott and
S. A. Sisson Functional regression approximate
Bayesian computation for Gaussian
process density estimation . . . . . . . 229--241
Ling Chen and
Jianguo Sun and
Chengjie Xiong A multiple imputation approach to the
analysis of clustered interval-censored
failure time data with the additive
hazards model . . . . . . . . . . . . . 242--249
Meiling Hao and
Yunyuan Lin and
Xingqiu Zhao A relative error-based approach for
variable selection . . . . . . . . . . . 250--262
Xuehu Zhu and
Fei Chen and
Xu Guo and
Lixing Zhu Heteroscedasticity testing for
regression models: a dimension
reduction-based model adaptive approach 263--283
Wessel N. van Wieringen and
Carel F. W. Peeters Ridge estimation of inverse covariance
matrices from high-dimensional data . . 284--303
Zachary Zimmer and
DoHwan Park and
Thomas Mathew Tolerance limits under normal mixtures:
Application to the evaluation of nuclear
power plant safety and to the assessment
of circular error probable . . . . . . . 304--315
Heping He and
Thomas A. Severini A flexible approach to inference in
semiparametric regression models with
correlated errors using Gaussian
processes . . . . . . . . . . . . . . . 316--329
Shibin Zhang Adaptive spectral estimation for
nonstationary multivariate time series 330--349
Lynette A. Hunt and
Kaye E. Basford Comparing classical criteria for
selecting intra-class correlated
features in Multimix . . . . . . . . . . 350--366
A. Garbuno-Inigo and
F. A. DiazDelaO and
K. M. Zuev Gaussian process hyper-parameter
estimation using Parallel Asymptotically
Independent Markov Sampling . . . . . . 367--383
Lele Huang and
Junlong Zhao and
Huiwen Wang and
Siyang Wang Robust shrinkage estimation and
selection for functional multiple linear
model through LAD loss . . . . . . . . . 384--400
Sunghoon Kwon and
Seungyoung Oh and
Youngjo Lee The use of random-effect models for
high-dimensional variable selection
problems . . . . . . . . . . . . . . . . 401--412
Sijia Xiang and
Weixin Yao and
Byungtae Seo Semiparametric mixture: Continuous scale
mixture approach . . . . . . . . . . . . 413--425
Lars Josef Höök and
Erik Lindström Efficient computation of the quasi
likelihood function for discretely
observed diffusion processes . . . . . . 426--437
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Vyacheslav Lyubchich and
Xingyu Wang and
Andrew Heyes and
Yulia R. Gel A distribution-free $m$-out-of-$n$
bootstrap approach to testing symmetry
about an unknown median . . . . . . . . 1--9
Ruitao Lin and
Zhongying Liu and
Shurong Zheng and
Guosheng Yin Power computation for hypothesis testing
with high-dimensional covariance
matrices . . . . . . . . . . . . . . . . 10--23
Irene Epifanio Functional archetype and archetypoid
analysis . . . . . . . . . . . . . . . . 24--34
Satya Prakash Singh and
Siuli Mukhopadhyay Bayesian crossover designs for
generalized linear models . . . . . . . 35--50
Gina Gruenhage and
Manfred Opper and
Simon Barthelme Visualizing the effects of a changing
distance on data using continuous
embeddings . . . . . . . . . . . . . . . 51--65
Qing Pan and
Yunpeng Zhao Integrative weighted group lasso and
generalized local quadratic
approximation . . . . . . . . . . . . . 66--78
Daniel Ahfock and
Saumyadipta Pyne and
Sharon X. Lee and
Geoffrey J. McLachlan Partial identification in the
statistical matching problem . . . . . . 79--90
Shuo Li and
Yundong Tu $ \sqrt {n}$-consistent density
estimation in semiparametric regression
models . . . . . . . . . . . . . . . . . 91--109
Giampiero Marra and
Karol Wyszynski Semi-parametric copula sample selection
models for count responses . . . . . . . 110--129
Inés Barbeito and
Ricardo Cao Smoothed stationary bootstrap bandwidth
selection for density estimation with
dependent data . . . . . . . . . . . . . 130--147
Abdelkader Ameraoui and
Kamal Boukhetala and
Jean-François Dupuy Bayesian estimation of the tail index of
a heavy tailed distribution under random
censoring . . . . . . . . . . . . . . . 148--168
L. Ippel and
M. C. Kaptein and
J. K. Vermunt Estimating random-intercept models on
data streams . . . . . . . . . . . . . . 169--182
Tri Le and
Bertrand Clarke Using the Bayesian Shtarkov solution for
predictions . . . . . . . . . . . . . . 183--196
Chenxi Li Cause-specific hazard regression for
competing risks data under interval
censoring and left truncation . . . . . 197--208
Anthony C. Atkinson and
Marco Riani and
Francesca Torti Robust methods for heteroskedastic
regression . . . . . . . . . . . . . . . 209--222
Tong-Yu Lu and
Wai-Yin Poon and
Siu Hung Cheung Multiple comparisons of treatments with
skewed ordinal responses . . . . . . . . 223--232
Yang Li and
Zhengyuan Zhu Modeling nonstationary covariance
function with convolution on sphere . . 233--246
Mohammad Hossein Dehghan and
Thierry Duchesne Erratum to ``On the performance of some
non-parametric estimators of the
conditional survival function with
interval-censored data'' [Comput.
Statstic Data Anal. \bf 55 (12) (2011)
3355--3364] . . . . . . . . . . . . . . 247
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Francis K. C. Hui Model-based simultaneous clustering and
ordination of multivariate abundance
data in ecology . . . . . . . . . . . . 1--10
Matthieu Wilhelm and
Yves Tillé and
Lionel Qualité Quasi-systematic sampling from a
continuous population . . . . . . . . . 11--23
Robert Serfling and
Uditha Wijesuriya Depth-based nonparametric description of
functional data, with emphasis on use of
spatial depth . . . . . . . . . . . . . 24--45
Jan Gertheiss and
Jeff Goldsmith and
Ana-Maria Staicu A note on modeling sparse
exponential-family functional response
curves . . . . . . . . . . . . . . . . . 46--52
Yuanhui Xiao A fast algorithm for two-dimensional
Kolmogorov--Smirnov two sample tests . . 53--58
Paul Schmidt and
Mark Mühlau and
Volker Schmid Fitting large-scale structured additive
regression models using Krylov subspace
methods . . . . . . . . . . . . . . . . 59--75
Aurélien Nicosia and
Thierry Duchesne and
Louis-Paul Rivest and
Daniel Fortin A general hidden state random walk model
for animal movement . . . . . . . . . . 76--95
Seongho Kim and
Hyejeong Jang and
Imhoi Koo and
Joohyoung Lee and
Xiang Zhang Normal-Gamma--Bernoulli peak detection
for analysis of comprehensive
two-dimensional gas chromatography mass
spectrometry data . . . . . . . . . . . 96--111
Ivair R. Silva Confidence intervals through sequential
Monte Carlo . . . . . . . . . . . . . . 112--124
WenWu Wang and
Ping Yu Asymptotically optimal differenced
estimators of error variance in
nonparametric regression . . . . . . . . 125--143
Ana López-Cheda and
Ricardo Cao and
M. Amalia Jácome and
Ingrid Van Keilegom Nonparametric incidence estimation and
bootstrap bandwidth selection in mixture
cure models . . . . . . . . . . . . . . 144--165
Umberto Picchini and
Rachele Anderson Approximate maximum likelihood
estimation using data-cloning ABC . . . 166--183
Yan-Qing Zhang and
Nian-Sheng Tang Bayesian local influence analysis of
general estimating equations with
nonignorable missing data . . . . . . . 184--200
Peng Lai and
Yiming Liu and
Zhi Liu and
Yi Wan Model free feature screening for
ultrahigh dimensional data with
responses missing at random . . . . . . 201--216
Ery Arias-Castro and
Xiao Pu A simple approach to sparse clustering 217--228
Seksan Kiatsupaibul and
Anthony J. Hayter and
Wei Liu Rank constrained distribution and moment
computations . . . . . . . . . . . . . . 229--242
Junmo Song and
Dong-hyun Oh and
Jiwon Kang Robust estimation in stochastic frontier
models . . . . . . . . . . . . . . . . . 243--267
F. Lombard and
Douglas M. Hawkins and
Cornelis J. Potgieter Sequential rank CUSUM charts for angular
data . . . . . . . . . . . . . . . . . . 268--279
Emma Persson and
Jenny Häggström and
Ingeborg Waernbaum and
Xavier de Luna Data-driven algorithms for dimension
reduction in causal inference . . . . . 280--292
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Yongchan Kwon and
Young-Geun Choi and
Taesung Park and
Andreas Ziegler and
Myunghee Cho Paik Generalized estimating equations with
stabilized working correlation structure 1--11
Dan Wang and
Lili Tian Parametric methods for confidence
interval estimation of overlap
coefficients . . . . . . . . . . . . . . 12--26
Artur Gramacki and
Jaroslaw Gramacki FFT-based fast bandwidth selector for
multivariate kernel density estimation 27--45
Ana M. Bianco and
Paula M. Spano Robust estimation in partially linear
errors-in-variables models . . . . . . . 46--64
Frank Schaarschmidt and
Daniel Gerhard and
Charlotte Vogel Simultaneous confidence intervals for
comparisons of several multinomial
samples . . . . . . . . . . . . . . . . 65--76
J. Li and
D. J. Nott and
Y. Fan and
S. A. Sisson Extending approximate Bayesian
computation methods to high dimensions
via a Gaussian copula model . . . . . . 77--89
Alberto Alvarez-Iglesias and
John Hinde and
John Ferguson and
John Newell An alternative pruning based approach to
unbiased recursive partitioning . . . . 90--102
Changryong Baek and
Richard A. Davis and
Vladas Pipiras Sparse seasonal and periodic vector
autoregressive modeling . . . . . . . . 103--126
K. McGinnity and
R. Varbanov and
E. Chicken Cross-validated wavelet block
thresholding for non-Gaussian errors . . 127--137
Anastasios Panagiotelis and
Claudia Czado and
Harry Joe and
Jakob Stöber Model selection for discrete regular
vine copulas . . . . . . . . . . . . . . 138--152
Baisen Liu and
Liangliang Wang and
Jiguo Cao Estimating functional linear
mixed-effects regression models . . . . 153--164
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Tyrus Berry and
Timothy Sauer Density estimation on manifolds with
boundary . . . . . . . . . . . . . . . . 1--17
Virginia Giorno and
Patricia Román-Román and
Serena Spina and
Francisco Torres-Ruiz Estimating a non-homogeneous Gompertz
process with jumps as model of tumor
dynamics . . . . . . . . . . . . . . . . 18--31
Miguel Boubeta and
María José Lombardía and
Domingo Morales Poisson mixed models for studying the
poverty in small areas . . . . . . . . . 32--47
Ricardo Rocha and
Saralees Nadarajah and
Vera Tomazella and
Francisco Louzada A new class of defective models based on
the Marshall--Olkin family of
distributions for cure rate modeling . . 48--63
Xia Cui and
Jianhua Guo and
Guangren Yang On the identifiability and estimation of
generalized linear models with
parametric nonignorable missing data
mechanism . . . . . . . . . . . . . . . 64--80
Lisa L. Doove and
Tom F. Wilderjans and
Antonio Calcagn\`\i and
Iven Van Mechelen Deriving optimal data-analytic regimes
from benchmarking studies . . . . . . . 81--91
Claudio Agostinelli and
Isabella Locatelli and
Alfio Marazzi and
Víctor J. Yohai Robust estimators of accelerated failure
time regression with generalized
log-gamma errors . . . . . . . . . . . . 92--106
Hanning Li and
Debdeep Pati Variable selection using shrinkage
priors . . . . . . . . . . . . . . . . . 107--119
Shirong Deng and
Kin-yat Liu and
Xingqiu Zhao Semiparametric regression analysis of
multivariate longitudinal data with
informative observation times . . . . . 120--130
Chenyang Tao and
Jianfeng Feng Canonical kernel dimension reduction . . 131--148
Pavel N. Krivitsky Using contrastive divergence to seed
Monte Carlo MLE for exponential-family
random graph models . . . . . . . . . . 149--161
William H. Aeberhard and
Eva Cantoni and
Stephane Heritier Saddlepoint tests for accurate and
robust inference on overdispersed count
data . . . . . . . . . . . . . . . . . . 162--175
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Vishal Maurya and
A. N. Gill and
Aarti Goyal A new two-stage multiple comparison
procedure for comparing several
exponential populations with a control
under heteroscedasticity . . . . . . . . 1--11
Debasis Kundu and
Debanjan Mitra and
Ayon Ganguly Analysis of left truncated and right
censored competing risks data . . . . . 12--26
Byungtae Seo The doubly smoothed maximum likelihood
estimation for location-shifted
semiparametric mixtures . . . . . . . . 27--39
Valérie Monbet and
Pierre Ailliot Sparse vector Markov switching
autoregressive models. Application to
multivariate time series of temperature 40--51
Li-Yu Wang and
Cheolwoo Park and
Kyupil Yeon and
Hosik Choi Tracking concept drift using a
constrained penalized regression
combiner . . . . . . . . . . . . . . . . 52--69
Lianqiang Yang and
Yongmiao Hong Adaptive penalized splines for data
smoothing . . . . . . . . . . . . . . . 70--83
Marco Bee and
Roberto Benedetti and
Giuseppe Espa Approximate maximum likelihood
estimation of the Bingham distribution 84--96
Byeong U. Park and
Léopold Simar and
Valentin Zelenyuk Nonparametric estimation of dynamic
discrete choice models for time series
data . . . . . . . . . . . . . . . . . . 97--120
Jing Zhang and
Yanyan Liu and
Yuanshan Wu Correlation rank screening for
ultrahigh-dimensional survival data . . 121--132
Daniel T. Kaffine and
Graham A. Davis A multi-row deletion diagnostic for
influential observations in small-sample
regressions . . . . . . . . . . . . . . 133--145
Hossein Moradi Rekabdarkolaee and
Edward Boone and
Qin Wang Robust estimation and variable selection
in sufficient dimension reduction . . . 146--157
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Haileab Hilafu and
Wenbo Wu Partial projective resampling method for
dimension reduction: With applications
to partially linear models . . . . . . . 1--14
Weihua Zhao and
Heng Lian and
Xinyuan Song Composite quantile regression for
correlated data . . . . . . . . . . . . 15--33
Chew-Seng Chee A mixture model-based nonparametric
approach to estimating a count
distribution . . . . . . . . . . . . . . 34--44
Jia-Chiun Pan and
Yufen Huang and
J. T. Gene Hwang Estimation of selected parameters . . . 45--63
Ricardo A. Maronna and
Victor J. Yohai Robust and efficient estimation of
multivariate scatter and location . . . 64--75
André Fujita and
Daniel Yasumasa Takahashi and
Joana Bisol Balardin and
Maciel Calebe Vidal and
João Ricardo Sato Correlation between graphs with an
application to brain network analysis 76--92
Shengtong Han and
Hongmei Zhang and
Wilfried Karmaus and
Graham Roberts and
Hasan Arshad Adjusting background noise in cluster
analyses of longitudinal data . . . . . 93--104
Xuehu Zhu and
Tao Wang and
Junlong Zhao and
Lixing Zhu Inference for biased transformation
models . . . . . . . . . . . . . . . . . 105--120
Priyam Das and
Subhashis Ghosal Bayesian quantile regression using
random B-spline series prior . . . . . . 121--143
Ningning Han and
Yumeng Song and
Zhanjie Song Bayesian robust principal component
analysis with structured sparse
component . . . . . . . . . . . . . . . 144--158
Muhammad Farooq and
Ingo Steinwart An SVM-like approach for expectile
regression . . . . . . . . . . . . . . . 159--181
Robert Richardson and
Athanasios Kottas and
Bruno Sansó Flexible integro-difference equation
modeling for spatio-temporal data . . . 182--198
Yongqiang Lian and
Yincai Tang and
Yijun Wang Objective Bayesian analysis of JM model
in software reliability . . . . . . . . 199--214
Nicolas Couellan and
Wenjuan Wang Uncertainty-safe large scale support
vector machines . . . . . . . . . . . . 215--230
Myl\`ene Bédard Hierarchical models: Local proposal
variances for RWM-within-Gibbs and
MALA-within-Gibbs . . . . . . . . . . . 231--246
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Daniel Kraus and
Claudia Czado $D$-vine copula based quantile
regression . . . . . . . . . . . . . . . 1--18
Harry Crane A hidden Markov model for latent
temporal clustering with application to
ideological alignment in the U.S.
Supreme Court . . . . . . . . . . . . . 19--36
Zhendong Huang and
Davide Ferrari and
Guoqi Qian Parsimonious and powerful composite
likelihood testing for group difference
and genotype-phenotype association . . . 37--49
Hongmei Lin and
Riquan Zhang and
Wenchao Xu and
Yuedong Wang Estimating time-varying treatment
switching effects via local linear
smoothing and quasi-likelihood . . . . . 50--63
Kjell A. Doksum and
Jiancheng Jiang and
Bo Sun and
Shuzhen Wang Nearest neighbor estimates of regression 64--74
Shuwei Li and
Tao Hu and
Peijie Wang and
Jianguo Sun Regression analysis of current status
data in the presence of dependent
censoring with applications to
tumorigenicity experiments . . . . . . . 75--86
Monia Ranalli and
Roberto Rocci Mixture models for mixed-type data
through a composite likelihood approach 87--102
J. Geronimi and
G. Saporta Variable selection for multiply-imputed
data with penalized generalized
estimating equations . . . . . . . . . . 103--114
Himel Mallick and
Nengjun Yi Bayesian group bridge for bi-level
variable selection . . . . . . . . . . . 115--133
Zhongkai Liu and
Rui Song and
Donglin Zeng and
Jiajia Zhang Principal components adjusted variable
screening . . . . . . . . . . . . . . . 134--144
Stephan Dlugosz and
Enno Mammen and
Ralf A. Wilke Generalized partially linear regression
with misclassified data and an
application to labour market transitions 145--159
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Joonho Gong and
Hyunjoong Kim RHSBoost: Improving classification
performance in imbalance data . . . . . 1--13
Hao Hu and
Weixin Yao and
Yichao Wu The robust EM-type algorithms for
log-concave mixtures of regression
models . . . . . . . . . . . . . . . . . 14--26
Florian Maire and
Eric Moulines and
Sidonie Lefebvre Online EM for functional data . . . . . 27--47
Seung Jun Shin and
Andreas Artemiou Penalized principal logistic regression
for sparse sufficient dimension
reduction . . . . . . . . . . . . . . . 48--58
Andy Leung and
Victor Yohai and
Ruben Zamar Multivariate location and scatter matrix
estimation under cellwise and casewise
contamination . . . . . . . . . . . . . 59--76
Lianfen Qian and
Suojin Wang Subject-wise empirical likelihood
inference in partial linear models for
longitudinal data . . . . . . . . . . . 77--87
Hongxiao Zhu and
Jeffrey S. Morris and
Fengrong Wei and
Dennis D. Cox Multivariate functional response
regression, with application to
fluorescence spectroscopy in a cervical
pre-cancer study . . . . . . . . . . . . 88--101
Ming Ouyang and
Xiaodong Yan and
Ji Chen and
Niansheng Tang and
Xinyuan Song Bayesian local influence of
semiparametric structural equation
models . . . . . . . . . . . . . . . . . 102--115
Ezequiel Smucler and
Victor J. Yohai Robust and sparse estimators for linear
regression models . . . . . . . . . . . 116--130
Elias Al-Najjar and
Kofi P. Adragni Sufficient dimension reduction
constrained through sub-populations . . 131--144
Michael A. Kouritzin Residual and stratified branching
particle filters . . . . . . . . . . . . 145--165
Mohamed Belalia and
Taoufik Bouezmarni and
Alexandre Leblanc Smooth conditional distribution
estimators using Bernstein polynomials 166--182
M. Iftakhar Alam and
Barbara Bogacka and
D. Stephen Coad Pharmacokinetically guided optimum
adaptive dose selection in early phase
clinical trials . . . . . . . . . . . . 183--202
Sebastian Ueckert and
France Mentré A new method for evaluation of the
Fisher information matrix for discrete
mixed effect models using Monte Carlo
sampling and adaptive Gaussian
quadrature . . . . . . . . . . . . . . . 203--219
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Kyu Ha Lee and
Sounak Chakraborty and
Jianguo Sun Variable selection for high-dimensional
genomic data with censored outcomes
using group lasso prior . . . . . . . . 1--13
Lluís Bermúdez and
Dimitris Karlis and
Miguel Santolino A finite mixture of multiple discrete
distributions for modelling heaped count
data . . . . . . . . . . . . . . . . . . 14--23
Ivan Kojadinovic Some copula inference procedures adapted
to the presence of ties . . . . . . . . 24--41
Xue Wang and
Stephen G. Walker An optimal data ordering scheme for
Dirichlet process mixture models . . . . 42--52
Tian Fang and
William Mackillop and
Wenyu Jiang and
Allan Hildesheim and
Sholom Wacholder and
Bingshu E. Chen A Bayesian method for risk window
estimation with application to HPV
vaccine trial . . . . . . . . . . . . . 53--62
Jane Y. Nancy and
Nehemiah H. Khanna and
Kannan Arputharaj Imputing missing values in unevenly
spaced clinical time series data to
build an effective temporal
classification framework . . . . . . . . 63--79
Luis A. García-Escudero and
Agustín Mayo-Iscar and
Clara I. Sánchez-Gutiérrez Fitting parabolas in noisy images . . . 80--87
Marc Goessling LogitBoost autoregressive networks . . . 88--98
Giampiero Marra and
Rosalba Radice Bivariate copula additive models for
location, scale and shape . . . . . . . 99--113
Jun Zhang and
Yan Zhou and
Bingqing Lin and
Yao Yu Estimation and hypothesis test on
partial linear models with additive
distortion measurement errors . . . . . 114--128
Jing Lv and
Chaohui Guo and
Hu Yang and
Yalian Li A moving average Cholesky factor model
in covariance modeling for composite
quantile regression with longitudinal
data . . . . . . . . . . . . . . . . . . 129--144
Seonghyun Jeong and
Minjae Park and
Taeyoung Park Analysis of binary longitudinal data
with time-varying effects . . . . . . . 145--153
Wenpeng Shang and
Xiao Wang The generalized moment estimation of the
additive-multiplicative hazard model
with auxiliary survival information . . 154--169
Andrew G. Chapple and
Marina Vannucci and
Peter F. Thall and
Steven Lin Bayesian variable selection for a
semi-competing risks model with three
hazard functions . . . . . . . . . . . . 170--185
Haijin He and
Deng Pan and
Liuquan Sun and
Yimei Li and
Leslie L. Robison and
Xinyuan Song Analysis of a fixed center effect
additive rates model for recurrent event
data . . . . . . . . . . . . . . . . . . 186--197
M. F. Carfora and
L. Cutillo and
A. Orlando A quantitative comparison of stochastic
mortality models on Italian population
data . . . . . . . . . . . . . . . . . . 198--214
Xin Lai and
Kelvin K. W. Yau and
Liu Liu Competing risk model with bivariate
random effects for clustered survival
data . . . . . . . . . . . . . . . . . . 215--223
Xuerong Chen and
Tao Hu and
Jianguo Sun Sieve maximum likelihood estimation for
the proportional hazards model under
informative censoring . . . . . . . . . 224--234
Qiang Xia and
Rubing Liang and
Jianhong Wu Transformed contribution ratio test for
the number of factors in static
approximate factor models . . . . . . . 235--241
Joseph Ryan G. Lansangan and
Erniel B. Barrios Simultaneous dimension reduction and
variable selection in modeling high
dimensional data . . . . . . . . . . . . 242--256
Ehsan Zamanzade and
Xinlei Wang Estimation of population proportion for
judgment post-stratification . . . . . . 257--269
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--viii
Jae Won Lee and
Nan Lin and
Martina Mittlböck Advances in Medical Statistics . . . . . 1--2
A. Bertrand and
C. Legrand and
D. Léonard and
I. Van Keilegom Robustness of estimation methods in a
survival cure model with mismeasured
covariates . . . . . . . . . . . . . . . 3--18
Rok Blagus and
Lara Lusa Gradient boosting for high-dimensional
prediction of rare events . . . . . . . 19--37
Sarah Friedrich and
Frank Konietschke and
Markus Pauly A wild bootstrap approach for
nonparametric repeated measurements . . 38--52
Paolo Frumento and
Matteo Bottai An estimating equation for censored and
truncated quantile regression . . . . . 53--63
Yonas Ghebremichael-Weldeselassie and
Heather J. Whitaker and
Ian J. Douglas and
Liam Smeeth and
C. Paddy Farrington Self-controlled case series with
multiple event types . . . . . . . . . . 64--72
Santu Ghosh and
Arpita Chatterjee and
Samiran Ghosh Non-inferiority test based on
transformations for non-normal
distributions . . . . . . . . . . . . . 73--87
Gi-Soo Kim and
Myunghee Cho Paik and
Hongsoo Kim Causal inference with observational data
under cluster-specific non-ignorable
assignment mechanism . . . . . . . . . . 88--99
Heinz Schmidli and
Beat Neuenschwander and
Tim Friede Meta-analytic-predictive use of
historical variance data for the design
and analysis of clinical trials . . . . 100--110
Maroussia Slavtchova-Bojkova and
Plamen Trayanov and
Stoyan Dimitrov Branching processes in continuous time
as models of mutations: Computational
approaches and algorithms . . . . . . . 111--124
Zheyu Wang and
Krisztian Sebestyen and
Sarah E. Monsell Model-based clustering for assessing the
prognostic value of imaging biomarkers
and mixed type tests . . . . . . . . . . 125--135
S. Faye Williamson and
Peter Jacko and
Sofía S. Villar and
Thomas Jaki A Bayesian adaptive design for clinical
trials in rare diseases . . . . . . . . 136--153
Joong-Ho Won and
Xiao Wu and
Sang Han Lee and
Ying Lu Cross-sectional design with a short-term
follow-up for prognostic imaging
biomarkers . . . . . . . . . . . . . . . 154--176
Stefanie Muff and
Manuela Ott and
Julia Braun and
Leonhard Held Bayesian two-component measurement error
modelling for survival analysis using
INLA --- a case study on cardiovascular
disease mortality in Switzerland . . . . 177--193
Alexander N. Donev and
Jesús López-Fidalgo and
Douglas P. Wiens Special issue on Design of Experiments 194--195
Holger Dette and
Viatcheslav B. Melas and
Petr Shpilev $T$-optimal discriminating designs for
Fourier regression models . . . . . . . 196--206
J. M. McGree Developments of the total entropy
utility function for the dual purpose of
model discrimination and parameter
estimation in Bayesian design . . . . . 207--225
David C. Woods and
James M. McGree and
Susan M. Lewis Model selection via Bayesian information
capacity designs for generalised linear
models . . . . . . . . . . . . . . . . . 226--238
Maria Konstantinou and
Stefanie Biedermann and
Alan Kimber Model robust designs for survival trials 239--250
Byran J. Smucker and
Willis Jensen and
Zichen Wu and
Bo Wang Robustness of classical and optimal
designs to missing observations . . . . 251--260
Marcelo A. da Silva and
Steven G. Gilmour and
Luzia A. Trinca Factorial and response surface designs
robust to missing observations . . . . . 261--272
Holger Dette and
Kirsten Schorning and
Maria Konstantinou Optimal designs for comparing regression
models with correlated observations . . 273--286
Juan M. Rodríguez-Díaz Computation of $c$-optimal designs for
models with correlated observations . . 287--296
Anthony C. Atkinson and
Atanu Biswas Optimal response and covariate-adaptive
biased-coin designs for clinical trials
with continuous multivariate or
longitudinal responses . . . . . . . . . 297--310
André Kobilinsky and
Hervé Monod and
R. A. Bailey Automatic generation of generalised
regular factorial designs . . . . . . . 311--329
Ehsan Masoudi and
Heinz Holling and
Weng Kee Wong Application of imperialist competitive
algorithm to find minimax and
standardized maximin optimal designs . . 330--345
Erin R. Leatherman and
Angela M. Dean and
Thomas J. Santner Designing combined physical and computer
experiments to maximize prediction
accuracy . . . . . . . . . . . . . . . . 346--362
M. J. Rivas-López and
R. C. Yu and
J. López-Fidalgo and
G. Ruiz Optimal experimental design on the
loading frequency for a probabilistic
fatigue model for plain and
fibre-reinforced concrete . . . . . . . 363--374
B. Gauthier and
L. Pronzato Convex relaxation for IMSE optimal
design in random-field models . . . . . 375--394
Samuel Mueller and
Graciela Boente and
Christophe Croux and
Juan Romo and
Stefan Van Aelst 2nd special issue on robust analysis of
complex data . . . . . . . . . . . . . . 395--397
Geert Dhaene and
Yu Zhu Median-based estimation of dynamic panel
models with fixed effects . . . . . . . 398--423
Juan Lucas Bali and
Graciela Boente Robust estimators under a functional
common principal components model . . . 424--440
Alessandro Chiancone and
Florence Forbes and
Stéphane Girard Student Sliced Inverse Regression . . . 441--456
Yong He and
Xinsheng Zhang and
Pingping Wang and
Liwen Zhang High dimensional Gaussian copula
graphical model with FDR control . . . . 457--474
Antonello Maruotti and
Antonio Punzo Model-based time-varying clustering of
multivariate longitudinal data with
covariates and outliers . . . . . . . . 475--496
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Justine Shults Simulating longer vectors of correlated
binary random variables via multinomial
sampling . . . . . . . . . . . . . . . . 1--11
Philip L. H. Yu and
Xiaohang Wang and
Yuanyuan Zhu High dimensional covariance matrix
estimation by penalizing the
matrix-logarithm transformed likelihood 12--25
Marcos Carzolio and
Scotland Leman Weighted particle tempering . . . . . . 26--37
Ivan Gorynin and
Stéphane Derrode and
Emmanuel Monfrini and
Wojciech Pieczynski Fast smoothing in switching
approximations of non-linear and
non-Gaussian models . . . . . . . . . . 38--46
Shonosuke Sugasawa and
Tatsuya Kubokawa Transforming response values in small
area prediction . . . . . . . . . . . . 47--60
Jong-June Jeon and
Sunghoon Kwon and
Hosik Choi Homogeneity detection for the
high-dimensional generalized linear
model . . . . . . . . . . . . . . . . . 61--74
Adrian Baddeley and
Andrew Hardegen and
Thomas Lawrence and
Robin K. Milne and
Gopalan Nair and
Suman Rakshit On two-stage Monte Carlo tests of
composite hypotheses . . . . . . . . . . 75--87
Xingxiang Li and
Guosheng Cheng and
Liming Wang and
Peng Lai and
Fengli Song Ultrahigh dimensional feature screening
via projection . . . . . . . . . . . . . 88--104
Chang Yu and
Daniel Zelterman A parametric model to estimate the
proportion from true null using a
distribution for $p$-values . . . . . . 105--118
Shyamsundar Sahoo and
Debasis Sengupta Testing the hypothesis of increasing
hazard ratio in two samples . . . . . . 119--129
Matthieu Marbac and
Mohammed Sedki A family of block-wise one-factor
distributions for modeling
high-dimensional binary data . . . . . . 130--145
Chunlin Wang and
Paul Marriott and
Pengfei Li Testing homogeneity for multiple
nonnegative distributions with excess
zero observations . . . . . . . . . . . 146--157
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Editorial Board . . . . . . . . . . . . vi--vii
Dongliang Wang and
Lili Tian and
Yichuan Zhao Smoothed empirical likelihood for the
Youden index . . . . . . . . . . . . . . 1--10
Song Li and
Geoffrey K. F. Tso and
Lufan Long Powered embarrassing parallel MCMC
sampling in Bayesian inference, a
weighted average intuition . . . . . . . 11--20
Pai-Ling Li and
Jeng-Min Chiou and
Yu Shyr Functional data classification using
covariate-adjusted subspace projection 21--34
Timothy Hayes and
John J. McArdle Should we impute or should we weight?
Examining the performance of two
CART-based techniques for addressing
missing data in small sample research
with nonnormal variables . . . . . . . . 35--52
Penny Bilton and
Geoff Jones and
Siva Ganesh and
Steve Haslett Classification trees for poverty mapping 53--66
Yuan Xue and
Nan Zhang and
Xiangrong Yin and
Haitao Zheng Sufficient dimension reduction using
Hilbert--Schmidt independence criterion 67--78
Robert D. Leonard and
David J. Edwards Bayesian $D$-optimal screening
experiments with partial replication . . 79--90
Markus Frölich and
Martin Huber and
Manuel Wiesenfarth The finite sample performance of semi-
and non-parametric estimators for
treatment effects and policy evaluation 91--102
Xia Cui and
Ying Lu and
Heng Peng Estimation of partially linear
regression models under the partial
consistency property . . . . . . . . . . 103--121
Vendula Svendová and
Michael G. Schimek A novel method for estimating the common
signals for consensus across multiple
ranked lists . . . . . . . . . . . . . . 122--135
Shangshan Wang and
Liming Xiang Two-layer EM algorithm for ALD mixture
regression models: a new solution to
composite quantile regression . . . . . 136--154
S. J. W. Willems and
M. Fiocco and
J. J. Meulman Optimal scaling for survival analysis
with ordinal data . . . . . . . . . . . 155--171
Prajamitra Bhuyan and
Debasis Sengupta Estimation of reliability with
semi-parametric modeling of degradation 172--185
Peter D. Hoff Lasso, fractional norm and structured
sparse estimation using a Hadamard
product parametrization . . . . . . . . 186--198
Olivier Ledoit and
Michael Wolf Numerical implementation of the QuEST
function . . . . . . . . . . . . . . . . 199--223
Daniel Palhazi Cuervo and
Peter Goos and
Kenneth Sörensen An algorithmic framework for generating
optimal two-stratum experimental designs 224--249
Arthur C. Tsai and
Michelle Liou and
Maria Simak and
Philip E. Cheng On hyperbolic transformations to
normality . . . . . . . . . . . . . . . 250--266
Keunbaik Lee and
Changryong Baek and
Michael J. Daniels ARMA Cholesky factor models for the
covariance matrix of linear models . . . 267--280
Anthony Y. C. Kuk Function compositional adjustments of
conditional quantile curves . . . . . . 281--293
Junlong Zhao and
Lu Niu and
Shushi Zhan Trace regression model with
simultaneously low rank and row(column)
sparse parameter . . . . . . . . . . . . 1--18
Riccardo De Bin and
Anne-Laure Boulesteix and
Willi Sauerbrei Detection of influential points as a
byproduct of resampling-based variable
selection procedures . . . . . . . . . . 19--31
David A. Rolls and
Garry Robins Minimum distance estimators of
population size from snowball samples
using conditional estimation and scaling
of exponential random graph models . . . 32--48
Feipeng Zhang and
Qunhua Li A continuous threshold expectile model 49--66
Chi-Yang Chu and
Daniel J. Henderson and
Christopher F. Parmeter On discrete Epanechnikov kernel
functions . . . . . . . . . . . . . . . 79--105
Peng Hao and
Junpeng Guo Constrained center and range joint model
for interval-valued symbolic data
regression . . . . . . . . . . . . . . . 106--138
Sheila Gaynor and
Eric Bair Identification of relevant subtypes via
preweighted sparse clustering . . . . . 139--154
Masayo Yoshimori Hirose Non-area-specific adjustment factor for
second-order efficient empirical Bayes
confidence interval . . . . . . . . . . 67--78
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vii
Yu Shen and
Han-Ying Liang Quantile regression for partially linear
varying-coefficient model with censoring
indicators missing at random . . . . . . 1--18
Junyong Park Simultaneous estimation based on
empirical likelihood and general maximum
likelihood estimation . . . . . . . . . 19--31
Wei Cai and
Guoyu Guan and
Rui Pan and
Xuening Zhu and
Hansheng Wang Network linear discriminant analysis . . 32--44
Mahdi Roozbeh Optimal QR-based estimation in partially
linear regression models with correlated
errors using GCV criterion . . . . . . . 45--61
Debashis Samanta and
Debasis Kundu Order restricted inference of a multiple
step-stress model . . . . . . . . . . . 62--75
Hua Ma and
Andriy I. Bandos and
David Gur Informativeness of diagnostic marker
values and the impact of data grouping 76--89
Kai Kang and
Vasileios Maroulas and
Ioannis Schizas and
Feng Bao Improved distributed particle filters
for tracking in a wireless sensor
network . . . . . . . . . . . . . . . . 90--108
Nicole Barthel and
Candida Geerdens and
Matthias Killiches and
Paul Janssen and
Claudia Czado Vine copula based likelihood estimation
of dependence patterns in multivariate
event time data . . . . . . . . . . . . 109--127
Guangyu Mao Testing independence in high dimensions
using Kendall's tau . . . . . . . . . . 128--137
Yuliya Marchetti and
Hai Nguyen and
Amy Braverman and
Noel Cressie Spatial data compression via adaptive
dispersion clustering . . . . . . . . . 138--153
Radu V. Craiu and
Thierry Duchesne A scalable and efficient covariate
selection criterion for mixed effects
regression models with unknown random
effects structure . . . . . . . . . . . 154--161
Peng Sun and
Inyoung Kim and
Ki-Ahm Lee Dual-semiparametric regression using
weighted Dirichlet process mixture . . . 162--181
T. Holland-Letz and
A. Kopp-Schneider Optimal experimental designs for
estimating the drug combination index in
toxicology . . . . . . . . . . . . . . . 182--193
Lifeng Deng and
Jieli Ding and
Yanyan Liu and
Chengdong Wei Regression analysis for the proportional
hazards model with parameter constraints
under case-cohort design . . . . . . . . 194--206
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Christopher C. Drovandi and
Matthew T. Moores and
Richard J. Boys Accelerating pseudo-marginal MCMC using
Gaussian processes . . . . . . . . . . . 1--17
Kai Huang and
Jie Mi A new non-parametric estimator for
instant system availability . . . . . . 18--29
F. Lombard and
C. van Zyl Signed sequential rank CUSUMs . . . . . 30--39
A. Buonocore and
A. G. Nobile and
E. Pirozzi Generating random variates from PDF of
Gauss--Markov processes with a
reflecting boundary . . . . . . . . . . 40--53
Binyan Jiang and
Jialiang Li Sample size determination for high
dimensional parameter estimation with
application to biomarker identification 54--65
Jianbo Li and
Heng Lian and
Xuejun Jiang and
Xinyuan Song Estimation and testing for time-varying
quantile single-index models with
longitudinal data . . . . . . . . . . . 66--83
Ping-Yang Chen and
Ray-Bing Chen and
C. Devon Lin Optimizing two-level orthogonal arrays
for simultaneously estimating main
effects and pre-specified two-factor
interactions . . . . . . . . . . . . . . 84--97
Chang-Yun Lin and
Po Yang Robust multistratum baseline designs . . 98--111
Zhihua Sun and
Xue Ye and
Liuquan Sun Consistent test for parametric models
with right-censored data using
projections . . . . . . . . . . . . . . 112--125
Haocheng Li and
Di Shu and
Yukun Zhang and
Grace Y. Yi Simultaneous variable selection and
estimation for multivariate multilevel
longitudinal data with both continuous
and binary responses . . . . . . . . . . 126--137
Anonymous Editorial Board . . . . . . . . . . . . iii--v
Anonymous Contents . . . . . . . . . . . . . . . . vi--vi
Spyridon J. Hatjispyros and
Christos Merkatas and
Theodoros Nicoleris and
Stephen G. Walker Dependent mixtures of geometric weights
priors . . . . . . . . . . . . . . . . . 1--18
Luke R. Lloyd-Jones and
Hien D. Nguyen and
Geoffrey J. McLachlan A globally convergent algorithm for
lasso-penalized mixture of linear
regression models . . . . . . . . . . . 19--38
M. Karimi and
G. Rey and
A. Latouche A joint modelling of socio-professional
trajectories and cause-specific
mortality . . . . . . . . . . . . . . . 39--54
Luke Hartigan Alternative HAC covariance matrix
estimators with improved finite sample
properties . . . . . . . . . . . . . . . 55--73
Yanyan Liu and
Jing Zhang and
Xingqiu Zhao A new nonparametric screening method for
ultrahigh-dimensional survival data . . 74--85
Sujit K. Ghosh and
Christopher B. Burns and
Daniel L. Prager and
Li Zhang and
Glenn Hui On nonparametric estimation of the
latent distribution for ordinal data . . 86--98
Belmiro P. M. Duarte and
Guillaume Sagnol and
Weng Kee Wong An algorithm based on semidefinite
programming for finding minimax optimal
designs . . . . . . . . . . . . . . . . 99--117
Xiaolin Chen and
Xiaojing Chen and
Hong Wang Robust feature screening for ultra-high
dimensional right censored data via
distance correlation . . . . . . . . . . 118--138
G. Perrin and
C. Soize and
N. Ouhbi Data-driven kernel representations for
sampling with an unknown block
dependence structure under correlation
constraints . . . . . . . . . . . . . . 139--154
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Annamaria Carissimo and
Luisa Cutillo and
Italia De Feis Validation of community robustness . . . 1--24
Jona Cederbaum and
Fabian Scheipl and
Sonja Greven Fast symmetric additive covariance
smoothing . . . . . . . . . . . . . . . 25--41
Nicola Loperfido Skewness-based projection pursuit: A
computational approach . . . . . . . . . 42--57
Hanfang Yang and
Yichuan Zhao Smoothed jackknife empirical likelihood
for the one-sample difference of
quantiles . . . . . . . . . . . . . . . 58--69
Christoph Bergmeir and
Rob J. Hyndman and
Bonsoo Koo A note on the validity of
cross-validation for evaluating
autoregressive time series prediction 70--83
Marco Fattore and
Matteo Pelagatti and
Giorgio Vittadini A least squares approach to latent
variables extraction in
formative--reflective models . . . . . . 84--97
Thomas Suesse Marginal maximum likelihood estimation
of SAR models with missing data . . . . 98--110
Jarno Hartog and
Harry van Zanten Nonparametric Bayesian label prediction
on a graph . . . . . . . . . . . . . . . 111--131
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Shih-Kang Chao and
Wolfgang K. Härdle and
Chen Huang Multivariate factorizable expectile
regression with application to fMRI data 1--19
María Guadarrama and
Isabel Molina and
J. N. K. Rao Small area estimation of general
parameters under complex sampling
designs . . . . . . . . . . . . . . . . 20--40
Junmo Song and
Jiwon Kang Parameter change tests for ARMA--GARCH
models . . . . . . . . . . . . . . . . . 41--56
Miao-Yu Tsai and
Chao-Chun Lin Concordance correlation coefficients
estimated by variance components for
longitudinal normal and Poisson data . . 57--70
Suneel Babu Chatla and
Galit Shmueli Efficient estimation of COM--Poisson
regression and a generalized additive
model . . . . . . . . . . . . . . . . . 71--88
Liang Shan and
Inyoung Kim Joint estimation of multiple Gaussian
graphical models across unbalanced
classes . . . . . . . . . . . . . . . . 89--103
Huiming Lin and
Guoyou Qin and
Jiajia Zhang and
Zhongyi Zhu Analysis of longitudinal data with
covariate measurement error and missing
responses: An improved unbiased
estimating equation . . . . . . . . . . 104--112
Hang Xu and
Mayer Alvo and
Philip L. H. Yu Angle-based models for ranking data . . 113--136
G. Amorim and
O. Thas and
K. Vermeulen and
S. Vansteelandt and
J. De Neve Small sample inference for probabilistic
index models . . . . . . . . . . . . . . 137--148
Clara Grazian and
Christian P. Robert Jeffreys priors for mixture estimation:
Properties and alternatives . . . . . . 149--163
M. A. O. Souza and
H. S. Migon and
J. B. M. Pereira Extended dynamic generalized linear
models: The two-parameter exponential
family . . . . . . . . . . . . . . . . . 164--179
Qingyun Cai A scoring criterion for rejection of
clustered $p$-values . . . . . . . . . . 180--189
Xuwen Zhu and
Volodymyr Melnykov Manly transformation in finite mixture
modeling . . . . . . . . . . . . . . . . 190--208
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Robin Ristl and
Dong Xi and
Ekkehard Glimm and
Martin Posch Optimal exact tests for multiple binary
endpoints . . . . . . . . . . . . . . . 1--17
Xiaodong Yan and
Niansheng Tang and
Jinhan Xie and
Xianwen Ding and
Zhiqiang Wang Fused mean-variance filter for feature
screening . . . . . . . . . . . . . . . 18--32
Naif Alzahrani and
Peter Neal and
Simon E. F. Spencer and
Trevelyan J. McKinley and
Panayiota Touloupou Model selection for time series of count
data . . . . . . . . . . . . . . . . . . 33--44
Ying Sun and
Xiaohui Chang and
Yongtao Guan Flexible and efficient estimating
equations for variogram estimation . . . 45--58
Unkyung Lee and
Yanqing Sun and
Thomas H. Scheike and
Peter B. Gilbert Analysis of generalized semiparametric
regression models for cumulative
incidence functions with missing
covariates . . . . . . . . . . . . . . . 59--79
Long Feng and
Lee H. Dicker Approximate nonparametric maximum
likelihood for mixture models: A convex
optimization approach to fitting
arbitrary multivariate mixing
distributions . . . . . . . . . . . . . 80--91
William Biscarri and
Sihai Dave Zhao and
Robert J. Brunner A simple and fast method for computing
the Poisson binomial distribution
function . . . . . . . . . . . . . . . . 92--100
So Young Park and
Luo Xiao and
Jayson D. Willbur and
Ana-Maria Staicu and
N. L'ntshotsholé Jumbe A joint design for functional data with
application to scheduling ultrasound
scans . . . . . . . . . . . . . . . . . 101--114
Evgeny Levi and
Radu V. Craiu Bayesian inference for conditional
copulas using Gaussian Process single
index models . . . . . . . . . . . . . . 115--134
Sebastian J. Teran Hidalgo and
Michael C. Wu and
Stephanie M. Engel and
Michael R. Kosorok Goodness-of-fit test for nonparametric
regression models: Smoothing spline
ANOVA models as example . . . . . . . . 135--155
Dewei Wang and
Christopher S. McMahan and
Joshua M. Tebbs and
Christopher R. Bilder Group testing case identification with
biomarker information . . . . . . . . . 156--166
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Ondrej Vencalek and
Oleksii Pokotylo Depth-weighted Bayes classification . . 1--12
J. M. J. Huttunen and
J. P. Kaipio and
H. Haario Approximation error approach in
spatiotemporally chaotic models with
application to Kuramoto--Sivashinsky
equation . . . . . . . . . . . . . . . . 13--31
Mao Ye and
Peng Zhang and
Lizhen Nie Clustering sparse binary data with
hierarchical Bayesian Bernoulli mixture
model . . . . . . . . . . . . . . . . . 32--49
Kyeongeun Lee and
Young K. Lee and
Byeong U. Park and
Seong J. Yang Time-dynamic varying coefficient models
for longitudinal data . . . . . . . . . 50--65
R. Talská and
A. Menafoglio and
J. Machalová and
K. Hron and
E. Fiserová Compositional regression with functional
response . . . . . . . . . . . . . . . . 66--85
Francesco Bartolucci and
Maria Francesca Marino and
Silvia Pandolfi Dealing with reciprocity in dynamic
stochastic block models . . . . . . . . 86--100
Julien Jacques and
Christophe Biernacki Model-based co-clustering for ordinal
data . . . . . . . . . . . . . . . . . . 101--115
Andrew Zammit-Mangion and
Jonathan Rougier A sparse linear algebra algorithm for
fast computation of prediction variances
with Gaussian Markov random fields . . . 116--130
Tom Stindl and
Feng Chen Likelihood based inference for the
multivariate renewal Hawkes process . . 131--145
Yue Zhang and
Bin Zhang Semiparametric spatial model for
interval-censored data with time-varying
covariate effects . . . . . . . . . . . 146--156
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Igor L. Kheifets Multivariate specification tests based
on a dynamic Rosenblatt transform . . . 1--14
Jia Guo and
Bu Zhou and
Jin-Ting Zhang Testing the equality of several
covariance functions for functional
data: A supremum-norm based test . . . . 15--26
T. P. Yuen and
H. Wong and
K. F. C. Yiu On constrained estimation of graphical
time series models . . . . . . . . . . . 27--52
Mengjiao Peng and
Liming Xiang and
Shanshan Wang Semiparametric regression analysis of
clustered survival data with
semi-competing risks . . . . . . . . . . 53--70
David J. Warne and
Ruth E. Baker and
Matthew J. Simpson Multilevel rejection sampling for
approximate Bayesian computation . . . . 71--86
Haruhiko Ogasawara A family of the information criteria
using the phi-divergence for categorical
data . . . . . . . . . . . . . . . . . . 87--103
Jeffrey Daniel and
Julie Horrocks and
Gary J. Umphrey Penalized composite likelihoods for
inhomogeneous Gibbs point process models 104--116
P. Y. O'Shaughnessy and
A. H. Welsh Bootstrapping longitudinal data with
multiple levels of variation . . . . . . 117--131
Yong He and
Xinsheng Zhang and
Liwen Zhang Variable selection for high dimensional
Gaussian copula regression model: An
adaptive hypothesis testing procedure 132--150
Oswaldo Gressani and
Philippe Lambert Fast Bayesian inference using Laplace
approximations in a flexible promotion
time cure model based on $P$-splines . . 151--167
Wenfu Xu and
Jingya Gao and
Feifang Hu and
Siu Hung Cheung Response-adaptive treatment allocation
for non-inferiority trials with
heterogeneous variances . . . . . . . . 168--179
Shuichi Kawano and
Hironori Fujisawa and
Toyoyuki Takada and
Toshihiko Shiroishi Sparse principal component regression
for generalized linear models . . . . . 180--196
Cristiano Villa and
Francisco J. Rubio Objective priors for the number of
degrees of freedom of a multivariate $t$
distribution and the $t$-copula . . . . 197--219
Panagiotis Papastamoulis Overfitting Bayesian mixtures of factor
analyzers with an unknown number of
components . . . . . . . . . . . . . . . 220--234
Xingjie Shi and
Yuan Huang and
Jian Huang and
Shuangge Ma A Forward and Backward Stagewise
algorithm for nonconvex loss functions
with adaptive Lasso . . . . . . . . . . 235--251
Lo\"\ic Giraldi and
Olivier P. Le Ma\^\itre and
Ibrahim Hoteit and
Omar M. Knio Optimal projection of observations in a
Bayesian setting . . . . . . . . . . . . 252--276
Mahasen B. Dehideniya and
Christopher C. Drovandi and
James M. McGree Optimal Bayesian design for
discriminating between models with
intractable likelihoods in epidemiology 277--297
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Shuying Wang and
Chunjie Wang and
Peijie Wang and
Jianguo Sun Semiparametric analysis of the additive
hazards model with informatively
interval-censored failure time data . . 1--9
Jason Cleveland and
Weilong Zhao and
Wei Wu Robust template estimation for
functional data with phase variability
using band depth . . . . . . . . . . . . 10--26
Sungkyu Jung Continuum directions for supervised
dimension reduction . . . . . . . . . . 27--43
Peirong Xu and
Heng Peng and
Tao Huang Unsupervised learning of mixture
regression models for longitudinal data 44--56
Ville Vuollo and
Lasse Holmström A scale space approach for exploring
structure in spherical data . . . . . . 57--69
Md. Ashad Alam and
Vince D. Calhoun and
Yu-Ping Wang Identifying outliers using multiple
kernel canonical correlation analysis
with application to imaging genetics . . 70--85
Stijn E. Luca and
Marco A. F. Pimentel and
Peter J. Watkinson and
David A. Clifton Point process models for novelty
detection on spatial point patterns and
their extremes . . . . . . . . . . . . . 86--103
Ben Berckmoes and
Anna Ivanova and
Geert Molenberghs On the sample mean after a group
sequential trial . . . . . . . . . . . . 104--118
Lianqiang Qu and
Xinyuan Song and
Liuquan Sun Identification of local sparsity and
variable selection for varying
coefficient additive hazards models . . 119--135
Liliana Forzani and
Rodrigo García Arancibia and
Pamela Llop and
Diego Tomassi Supervised dimension reduction for
ordinal predictors . . . . . . . . . . . 136--155
Scott Marchese and
Guoqing Diao Joint regression analysis of mixed-type
outcome data via efficient scores . . . 156--170
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Luis E. Castro and
Nazrul I. Shaikh A particle-learning-based approach to
estimate the influence matrix of online
social networks . . . . . . . . . . . . 1--18
Hukum Chandra and
Nicola Salvati and
Ray Chambers Small area estimation under a spatially
non-linear model . . . . . . . . . . . . 19--38
Lu-Hung Chen and
Ci-Ren Jiang Sensible functional linear discriminant
analysis . . . . . . . . . . . . . . . . 39--52
G. S. Rodrigues and
D. Prangle and
S. A. Sisson Recalibration: a post-processing method
for approximate Bayesian computation . . 53--66
Yuexiao Dong and
Qi Xia and
Cheng Yong Tang and
Zeda Li On sufficient dimension reduction with
missing responses through estimating
equations . . . . . . . . . . . . . . . 67--77
Zemin Zheng and
Yang Li and
Chongxiu Yu and
Gaorong Li Balanced estimation for high-dimensional
measurement error models . . . . . . . . 78--91
Mauro Bernardi and
Marco Bottone and
Lea Petrella Bayesian quantile regression using the
skew exponential power distribution . . 92--111
David J. Price and
Nigel G. Bean and
Joshua V. Ross and
Jonathan Tuke An induced natural selection heuristic
for finding optimal Bayesian
experimental designs . . . . . . . . . . 112--124
Sangin Lee and
Youngjo Lee and
Yudi Pawitan Sparse pathway-based prediction models
for high-throughput molecular data . . . 125--135
Massimiliano Russo and
Daniele Durante and
Bruno Scarpa Bayesian inference on group differences
in multivariate categorical data . . . . 136--149
Ryosuke Igari and
Takahiro Hoshino A Bayesian data combination approach for
repeated durations under unobserved
missing indicators: Application to
interpurchase-timing in marketing . . . 150--166
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Malgorzata Wojty's and
Giampiero Marra and
Rosalba Radice Copula based generalized additive models
for location, scale and shape with
non-random sample selection . . . . . . 1--14
Xinjie Dai and
Cuizhen Niu and
Xu Guo Testing for central symmetry and
inference of the unknown center . . . . 15--31
Weihua Zhao and
Yan Zhou and
Heng Lian Time-varying quantile single-index model
for multivariate responses . . . . . . . 32--49
Nan Chen and
Bradley P. Carlin and
Brian P. Hobbs Web-based statistical tools for the
analysis and design of clinical trials
that incorporate historical controls . . 50--68
Huiqiong Li and
Guoliang Tian and
Niansheng Tang and
Hongyuan Cao Assessing non-inferiority for incomplete
paired-data under non-ignorable missing
mechanism . . . . . . . . . . . . . . . 69--81
Shuo Chen and
Jian Kang and
Yishi Xing and
Yunpeng Zhao and
Donald K. Milton Estimating large covariance matrix with
network topology for high-dimensional
biomedical data . . . . . . . . . . . . 82--95
J. Giguelay and
S. Huet Testing $k$-monotonicity of a discrete
distribution. Application to the
estimation of the number of classes in a
population . . . . . . . . . . . . . . . 96--115
Kyoungjae Lee and
Jaeyong Lee and
Sarat C. Dass Inference for differential equation
models using relaxation via dynamical
systems . . . . . . . . . . . . . . . . 116--134
Pablo Álvarez de Toledo and
Fernando Núñez and
Carlos Usabiaga Matching and clustering in square
contingency tables. Who matches with
whom in the Spanish labour market . . . 135--159
Jeffrey L. Andrews Addressing overfitting and underfitting
in Gaussian model-based clustering . . . 160--171
Priyam Das and
Subhashis Ghosal Bayesian non-parametric simultaneous
quantile regression for complete and
grid data . . . . . . . . . . . . . . . 172--186
Arnab Bhattacharya and
Simon P. Wilson Sequential Bayesian inference for static
parameters in dynamic state space models 187--203
Xin Zhao and
Stuart Barber and
Charles C. Taylor and
Zoka Milan Classification tree methods for panel
data using wavelet-transformed time
series . . . . . . . . . . . . . . . . . 204--216
Jun Yu and
Xiangshun Kong and
Mingyao Ai and
Kwok Leung Tsui Optimal designs for dose-response models
with linear effects of covariates . . . 217--228
Michael Minyi Zhang and
Henry Lam and
Lizhen Lin Robust and parallel Bayesian model
selection . . . . . . . . . . . . . . . 229--247
Tony S. T. Wong and
Kwok Fai Lam and
Victoria X. Zhao Asymptotic null distribution of the
modified likelihood ratio test for
homogeneity in finite mixture models . . 248--257
Sixia Chen and
David Haziza Jackknife empirical likelihood method
for multiply robust estimation with
missing data . . . . . . . . . . . . . . 258--268
Weihua Zhao and
Xuejun Jiang and
Heng Lian A principal varying-coefficient model
for quantile regression: Joint variable
selection and dimension reduction . . . 269--280
Aliaksandr Hubin and
Geir Storvik Mode jumping MCMC for Bayesian variable
selection in GLMM . . . . . . . . . . . 281--297
Ying Liu and
Yawen Liu and
Tonglin Zhang Wald-based spatial scan statistics for
cluster detection . . . . . . . . . . . 298--310
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Guillaume Chauvet and
Wilfried Do Paco Exact balanced random imputation for
sample survey data . . . . . . . . . . . 1--16
Jularat Chumnaul and
Mohammad Sepehrifar Generalized confidence interval for the
scale parameter of the power-law process
with incomplete failure data . . . . . . 17--33
Lilun Du and
Wei Lan and
Ronghua Luo and
Pingshou Zhong Factor-adjusted multiple testing of
correlations . . . . . . . . . . . . . . 34--47
David Lenis and
Benjamin Ackerman and
Elizabeth A. Stuart Measuring model misspecification:
Application to propensity score methods
with complex survey data . . . . . . . . 48--57
Hongfan Zhang Quasi-likelihood estimation of the
single index conditional variance model 58--72
Eric J. Beh and
Rosaria Lombardo and
Gianmarco Alberti Correspondence analysis and the
Freeman--Tukey statistic: a study of
archaeological data . . . . . . . . . . 73--86
Jun Zhang and
Zhenghui Feng and
Heng Peng Estimation and hypothesis test for
partial linear multiplicative models . . 87--103
Ujjwal Das and
Kalyan Das Inference on zero inflated ordinal
models with semiparametric link . . . . 104--115
Chyong-Mei Chen and
Pao-sheng Shen and
Yi-Kuan Tseng Semiparametric transformation joint
models for longitudinal covariates and
interval-censored failure time . . . . . 116--127
Xing Ju Lee and
Markus Hainy and
James P. McKeone and
Christopher C. Drovandi and
Anthony N. Pettitt ABC model selection for spatial extremes
models applied to South Australian
maximum temperature data . . . . . . . . 128--144
Cuizhen Niu and
Xu Guo and
Yong Li and
Lixing Zhu Pairwise distance-based tests for
conditional symmetry . . . . . . . . . . 145--162
N. Santitissadeekorn and
M. B. Short and
D. J. B. Lloyd Sequential data assimilation for $1$D
self-exciting processes with application
to urban crime data . . . . . . . . . . 163--183
Aurore Archimbaud and
Klaus Nordhausen and
Anne Ruiz-Gazen ICS for multivariate outlier detection
with application to quality control . . 184--199
A. Celisse and
G. Marot and
M. Pierre-Jean and
G. J. Rigaill New efficient algorithms for multiple
change-point detection with reproducing
kernels . . . . . . . . . . . . . . . . 200--220
Lampros Bouranis and
Nial Friel and
Florian Maire Model comparison for Gibbs random fields
using noisy reversible jump Markov chain
Monte Carlo . . . . . . . . . . . . . . 221--241
Jun Lu and
Lu Lin Feature screening for multi-response
varying coefficient models with
ultrahigh dimensional predictors . . . . 242--254
Daniel K. Sewell Visualizing data through curvilinear
representations of matrices . . . . . . 255--270
Victor M.-H. Ong and
David J. Nott and
Minh-Ngoc Tran and
Scott A. Sisson and
Christopher C. Drovandi Likelihood-free inference in high
dimensions with synthetic likelihood . . 271--291
Peili Li and
Yunhai Xiao An efficient algorithm for sparse
inverse covariance matrix estimation
based on dual formulation . . . . . . . 292--307
Sy Han Chiou and
Jing Qian and
Elizabeth Mormino and
Rebecca A. Betensky Permutation tests for general dependent
truncation . . . . . . . . . . . . . . . 308--324
Xu Guo and
Yun Fang and
Xuehu Zhu and
Wangli Xu and
Lixing Zhu Semiparametric double robust and
efficient estimation for mean
functionals with response missing at
random . . . . . . . . . . . . . . . . . 325--339
J. T. Fry and
Matt Slifko and
Scotland Leman Generalized biplots for stress-based
multidimensionally scaled projections 340--353
Prabhashi W. Withana Gamage and
Christopher S. McMahan and
Lianming Wang and
Wanzhu Tu A Gamma-frailty proportional hazards
model for bivariate interval-censored
data . . . . . . . . . . . . . . . . . . 354--366
Christian H. Weiß and
Detlef Steuer and
Carsten Jentsch and
Murat Caner Testik Guaranteed conditional ARL performance
in the presence of autocorrelation . . . 367--379
Grzegorz Sikora and
Agnieszka Wyloma\'nska and
Diego Krapf Recurrence statistics for anomalous
diffusion regime change detection . . . 380--394
Ketong Wang and
Michael D. Porter Optimal Bayesian clustering using
non-negative matrix factorization . . . 395--411
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
L. Lin and
D. K. H. Fong Bayesian multidimensional scaling
procedure with variable selection . . . 1--13
Kan Li and
Sheng Luo Bayesian functional joint models for
multivariate longitudinal and
time-to-event data . . . . . . . . . . . 14--29
Thorsten Dickhaus and
Natalia Sirotko-Sibirskaya Simultaneous statistical inference in
dynamic factor models: Chi-square
approximation and model-based bootstrap 30--46
Roberto F. Manghi and
Francisco José A. Cysneiros and
Gilberto A. Paula Generalized additive partial linear
models for analyzing correlated data . . 47--60
Laurentiu C. Hinoveanu and
Fabrizio Leisen and
Cristiano Villa Bayesian loss-based approach to change
point analysis . . . . . . . . . . . . . 61--78
Yong Zang and
Wing Kam Fung and
Sha Cao and
Hon Keung Tony Ng and
Chi Zhang Robust tests for gene-environment
interaction in case-control and
case-only designs . . . . . . . . . . . 79--92
Dalei Yu and
Chang Ding and
Na He and
Ruiwu Wang and
Xiaohua Zhou and
Lei Shi Robust estimation and confidence
interval in meta-regression models . . . 93--118
Hsiang-Ling Hsu and
Yuan-chin Ivan Chang and
Ray-Bing Chen Greedy active learning algorithm for
logistic regression models . . . . . . . 119--134
Haiqiang Ma and
Ting Li and
Hongtu Zhu and
Zhongyi Zhu Quantile regression for functional
partially linear model in ultra-high
dimensions . . . . . . . . . . . . . . . 135--147
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Daniel Flores-Agreda and
Eva Cantoni Bootstrap estimation of uncertainty in
prediction for generalized linear mixed
models . . . . . . . . . . . . . . . . . 1--17
Yuhong Wei and
Yang Tang and
Paul D. McNicholas Mixtures of generalized hyperbolic
distributions and mixtures of skew-$t$
distributions for model-based clustering
with incomplete data . . . . . . . . . . 18--41
Xia Cui and
Weihua Zhao and
Heng Lian and
Hua Liang Pursuit of dynamic structure in quantile
additive models with longitudinal data 42--60
Kim Samejima and
Pedro A. Morettin and
João Ricardo Sato Directed wavelet covariance . . . . . . 61--79
David Bolin and
Jonas Wallin and
Finn Lindgren Latent Gaussian random field mixture
models . . . . . . . . . . . . . . . . . 80--93
Lixia Hu and
Tao Huang and
Jinhong You Two-step estimation of time-varying
additive model for locally stationary
time series . . . . . . . . . . . . . . 94--110
E. S. García Treviño and
V. Alarcón Aquino and
J. A. Barria The radial wavelet frame density
estimator . . . . . . . . . . . . . . . 111--139
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Jae C. Lee and
Erricos John Kontoghiorghes and
Ana Colubi and
Byeong Park Interview of Professor Stanley Azen,
Founder of \booktitleComputational
Statistics and Data Analysis (CSDA) . . 1--1
Abdelmonem A. Afifi Stan Azen: a Master of Numbers and Notes 2--9
Frederic Ferraty and
Piotr Kokoszka and
Jane-Ling Wang and
Yichao Wu Editorial for the special issue on
High-dimensional and functional data
analysis . . . . . . . . . . . . . . . . 10--11
Shadi Abpeykar and
Mehdi Ghatee and
Hadi Zare Ensemble decision forest of RBF networks
via hybrid feature clustering approach
for high-dimensional data classification 12--36
Yeonjoo Park and
Douglas G. Simpson Robust probabilistic classification
applicable to irregularly sampled
functional data . . . . . . . . . . . . 37--49
Wenlin Dai and
Marc G. Genton Directional outlyingness for
multivariate functional data . . . . . . 50--65
Israel Martínez-Hernández and
Marc G. Genton and
Graciela González-Farías Robust depth-based estimation of the
functional autoregressive model . . . . 66--79
Bo Wang and
Aiping Xu Gaussian process methods for
nonparametric functional regression with
mixed predictors . . . . . . . . . . . . 80--90
Manuel Febrero-Bande and
Pedro Galeano and
Wenceslao González-Manteiga Estimation, imputation and prediction
for the functional linear model with
scalar response with responses missing
at random . . . . . . . . . . . . . . . 91--103
Dominik Liebl and
Stefan Rameseder Partially observed functional data: the
case of systematically missing parts . . 104--115
M. Rauf Ahmad A significance test of the RV
coefficient in high dimensions . . . . . 116--130
Raymond K. W. Wong and
Xiaoke Zhang Nonparametric operator-regularized
covariance function estimation for
functional data . . . . . . . . . . . . 131--144
Yaohua Zhang and
Jian Zou and
Nalini Ravishanker and
Aerambamoorthy Thavaneswaran Modeling financial durations using
penalized estimating functions . . . . . 145--158
Eric Fu and
Nancy Heckman Model-based curve registration via
stochastic approximation EM algorithm 159--175
Joshua French and
Piotr Kokoszka and
Stilian Stoev and
Lauren Hall Quantifying the risk of heat waves using
extreme value theory and spatio-temporal
functional data . . . . . . . . . . . . 176--193
Peijun Sang and
Liangliang Wang and
Jiguo Cao Weighted empirical likelihood inference
for dynamical correlations . . . . . . . 194--206
Keren Shen and
Jianfeng Yao and
Wai Keung Li On a spiked model for large volatility
matrix estimation from noisy
high-frequency data . . . . . . . . . . 207--221
Mu Yue and
Jialiang Li and
Ming-Yen Cheng Two-step sparse boosting for
high-dimensional longitudinal data with
varying coefficients . . . . . . . . . . 222--234
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Ming-Yen Cheng and
Michele Guindani and
Jae Won Lee and
Yi Li and
Catherine Chunling Liu Special Issue on Biostatistics . . . . . 1--2
Jin-Ting Zhang and
Ming-Yen Cheng and
Hau-Tieng Wu and
Bu Zhou A new test for functional one-way ANOVA
with applications to ischemic heart
screening . . . . . . . . . . . . . . . 3--17
Valeria Sambucini Bayesian predictive monitoring with
bivariate binary outcomes in phase II
clinical trials . . . . . . . . . . . . 18--30
P. J. Godolphin and
E. J. Godolphin Robust assessment of two-treatment
higher-order cross-over designs against
missing values . . . . . . . . . . . . . 31--45
Sayantan Banerjee and
Rehan Akbani and
Veerabhadran Baladandayuthapani Spectral clustering via sparse graph
structure learning with application to
proteomic signaling networks in cancer 46--69
Shrabanti Chowdhury and
Ram C. Tiwari and
Samiran Ghosh Non-inferiority testing for risk ratio,
odds ratio and number needed to treat in
three-arm trial . . . . . . . . . . . . 70--83
Rachel Heyard and
Leonhard Held The quantile probability model . . . . . 84--99
Kevin He and
Jian Kang and
Hyokyoung G. Hong and
Ji Zhu and
Yanming Li and
Huazhen Lin and
Han Xu and
Yi Li Covariance-insured screening . . . . . . 100--114
Xue Yu and
Yichuan Zhao Empirical likelihood inference for
semi-parametric transformation models
with length-biased sampling . . . . . . 115--125
Antony M. Overstall and
David C. Woods and
Kieran J. Martin Bayesian prediction for physical models
with application to the optimization of
the synthesis of pharmaceutical products
using chemical kinetics . . . . . . . . 126--142
Jochen Einbeck and
John Hinde and
Salvatore Ingrassia and
Tsung-I. Lin and
Paul D. McNicholas Editorial for the 4th Special Issue on
advances in mixture models . . . . . . . 143--144
Katherine Morris and
Antonio Punzo and
Paul D. McNicholas and
Ryan P. Browne Asymmetric clusters and outliers:
Mixtures of multivariate contaminated
shifted asymmetric Laplace distributions 145--166
Matthieu Marbac and
Vincent Vandewalle A tractable multi-partitions clustering 167--179
Supawadee Wichitchan and
Weixin Yao and
Guangren Yang Hypothesis testing for finite mixture
models . . . . . . . . . . . . . . . . . 180--189
Ye-Mao Xia and
Nian-Sheng Tang Bayesian analysis for mixture of latent
variable hidden Markov models with
multivariate longitudinal data . . . . . 190--211
Ilmari Ahonen and
Jaakko Nevalainen and
Denis Larocque Prediction with a flexible finite
mixture-of-regressions . . . . . . . . . 212--224
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Chun-Xia Zhang and
Shuang Xu and
Jiang-She Zhang A novel variational Bayesian method for
variable selection in logistic
regression models . . . . . . . . . . . 1--19
Marina Bogomolov and
Ori Davidov Order restricted univariate and
multivariate inference with adjustment
for covariates in partially linear
models . . . . . . . . . . . . . . . . . 20--27
Myeonggyun Lee and
Inkyung Jung Modified spatial scan statistics using a
restricted likelihood ratio for ordinal
outcome data . . . . . . . . . . . . . . 28--39
Rui Zhu and
Subhashis Ghosal Bayesian Semiparametric ROC surface
estimation under verification bias . . . 40--52
Thomas Kirschstein and
Steffen Liebscher and
Giuseppe Pandolfo and
Giovanni C. Porzio and
Giancarlo Ragozini On finite-sample robustness of
directional location estimators . . . . 53--75
Ying Chen and
Linlin Niu and
Ray-Bing Chen and
Qiang He Sparse-Group Independent Component
Analysis with application to yield
curves prediction . . . . . . . . . . . 76--89
Arkadiusz Wi\'sniowski and
Jakub Bijak and
Jonathan J. Forster and
Peter W. F. Smith Hierarchical model for forecasting the
outcomes of binary referenda . . . . . . 90--103
Hangsuck Lee and
Jae Youn Ahn and
Bangwon Ko Construction of multiple decrement
tables under generalized fractional age
assumptions . . . . . . . . . . . . . . 104--119
J. D. Godolphin Two-level factorial and fractional
factorial replicates in blocks of size
two . . . . . . . . . . . . . . . . . . 120--137
Ying Sheng and
Qihua Wang Simultaneous variable selection and
class fusion with penalized distance
criterion based classifiers . . . . . . 138--152
Shuwei Li and
Tao Hu and
Xingqiu Zhao and
Jianguo Sun A class of semiparametric transformation
cure models for interval-censored
failure time data . . . . . . . . . . . 153--165
Shibin Zhang Bayesian copula spectral analysis for
stationary time series . . . . . . . . . 166--179
Fang Fang and
Yuanyuan Chen A new approach for credit scoring by
directly maximizing the
Kolmogorov--Smirnov statistic . . . . . 180--194
N. Karavarsamis and
R. M. Huggins Two-stage approaches to the analysis of
occupancy data II. The heterogeneous
model and conditional likelihood . . . . 195--207
Niansheng Tang and
Linli Xia and
Xiaodong Yan Feature screening in
ultrahigh-dimensional partially linear
models with missing responses at random 208--227
Jae-Hwan Jhong and
Ja-Yong Koo Simultaneous estimation of quantile
regression functions using B-splines and
total variation penalty . . . . . . . . 228--244
Philip S. Boonstra and
Ryan P. Barbaro and
Ananda Sen Default priors for the intercept
parameter in logistic regressions . . . 245--256
Kangning Wang and
Shaomin Li and
Xiaofei Sun and
Lu Lin Modal regression statistical inference
for longitudinal data semivarying
coefficient models: Generalized
estimating equations, empirical
likelihood and variable selection . . . 257--276
Hannah Lennon and
Jingsong Yuan Estimation of a digitised Gaussian ARMA
model by Monte Carlo Expectation
Maximisation . . . . . . . . . . . . . . 277--284
Guiling Shi and
Chae Young Lim and
Tapabrata Maiti Bayesian model selection for generalized
linear models using non-local priors . . 285--296
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Li Liu and
Liming Xiang Missing covariate data in generalized
linear mixed models with
distribution-free random effects . . . . 1--16
Lili Yue and
Gaorong Li and
Heng Lian and
Xiang Wan Regression adjustment for treatment
effect with multicollinearity in high
dimensions . . . . . . . . . . . . . . . 17--35
Daniela De Canditiis and
Italia De Feis Simultaneous nonparametric regression in
RADWT dictionaries . . . . . . . . . . . 36--57
Junmo Song and
Changryong Baek Detecting structural breaks in realized
volatility . . . . . . . . . . . . . . . 58--75
Youngdeok Hwang and
Hang J. Kim and
Won Chang and
Kyongmin Yeo and
Yongku Kim Bayesian pollution source identification
via an inverse physics model . . . . . . 76--92
T. Rodrigues and
J.-L. Dortet-Bernadet and
Y. Fan Simultaneous fitting of Bayesian
penalised quantile splines . . . . . . . 93--109
Lei Huang and
Hui Jiang and
Huixia Wang A novel partial-linear single-index
model for time series data . . . . . . . 110--122
Takuma Yoshida and
Kanta Naito Regression with stagewise minimization
on risk function . . . . . . . . . . . . 123--143
Claudio Agostinelli and
Marina Valdora and
Victor J. Yohai Initial robust estimation in generalized
linear models . . . . . . . . . . . . . 144--156
Rakhi Singh and
Siuli Mukhopadhyay Exact Bayesian designs for count time
series . . . . . . . . . . . . . . . . . 157--170
Holger Cevallos-Valdiviezo and
Stefan Van Aelst Fast computation of robust subspace
estimators . . . . . . . . . . . . . . . 171--185
Zhiping Qiu and
Limin Peng and
Amita Manatunga and
Ying Guo A smooth nonparametric approach to
determining cut-points of a continuous
scale . . . . . . . . . . . . . . . . . 186--210
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Yichen Chen and
Somnath Datta Adjustments of multi-sample
$U$-statistics to right censored data
and confounding covariates . . . . . . . 1--14
Arin Chaudhuri and
Wenhao Hu A fast algorithm for computing distance
correlation . . . . . . . . . . . . . . 15--24
Haocheng Li and
Di Shu and
Wenqing He and
Grace Y. Yi Variable selection via the composite
likelihood method for multilevel
longitudinal data with missing responses
and covariates . . . . . . . . . . . . . 25--34
Elham Zamanzade and
Afshin Parvardeh and
Majid Asadi Estimation of mean residual life based
on ranked set sampling . . . . . . . . . 35--55
Alastair Gregory A streaming algorithm for bivariate
empirical copulas . . . . . . . . . . . 56--69
Alexis Derumigny and
Jean-David Fermanian A classification point-of-view about
conditional Kendall's tau . . . . . . . 70--94
Ji-Eun Choi and
Dong Wan Shin Moving block bootstrapping for a CUSUM
test for correlation change . . . . . . 95--106
Charlotte Baey and
Paul-Henry Courn\`ede and
Estelle Kuhn Asymptotic distribution of likelihood
ratio test statistics for variance
components in nonlinear mixed effects
models . . . . . . . . . . . . . . . . . 107--122
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Marc Ditzhaus and
Markus Pauly Wild bootstrap logrank tests with
broader power functions for testing
superiority . . . . . . . . . . . . . . 1--11
Dengdeng Yu and
Li Zhang and
Ivan Mizera and
Bei Jiang and
Linglong Kong Sparse wavelet estimation in quantile
regression with multiple functional
predictors . . . . . . . . . . . . . . . 12--29
Marco Geraci Modelling and estimation of nonlinear
quantile regression with clustered data 30--46
Keunbaik Lee and
Yongsung Joo Marginalized models for longitudinal
count data . . . . . . . . . . . . . . . 47--58
Xianchao Xiu and
Wanquan Liu and
Ling Li and
Lingchen Kong Alternating direction method of
multipliers for nonconvex fused
regression problems . . . . . . . . . . 59--71
Sounak Chakraborty and
Aurelie C. Lozano A graph Laplacian prior for Bayesian
variable selection and grouping . . . . 72--91
Andrew Golightly and
Emma Bradley and
Tom Lowe and
Colin S. Gillespie Correlated pseudo-marginal schemes for
time-discretised stochastic kinetic
models . . . . . . . . . . . . . . . . . 92--107
Hamdy F. F. Mahmoud and
Inyoung Kim Semiparametric spatial mixed effects
single index models . . . . . . . . . . 108--122
Xia Wang and
Ali Shojaie and
Jian Zou Bayesian hidden Markov models for
dependent large-scale multiple testing 123--136
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Sergio Castillo-Páez and
Rubén Fernández-Casal and
Pilar García-Soidán A nonparametric bootstrap method for
spatial data . . . . . . . . . . . . . . 1--15
L. Ippel and
M. C. Kaptein and
J. K. Vermunt Online estimation of individual-level
effects using streaming shrinkage
factors . . . . . . . . . . . . . . . . 16--32
Anh Tuan Bui and
Daniel W. Apley An exploratory analysis approach for
understanding variation in stochastic
textured surfaces . . . . . . . . . . . 33--50
Hauke Thaden and
Nadja Klein and
Thomas Kneib Multivariate effect priors in bivariate
semiparametric recursive Gaussian models 51--66
Laura Azzimonti and
Giorgio Corani and
Marco Zaffalon Hierarchical estimation of parameters in
Bayesian networks . . . . . . . . . . . 67--91
Ruth Fuentes-García and
Ramsés H. Mena and
Stephen G. Walker Modal posterior clustering motivated by
Hopfield's network . . . . . . . . . . . 92--100
Ulrike Grömping and
Roberto Fontana An algorithm for generating good mixed
level factorial designs . . . . . . . . 101--114
Alexander Litvinenko and
Ying Sun and
Marc G. Genton and
David E. Keyes Likelihood approximation with
hierarchical matrices for large spatial
datasets . . . . . . . . . . . . . . . . 115--132
Stephan M. Bischofberger and
Munir Hiabu and
Enno Mammen and
Jens Perch Nielsen A comparison of in-sample forecasting
methods . . . . . . . . . . . . . . . . 133--154
Shengmei He and
Shuangge Ma and
Wangli Xu A modified mean-variance
feature-screening procedure for
ultrahigh-dimensional discriminant
analysis . . . . . . . . . . . . . . . . 155--169
Jinqing Li and
Jun Ma Maximum penalized likelihood estimation
of additive hazards models with partly
interval censoring . . . . . . . . . . . 170--180
Maryclare Griffin and
Peter D. Hoff Lasso ANOVA decompositions for matrix
and tensor data . . . . . . . . . . . . 181--194
Takeru Matsuda and
Fumiyasu Komaki Empirical Bayes matrix completion . . . 195--210
Dominik Müller and
Claudia Czado Dependence modelling in ultra high
dimensions with vine copulas and the
Graphical Lasso . . . . . . . . . . . . 211--232
Baisen Liu and
Liangliang Wang and
Yunlong Nie and
Jiguo Cao Bayesian inference of mixed-effects
ordinary differential equations models
using heavy-tailed distributions . . . . 233--246
Laurent R. Bergé and
Charles Bouveyron and
Marco Corneli and
Pierre Latouche The latent topic block model for the
co-clustering of textual interaction
data . . . . . . . . . . . . . . . . . . 247--270
Jicai Liu and
Peirong Xu and
Heng Lian Estimation for single-index models via
martingale difference divergence . . . . 271--284
Irene Mariñas-Collado and
Adrian Bowman and
Vincent Macaulay A phylogenetic Gaussian process model
for the evolution of curves embedded in
$d$-dimensions . . . . . . . . . . . . . 285--298
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Xu Guo and
Lianlian Song and
Yun Fang and
Lixing Zhu Model checking for general linear
regression with nonignorable missing
response . . . . . . . . . . . . . . . . 1--12
Kenyon Ng and
Berwin A. Turlach and
Kevin Murray A flexible sequential Monte Carlo
algorithm for parametric constrained
regression . . . . . . . . . . . . . . . 13--26
Chuanlong Xie and
Lixing Zhu A goodness-of-fit test for
variable-adjusted models . . . . . . . . 27--48
Heiko Wagner and
Alois Kneip Nonparametric registration to
low-dimensional function spaces . . . . 49--63
Lingzhu Li and
Sung Nok Chiu and
Lixing Zhu Model checking for regressions: an
approach bridging between local
smoothing and global smoothing methods 64--82
Yuexia Zhang and
Guoyou Qin and
Zhongyi Zhu and
Wanghong Xu A novel robust approach for analysis of
longitudinal data . . . . . . . . . . . 83--95
Albert Vexler and
Li Zou and
Alan D. Hutson The empirical likelihood prior applied
to bias reduction of general estimating
equations . . . . . . . . . . . . . . . 96--106
James P. LeSage and
Yao-Yu Chih and
Colin Vance Markov Chain Monte Carlo estimation of
spatial dynamic panel models for large
samples . . . . . . . . . . . . . . . . 107--125
Claudia Di Caterina and
Ioannis Kosmidis Location-adjusted Wald statistics for
scalar parameters . . . . . . . . . . . 126--142
Jing Cheng and
Ngai Hang Chan Efficient inference for nonlinear state
space models: an automatic sample size
selection rule . . . . . . . . . . . . . 143--154
Wei Liang and
Hongsheng Dai and
Shuyuan He Mean Empirical Likelihood . . . . . . . 155--169
Gildas Mazo and
Yaroslav Averyanov Constraining kernel estimators in
semiparametric copula mixture models . . 170--189
Brad C. Johnson and
Steve Kirkland Estimating random walk centrality in
networks . . . . . . . . . . . . . . . . 190--200
Shyamalendu Sinha and
Jeffrey D. Hart Estimating the mean and variance of a
high-dimensional normal distribution
using a mixture prior . . . . . . . . . 201--221
Chang-Yun Lin and
Po Yang Data-driven multistratum designs with
the generalized Bayesian $D$--$D$
criterion for highly uncertain models 222--238
Lili Liu and
Lu Lin Subgroup analysis for heterogeneous
additive partially linear models and its
application to car sales data . . . . . 239--259
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
Jun Lu and
Xuehu Zhu and
Lu Lin and
Lixing Zhu Estimation for biased partial linear
single index models . . . . . . . . . . 1--13
Huybrechts F. Bindele and
Brice M. Nguelifack Generalized signed-rank estimation for
regression models with non-ignorable
missing responses . . . . . . . . . . . 14--33
Haoqi Li and
Huazhen Lin and
Paul S. F. Yip and
Yuan Li Estimating population size of
heterogeneous populations with large
data sets and a large number of
parameters . . . . . . . . . . . . . . . 34--44
Bo Chang and
Harry Joe Prediction based on conditional
distributions of vine copulas . . . . . 45--63
Zhonglei Wang Markov chain Monte Carlo sampling using
a reservoir method . . . . . . . . . . . 64--74
Tong Chen and
Thomas Lumley Numerical evaluation of methods
approximating the distribution of a
large quadratic form in normal variables 75--81
Guangren Yang and
Yiming Liu and
Guangming Pan Weighted covariance matrix estimation 82--98
Yahui Tian and
Yulia R. Gel Fusing data depth with complex networks:
Community detection with prior
information . . . . . . . . . . . . . . 99--116
Hengjian Cui and
Wei Zhong A distribution-free test of independence
based on mean variance index . . . . . . 117--133
Byeong Yeob Choi and
Jae Won Lee The isotonic regression approach for an
instrumental variable estimation of the
potential outcome distributions for
compliers . . . . . . . . . . . . . . . 134--144
Yan-Yong Zhao and
Jin-Guan Lin Estimation and test of jump
discontinuities in varying coefficient
models with empirical applications . . . 145--163
A. Skripnikov and
G. Michailidis Regularized joint estimation of related
vector autoregressive models . . . . . . 164--177
Hossein Mohammadi and
Peter Challenor and
Marc Goodfellow Emulating dynamic non-linear simulators
using Gaussian processes . . . . . . . . 178--196
Anonymous Editorial Board . . . . . . . . . . . . ii--iv
M. Ignacia Vicuña and
Wilfredo Palma and
Ricardo Olea Minimum distance estimation of locally
stationary moving average processes . . 1--20
Jean-François Quessy and
Louis-Paul Rivest and
Marie-Hél\`ene Toupin Goodness-of-fit tests for the family of
multivariate chi-square copulas . . . . 21--40
Fabian Rathke and
Christoph Schnörr Fast multivariate log-concave density
estimation . . . . . . . . . . . . . . . 41--58
Andreas Groll and
Julien Hambuckers and
Thomas Kneib and
Nikolaus Umlauf LASSO-type penalization in the framework
of generalized additive models for
location, scale and shape . . . . . . . 59--73
Pao-sheng Shen and
Hsin-Jen Chen and
Wen-Harn Pan and
Chyong-Mei Chen Semiparametric regression analysis for
left-truncated and interval-censored
data without or with a cure fraction . . 74--87
Mathisca de Gunst and
Bartek Knapik and
Michel Mandjes and
Birgit Sollie Parameter estimation for a discretely
observed population process under
Markov-modulation . . . . . . . . . . . 88--103
Wan-Lun Wang and
Luis M. Castro and
Victor H. Lachos and
Tsung-I Lin Model-based clustering of censored data
via mixtures of factor analyzers . . . . 104--121
Guo-Liang Tian and
Yin Liu and
Man-Lai Tang and
Tao Li A novel MM algorithm and the
mode-sharing method in Bayesian
computation for the analysis of general
incomplete categorical data . . . . . . 122--143
Jia Zhang and
Xin Chen Robust sufficient dimension reduction
via ball covariance . . . . . . . . . . 144--154