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Statistics and Computing, Volume 21
Volume 21, Number 1, January 2011
- Christian H. Weiß
:
Rule generation for categorical time series with Markov assumptions. 1-16 - Ivan Kojadinovic
A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. 17-30 - Frederico Z. Poleto, Julio M. Singer
Missing data mechanisms and their implications on the analysis of categorical data. 31-43 - Dario Basso, Luigi Salmaso:
A permutation test for umbrella alternatives. 45-54 - Anne Krampe, Maria Kateri
Asymmetry models for square contingency tables: exact tests via algebraic statistics. 55-67 - John W. Lau
A Monte Carlo Markov chain algorithm for a class of mixture time series models. 69-81 - Jin-Chuan Duan, Andras Fulop
A stable estimator of the information matrix under EM for dependent data. 83-91 - Maria Kalli
Slice sampling mixture models. 93-105 - Edith Gabriel, Denis Allard
Estimating and testing zones of abrupt change for spatial data. 107-120 - Jean-François Dupuy, Jean-Michel Loubes, Elie Maza
Non parametric estimation of the structural expectation of a stochastic increasing function. 121-136
Volume 21, Number 2, April 2011
- Tadayoshi Fushiki:
Estimation of prediction error by using K-fold cross-validation. 137-146 - Ronald W. Butler, Robert L. Paige:
Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution. 147-157 - Göran Kauermann, Michael Wegener:
Functional variance estimation using penalized splines with principal component analysis. 159-171 - Ruggero Bellio, Alessandra R. Brazzale:
Restricted likelihood inference for generalized linear mixed models. 173-183 - Marco Alfò
A finite mixture model for multivariate counts under endogenous selectivity. 185-202 - Katarina Domijan
Bayesian kernel projections for classification of high dimensional data. 203-216 - Paul Fearnhead
Efficient Bayesian analysis of multiple changepoint models with dependence across segments. 217-229 - Helga Wagner
Bayesian estimation and stochastic model specification search for dynamic survival models. 231-246 - Ray-Bing Chen
Stochastic matching pursuit for Bayesian variable selection. 247-259 - Hua Zhou
A quasi-Newton acceleration for high-dimensional optimization algorithms. 261-273 - Nicolas Chopin
Fast simulation of truncated Gaussian distributions. 275-288 - Christian P. Robert:
James E. Gentle: Computational statistics (Statistics and Computing Series) - Springer-Verlag, New York, April 2009, xxi+727 pages, ISBN 978-0-387-98143-7, DOI 10.1007/978-0-387-98144-4, $ 99.00. 289-291 - Denis Allard:
A.E. Gelfand, P.J. Diggle, M. Fuentes, P. Guttorp (eds.): Handbook of spatial statistics - Chapman & Hall/CRC, 2010. 293-294
Volume 21, Number 3, July 2011
- Giovanna Menardi
Density-based Silhouette diagnostics for clustering methods. 295-308 - Daniel Sabanés Bové, Leonhard Held
Bayesian fractional polynomials. 309-324 - Li-Mei Zhang, Li-Ping Zhu, Li-Xing Zhu:
Sufficient dimension reduction in regressions through cumulative Hessian directions. 325-334 - Ajay Jasra
Stochastic boosting algorithms. 335-347 - Charles J. Corrado:
The exact distribution of the maximum, minimum and the range of Multinomial/Dirichlet and Multivariate Hypergeometric frequencies. 349-359 - Jeffrey L. Andrews
Extending mixtures of multivariate t-factor analyzers. 361-373 - Faming Liang:
Annealing evolutionary stochastic approximation Monte Carlo for global optimization. 375-393 - Cathy W. S. Chen
A comparison of estimators for regression models with change points. 395-414 - Matthew M. Tibbits, Murali Haran, John C. Liechty:
Parallel multivariate slice sampling. 415-430 - Nial Friel
Classification using distance nearest neighbours. 431-437 - Loukia Meligkotsidou, Petros Dellaportas
Forecasting with non-homogeneous hidden Markov models. 439-449 - Samiran Ghosh:
On the grouped selection and model complexity of the adaptive elastic net. 451-462
Volume 21, Number 4, October 2011
- Yves F. Atchadé
A computational framework for empirical Bayes inference. 463-473 - Yaming Yu:
D-optimal designs via a cocktail algorithm. 475-481 - María Xosé Rodríguez-Álvarez
ROC curve and covariates: extending induced methodology to the non-parametric framework. 483-499 - Chun-Chao Wang, Yi-Ting Hwang:
A new functional statistic for multivariate normality. 501-509 - Cinzia Viroli
Finite mixtures of matrix normal distributions for classifying three-way data. 511-522 - Gabriele Soffritti, Giuliano Galimberti
Multivariate linear regression with non-normal errors: a solution based on mixture models. 523-536 - Julien Chiquet
Inferring multiple graphical structures. 537-553 - Yves F. Atchadé
Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo. 555-568 - Yi-Ting Hwang, Shih-Kai Chu, Shyh-Tyan Ou:
Evaluations of FDR-controlling procedures in multiple hypothesis testing. 569-583 - Luis Angel García-Escudero
Exploring the number of groups in robust model-based clustering. 585-599 - Jun Ma
Generalized EM estimation for semi-parametric mixture distributions with discretized non-parametric component. 601-612 - Sylvain Arlot, Alain Celisse:
Segmentation of the mean of heteroscedastic data via cross-validation. 613-632 - Luca Martino
A generalization of the adaptive rejection sampling algorithm. 633-647 - Brendon J. Brewer, Lívia B. Pártay
Diffusive nested sampling. 649-656 - Gregory Gurevich, Albert Vexler
A two-sample empirical likelihood ratio test based on samples entropy. 657-670 - Haeran Cho
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. 671-681
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