Volume 51,
Number 1,
November 2006
The Fuzzy Approach to Statistical Analysis
- Renato Coppi, María Angeles Gil, Henk A. L. Kiers:
The fuzzy approach to statistical analysis.
1-14
Electronic Edition (link) BibTeX
- Lotfi A. Zadeh:
Generalized theory of uncertainty (GTU) - principal concepts and ideas.
15-46
Electronic Edition (link) BibTeX
- Didier Dubois:
Possibility theory and statistical reasoning.
47-69
Electronic Edition (link) BibTeX
- Hung T. Nguyen, Berlin Wu:
Random and fuzzy sets in coarse data analysis.
70-85
Electronic Edition (link) BibTeX
- Cédric Baudrit, Didier Dubois:
Practical representations of incomplete probabilistic knowledge.
86-108
Electronic Edition (link) BibTeX
- Miguel López-Díaz, Dan A. Ralescu:
Tools for fuzzy random variables: Embeddings and measurabilities.
109-114
Electronic Edition (link) BibTeX
- Giulianella Coletti, Romano Scozzafava:
Conditional probability and fuzzy information.
115-132
Electronic Edition (link) BibTeX
- Reinhard Viertl:
Univariate statistical analysis with fuzzy data.
133-147
Electronic Edition (link) BibTeX
- María Angeles Gil, Manuel Montenegro, Gil González-Rodríguez, Ana Colubi, María Rosa Casals:
Bootstrap approach to the multi-sample test of means with imprecise data.
148-162
Electronic Edition (link) BibTeX
- Gil González-Rodríguez, Ana Colubi, María Angeles Gil:
A fuzzy representation of random variables: An operational tool in exploratory analysis and hypothesis testing.
163-176
Electronic Edition (link) BibTeX
- José D. Bermúdez, José Vicente Segura, Enriqueta Vercher:
A decision support system methodology for forecasting of time series based on soft computing.
177-191
Electronic Edition (link) BibTeX
- Christian Döring, Marie-Jeanne Lesot, Rudolf Kruse:
Data analysis with fuzzy clustering methods.
192-214
Electronic Edition (link) BibTeX
- Richard J. Hathaway, James C. Bezdek:
Extending fuzzy and probabilistic clustering to very large data sets.
215-234
Electronic Edition (link) BibTeX
- Wolfgang Näther:
Regression with fuzzy random data.
235-252
Electronic Edition (link) BibTeX
- Peijun Guo, Hideo Tanaka:
Dual models for possibilistic regression analysis.
253-266
Electronic Edition (link) BibTeX
- Renato Coppi, Pierpaolo D'Urso, Paolo Giordani, Adriana Santoro:
Least squares estimation of a linear regression model with LR fuzzy response.
267-286
Electronic Edition (link) BibTeX
- Pierpaolo D'Urso, Adriana Santoro:
Fuzzy clusterwise linear regression analysis with symmetrical fuzzy output variable.
287-313
Electronic Edition (link) BibTeX
- Przemyslaw Grzegorzewski:
The coefficient of concordance for vague data.
314-322
Electronic Edition (link) BibTeX
- Olgierd Hryniewicz:
Goodman-Kruskal gamma.
323-334
Electronic Edition (link) BibTeX
- Pierre-Alexandre Hébert, Marie-Hélène Masson, Thierry Denoeux:
Fuzzy multidimensional scaling.
335-359
Electronic Edition (link) BibTeX
- Patrick J. F. Groenen, S. Winsberg, O. Rodríguez, E. Diday:
I-Scal: Multidimensional scaling of interval dissimilarities.
360-378
Electronic Edition (link) BibTeX
- Paolo Giordani, Henk A. L. Kiers:
A comparison of three methods for principal component analysis of fuzzy interval data.
379-397
Electronic Edition (link) BibTeX
- Piero P. Bonissone, Anil Varma, Kareem S. Aggour, Feng Xue:
Design of local fuzzy models using evolutionary algorithms.
398-416
Electronic Edition (link) BibTeX
- David Shepherd, Francis K. C. Shi:
Fuzzy modelling and estimation of economic relationships.
417-433
Electronic Edition (link) BibTeX
- Murat Gülbay, Cengiz Kahraman:
Development of fuzzy process control charts and fuzzy unnatural pattern analyses.
434-451
Electronic Edition (link) BibTeX
Volume 51,
Number 2,
November 2006
Section I:
Computational Statistics
- Richard William Farebrother:
A linear programming procedure based on de la Vallée Poussin's minimax estimation procedure.
453-456
Electronic Edition (link) BibTeX
- Hansong Wang, Daniel O. Stram:
Optimal two-stage genome-wide association designs based on false discovery rate.
457-465
Electronic Edition (link) BibTeX
- Allou Samé, Christophe Ambroise, Gérard Govaert:
A classification EM algorithm for binned data.
466-480
Electronic Edition (link) BibTeX
- Wim P. Krijnen:
Convergence of the sequence of parameters generated by alternating least squares algorithms.
481-489
Electronic Edition (link) BibTeX
- F. Requena, N. Martín Ciudad:
A major improvement to the Network Algorithm for Fisher's Exact Test in 2×c.
490-498
Electronic Edition (link) BibTeX
- Sven Knoth:
Computation of the ARL for CUSUM-S.
499-512
Electronic Edition (link) BibTeX
- Thanh N. Tran, Ron Wehrens, Lutgarde M. C. Buydens:
KNN-kernel density-based clustering for high-dimensional multivariate data.
513-525
Electronic Edition (link) BibTeX
- Friedrich Leisch:
A toolbox for K.
526-544
Electronic Edition (link) BibTeX
- P. Cízek, W. Härdle:
Robust estimation of dimension reduction space.
545-555
Electronic Edition (link) BibTeX
- Athanassios Kondylis, Ali S. Hadi:
Derived components regression using the BACON algorithm.
556-569
Electronic Edition (link) BibTeX
- Qinfang Xiang, Jode W. Edwards, Gary L. Gadbury:
Interval estimation in a finite mixture model: Modeling P.
570-586
Electronic Edition (link) BibTeX
- Christophe Biernacki, Gilles Celeux, Gérard Govaert, Florent Langrognet:
Model-based cluster and discriminant analysis with the MIXMOD software.
587-600
Electronic Edition (link) BibTeX
- Edson Zangiacomi Martinez, Jorge Alberto Achcar, Francisco Louzada-Neto:
Estimators of sensitivity and specificity in the presence of verification bias: A Bayesian approach.
601-611
Electronic Edition (link) BibTeX
- George Kapetanios:
Choosing the optimal set of instruments from large instrument sets.
612-620
Electronic Edition (link) BibTeX
- M. J. Bayarri, M. E. Castellanos, J. Morales:
MCMC methods to approximate conditional predictive distributions.
621-640
Electronic Edition (link) BibTeX
- Yi He, Wei Pan, Jizhen Lin:
Cluster analysis using multivariate normal mixture models to detect differential gene expression with microarray data.
641-658
Electronic Edition (link) BibTeX
- Tzu-Haw Lee, Yu-Shan Shih:
Unbiased variable selection for classification trees with multivariate responses.
659-667
Electronic Edition (link) BibTeX
- George Kokolakis, Ph. Nanopoulos, D. Fouskakis:
Bregman divergences in the (m×k)-partitioning problem.
668-678
Electronic Edition (link) BibTeX
- M. N. M. van Lieshout, R. S. Stoica:
Perfect simulation for marked point processes.
679-698
Electronic Edition (link) BibTeX
- Hans J. Skaug, David A. Fournier:
Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models.
699-709
Electronic Edition (link) BibTeX
- Seung-Ho Kang, Yonghee Lee, EunSug Park:
The sizes of the three popular asymptotic tests for testing homogeneity of two binomial proportions.
710-722
Electronic Edition (link) BibTeX
- Adeniyi J. Adewale, Douglas P. Wiens:
New criteria for robust integer-valued designs in linear models.
723-736
Electronic Edition (link) BibTeX
- Vartan Choulakian, J. Allard, Jalal Almhana:
Robust centroid method.
737-746
Electronic Edition (link) BibTeX
- Wolfgang Jank:
Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions.
747-761
Electronic Edition (link) BibTeX
- A. M. Alonso, J. R. Berrendero, A. Hernández, A. Justel:
Time series clustering based on forecast densities.
762-776
Electronic Edition (link) BibTeX
- Thomas Kneib:
Mixed model-based inference in geoadditive hazard regression for interval-censored survival times.
777-792
Electronic Edition (link) BibTeX
Section II:
Statistical Methodology for Data Analysis
- Marinela Capanu, Gregory A. Jones, Ronald H. Randles:
Testing for preference using a sum of Wilcoxon signed rank statistics.
793-796
Electronic Edition (link) BibTeX
- Dimitrios V. Vougas:
On unit root testing with smooth transitions.
797-800
Electronic Edition (link) BibTeX
- Guoqing Zheng, Pingjian Zhang:
Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models.
801-808
Electronic Edition (link) BibTeX
- David Huard, Guillaume Évin, Anne-Catherine Favre:
Bayesian copula selection.
809-822
Electronic Edition (link) BibTeX
- C. J. Pérez, J. Martín, M. J. Rufo:
MCMC-based local parametric sensitivity estimations.
823-835
Electronic Edition (link) BibTeX
- John E. Hinkle, William S. Rayens:
Reciprocal curves.
836-858
Electronic Edition (link) BibTeX
- A. Tscheschel, Dietrich Stoyan:
Statistical reconstruction of random point patterns.
859-871
Electronic Edition (link) BibTeX
- Gustavo L. Gilardoni:
Very accurate posterior approximations based on finite mixtures of the hyperparameters conditionals.
872-884
Electronic Edition (link) BibTeX
- Siem Jan Koopman, Marius Ooms:
Forecasting daily time series using periodic unobserved components time series models.
885-903
Electronic Edition (link) BibTeX
- Alberto Luceño:
Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators.
904-917
Electronic Edition (link) BibTeX
- Mu Zhu, Ali Ghodsi:
Automatic dimensionality selection from the scree plot via the use of profile likelihood.
918-930
Electronic Edition (link) BibTeX
- Hans-Friedrich Köhn:
Combinatorial individual differences scaling within the city-block metric.
931-946
Electronic Edition (link) BibTeX
- Juha Karvanen:
Estimation of quantile mixtures via L-moments and trimmed L-moments.
947-959
Electronic Edition (link) BibTeX
- Raydonal Ospina, Francisco Cribari-Neto, Klaus L. P. Vasconcellos:
Improved point and interval estimation for a beta regression model.
960-981
Electronic Edition (link) BibTeX
- Hubert J. Chen, Miin-Jye Wen:
Optimal confidence interval for the largest normal mean under heteroscedasticity.
982-1001
Electronic Edition (link) BibTeX
- E. M. Silva, G. C. Franco, Valderio Anselmo Reisen, Frederico R. B. Cruz:
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models.
1002-1011
Electronic Edition (link) BibTeX
- Seung-Chun Lee:
Interval estimation of binomial proportions based on weighted Polya posterior.
1012-1021
Electronic Edition (link) BibTeX
- Miin-Jye Wen, Hubert J. Chen:
A studentized range test for the equivalency of normal means under heteroscedasticity.
1022-1038
Electronic Edition (link) BibTeX
- Reza Modarres, Terrence P. Hui, Gang Zheng:
Resampling methods for ranked set samples.
1039-1050
Electronic Edition (link) BibTeX
- Jin Xu, Arjun K. Gupta:
Improved confidence regions for a mean vector under general conditions.
1051-1062
Electronic Edition (link) BibTeX
- Antonio Cuevas, Manuel Febrero, Ricardo Fraiman:
On the use of the bootstrap for estimating functions with functional data.
1063-1074
Electronic Edition (link) BibTeX
- P. Goos, A. N. Donev:
Blocking response surface designs.
1075-1088
Electronic Edition (link) BibTeX
- Arvind Ruggoo, Martina Vandebroek:
Model-sensitive sequential optimal designs.
1089-1099
Electronic Edition (link) BibTeX
- María Luisa Menéndez, Julio Angel Pardo, Leandro Pardo, Kostas Zografos:
On tests of independence based on minimum phi.
1100-1118
Electronic Edition (link) BibTeX
- Arturo J. Fernández:
Bayesian estimation based on trimmed samples from Pareto populations.
1119-1130
Electronic Edition (link) BibTeX
- Liang Xu, Sik-Yum Lee, Wai-Yin Poon:
Deletion measures for generalized linear mixed effects models.
1131-1146
Electronic Edition (link) BibTeX
- Tathagata Banerjee, Tapabrata Maiti, Pushpal Mukhopadhyay:
Classification of pathological stage of prostate cancer patients using penalized splines.
1147-1155
Electronic Edition (link) BibTeX
- Lili Tian:
Testing equality of inverse Gaussian means under heterogeneity, based on generalized test variable.
1156-1162
Electronic Edition (link) BibTeX
- Yi-Ting Hwang, Peir Feng Wei:
A novel method for testing normality in a mixed model of a nested classification.
1163-1183
Electronic Edition (link) BibTeX
- V. Nikulin:
Threshold-based clustering with merging and regularization in application to network intrusion detection.
1184-1196
Electronic Edition (link) BibTeX
- Bradley G. Hammill, John S. Preisser:
A SAS/IML software program for GEE and regression diagnostics.
1197-1212
Electronic Edition (link) BibTeX
- Mark A. Lukas, Mingren Shi:
Sensitivity analysis of constrained linear L.
1213-1231
Electronic Edition (link) BibTeX
- Cajo J. F. ter Braak:
Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising.
1232-1242
Electronic Edition (link) BibTeX
- Zhiguang Qian, Alexander Shapiro:
Simulation-based approach to estimation of latent variable models.
1243-1259
Electronic Edition (link) BibTeX
Section III:
Special Applications
- Assi N'Guessan, Azeddine Essai, Modeste N'Zi:
An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study.
1260-1277
Electronic Edition (link) BibTeX
- Abdelaziz Ouali, Amar Ramdane-Cherif, Marie-Odile Krebs:
Data mining based Bayesian networks for best classification.
1278-1292
Electronic Edition (link) BibTeX
- Thierry Ané:
An analysis of the flexibility of Asymmetric Power GARCH models.
1293-1311
Electronic Edition (link) BibTeX
- Oriol Roch, Antonio Alegre:
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market.
1312-1329
Electronic Edition (link) BibTeX
- David I. Stern:
An atmosphere-ocean time series model of global climate change.
1330-1346
Electronic Edition (link) BibTeX
- N. Miklós Arató, Ian L. Dryden, Charles C. Taylor:
Hierarchical Bayesian modelling of spatial age-dependent mortality.
1347-1363
Electronic Edition (link) BibTeX
- Nicholas T. Longford, M. G. Pittau:
Stability of household income in European countries in the 1990s.
1364-1383
Electronic Edition (link) BibTeX
- Afaf M. Mady:
Some extensions of Langenberg model for clinical trials with delayed observations normally distributed responses.
1384-1392
Electronic Edition (link) BibTeX
- E. Sicard, R. Sabatier:
Theoretical framework for local PLS1 regression, and application to a rainfall data set.
1393-1410
Electronic Edition (link) BibTeX
- Haiying Chen, Elizabeth A. Stasny, Douglas A. Wolfe:
An empirical assessment of ranking accuracy in ranked set sampling.
1411-1419
Electronic Edition (link) BibTeX
- Ana-María Fuertes, Elena Kalotychou:
Early warning systems for sovereign debt crises: The role of heterogeneity.
1420-1441
Electronic Edition (link) BibTeX
Volume 51,
Number 3,
December 2006
Section I:
Computational Statistics
- Raquel Prado, Francisco Molina, Gabriel Huerta:
Multivariate time series modeling and classification via hierarchical VAR mixtures.
1445-1462
Electronic Edition (link) BibTeX
- Joaquín A. Pacheco, Silvia Casado, Laura Núñez, Olga Gómez:
Analysis of new variable selection methods for discriminant analysis.
1463-1478
Electronic Edition (link) BibTeX
- T. Garlipp, C. H. Müller:
Detection of linear and circular shapes in image analysis.
1479-1490
Electronic Edition (link) BibTeX
- Mohamed Hanafi, Henk A. L. Kiers:
Analysis of K.
1491-1508
Electronic Edition (link) BibTeX
- Jukka Jokinen:
Fast estimation algorithm for likelihood-based analysis of repeated categorical responses.
1509-1522
Electronic Edition (link) BibTeX
- Amal Helu, Dayanand N. Naik:
Estimation of interclass correlation via a Kotz-type distribution.
1523-1534
Electronic Edition (link) BibTeX
- Jorge González, Francis Tuerlinckx, Paul De Boeck, Ronald Cools:
Numerical integration in logistic-normal models.
1535-1548
Electronic Edition (link) BibTeX
- Masahiro Kuroda, Michio Sakakihara:
Accelerating the convergence of the EM algorithm using the vector epsilon.
1549-1561
Electronic Edition (link) BibTeX
- Adeline Samson, Marc Lavielle, France Mentré:
Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model.
1562-1574
Electronic Edition (link) BibTeX
- F. Izsák:
Maximum likelihood estimation for constrained parameters of multinomial distributions - Application to Zipf-Mandelbrot models.
1575-1583
Electronic Edition (link) BibTeX
- Saralees Nadarajah:
FIM for Arnold and Strauss's bivariate gamma distribution.
1584-1590
Electronic Edition (link) BibTeX
- B. Torsney, S. Mandal:
Two classes of multiplicative algorithms for constructing optimizing distributions.
1591-1601
Electronic Edition (link) BibTeX
- Annamaria Guolo, Alessandra R. Brazzale, Alessandra Salvan:
Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models.
1602-1613
Electronic Edition (link) BibTeX
- Brian A. Wichmann, I. D. Hill:
Generating good pseudo-random numbers.
1614-1622
Electronic Edition (link) BibTeX
- Jan Schepers, Iven Van Mechelen, Eva Ceulemans:
Three-mode partitioning.
1623-1642
Electronic Edition (link) BibTeX
- Yongdai Kim, Sunghoon Kwon, Seuck Heun Song:
Multiclass sparse logistic regression for classification of multiple cancer types using gene expression data.
1643-1655
Electronic Edition (link) BibTeX
- Florian Frommlet, Malgorzata Bogdan, Andreas Futschik:
Power analysis of database search using multiple scoring matrices.
1656-1663
Electronic Edition (link) BibTeX
- Romain Neugebauer, Mark J. van der Laan:
Causal effects in longitudinal studies: Definition and maximum likelihood estimation.
1664-1675
Electronic Edition (link) BibTeX
- Romain Neugebauer, Mark J. van der Laan:
G-computation estimation for causal inference with complex longitudinal data.
1676-1697
Electronic Edition (link) BibTeX
- Aila Särkkä, Eric Renshaw:
The analysis of marked point patterns evolving through space and time.
1698-1718
Electronic Edition (link) BibTeX
- Tor Arne Øigård, Håvard Rue, Fred Godtliebsen:
Bayesian multiscale analysis for time series data.
1719-1730
Electronic Edition (link) BibTeX
- Jen-Wen Lin, A. Ian McLeod:
Improved Pena-Rodriguez portmanteau test.
1731-1738
Electronic Edition (link) BibTeX
- Eugene Demidenko:
Criteria for global minimum of sum of squares in nonlinear regression.
1739-1753
Electronic Edition (link) BibTeX
Section II:
Statistical Methodology for Data Analysis
- Ming Yuan:
Flexible temporal expression profile modelling using the Gaussian process.
1754-1764
Electronic Edition (link) BibTeX
- Christelle Reynès, Robert Sabatier, Nicolas Molinari:
Choice of B-splines with free parameters in the flexible discriminant analysis context.
1765-1778
Electronic Edition (link) BibTeX
- Pak Wing Fong, Wai Keung Li, Hong-Zhi An:
A simple multivariate ARCH model specified by random coefficients.
1779-1802
Electronic Edition (link) BibTeX
- G. Storti:
Minimum distance estimation of GARCH(1, 1) models.
1803-1821
Electronic Edition (link) BibTeX
- Lining Yu, Eberhard O. Voit:
Construction of bivariate S-distributions with copulas.
1822-1839
Electronic Edition (link) BibTeX
- Jason H. Stover:
An algorithm for simulating permutation tests of graph-intersection measures of association.
1840-1847
Electronic Edition (link) BibTeX
- Christel Faes, Helena Geys, Marc Aerts, Geert Molenberghs:
A hierarchical modeling approach for risk assessment in developmental toxicity studies.
1848-1861
Electronic Edition (link) BibTeX
- J. D. Godolphin:
The specification of rank reducing observation sets in experimental design.
1862-1874
Electronic Edition (link) BibTeX
- Gianfranco Adimari, Monica Chiogna:
Partially parametric interval estimation of Pr{Y.
1875-1891
Electronic Edition (link) BibTeX
- Jan G. De Gooijer:
Detecting change-points in multidimensional stochastic processes.
1892-1903
Electronic Edition (link) BibTeX
- Anne Philippe:
Bayesian analysis of autoregressive moving average processes with unknown orders.
1904-1923
Electronic Edition (link) BibTeX
- Qiang Zhao, Jianguo Sun:
Semiparametric and nonparametric analysis of recurrent events with observation gaps.
1924-1933
Electronic Edition (link) BibTeX
- Rand R. Wilcox:
Comparing medians.
1934-1943
Electronic Edition (link) BibTeX
- Göran Kauermann, Pavel Khomski:
Additive two-way hazards model with varying coefficients.
1944-1956
Electronic Edition (link) BibTeX
- Parminder Singh, Wei Liu:
A test against an umbrella ordered alternative.
1957-1964
Electronic Edition (link) BibTeX
- Amit Mitra, Debasis Kundu, Gunjan Agrawal:
Frequency estimation of undamped exponential signals using genetic algorithms.
1965-1985
Electronic Edition (link) BibTeX
- Zeng-Hua Lu:
The numerical evaluation of the probability density function of a quadratic form in normal variables.
1986-1996
Electronic Edition (link) BibTeX
- Huiping Jiang, Henry L. Gray, Wayne A. Woodward:
Time-frequency analysis - G.
1997-2028
Electronic Edition (link) BibTeX
- Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner:
Bayesian testing for non-linearity in volatility modeling.
2029-2042
Electronic Edition (link) BibTeX
- N. Louw, S. J. Steel:
Variable selection in kernel Fisher discriminant analysis by means of recursive feature elimination.
2043-2055
Electronic Edition (link) BibTeX
- Byeongchan Seong, A. K. M. Mahbub Morshed, Sung K. Ahn:
Additional sources of bias in half-life estimation.
2056-2064
Electronic Edition (link) BibTeX
- Ahmed A. Soliman, A. H. Abd Ellah, K. S. Sultan:
Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches.
2065-2077
Electronic Edition (link) BibTeX
Section III:
Special Applications
Volume 51,
Number 4,
December 2006
Nonlinear Modelling and Financial Econometrics
- Alessandra Amendola, Christian Francq, Siem Jan Koopman:
Special Issue on Nonlinear Modelling and Financial Econometrics.
2115-2117
Electronic Edition (link) BibTeX
- J. Arteche:
Semiparametric estimation in perturbed long memory series.
2118-2141
Electronic Edition (link) BibTeX
- Pierre Duchesne:
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets.
2142-2163
Electronic Edition (link) BibTeX
- Cathy W. S. Chen, Richard Gerlach, Mike K. P. So:
Comparison of nonnested asymmetric heteroskedastic models.
2164-2178
Electronic Edition (link) BibTeX
- Giovanni De Luca, Paola Zuccolotto:
Regime-switching Pareto distributions for ACD models.
2179-2191
Electronic Edition (link) BibTeX
- Jan Bulla, Ingo Bulla:
Stylized facts of financial time series and hidden semi-Markov models.
2192-2209
Electronic Edition (link) BibTeX
- Myung Suk Kim, Suojin Wang:
On the applicability of stochastic volatility models.
2210-2217
Electronic Edition (link) BibTeX
- Jun Yu, Zhenlin Yang, Xibin Zhang:
A class of nonlinear stochastic volatility models and its implications for pricing currency options.
2218-2231
Electronic Edition (link) BibTeX
- C. T. Brownlees, G. M. Gallo:
Financial econometric analysis at ultra-high frequency: Data handling concerns.
2232-2245
Electronic Edition (link) BibTeX
- Bart Frijns, Peter C. Schotman:
Nonlinear dynamics in Nasdaq dealer quotes.
2246-2266
Electronic Edition (link) BibTeX
- Francesco Audrino, Giovanni Barone-Adesi:
A dynamic model of expected bond returns: A functional gradient descent approach.
2267-2277
Electronic Edition (link) BibTeX
- J. Carlos Escanciano, Carlos Velasco:
Testing the martingale difference hypothesis using integrated regression functions.
2278-2294
Electronic Edition (link) BibTeX
- Christoph Hartz, Stefan Mittnik, Marc Paolella:
Accurate value-at-risk forecasting based on the normal-GARCH model.
2295-2312
Electronic Edition (link) BibTeX
- Zhengjun Zhang, James Huang:
Extremal financial risk models and portfolio evaluation.
2313-2338
Electronic Edition (link) BibTeX
- Zdenek Hlávka:
Fast algorithm for nonparametric arbitrage-free SPD estimation.
2339-2349
Electronic Edition (link) BibTeX
- Robert C. Jung, Martin Kukuk, Roman Liesenfeld:
Time series of count data: modeling, estimation and diagnostics.
2350-2364
Electronic Edition (link) BibTeX
- Cristiano Varin, Paolo Vidoni:
Pairwise likelihood inference for ordinal categorical time series.
2365-2373
Electronic Edition (link) BibTeX
Volume 51,
Number 5,
February 2007
Section I:
Computational Statistics
- Matthew K. Davis, Gemai Chen:
Graphing Kendall's tau.
2375-2378
Electronic Edition (link) BibTeX
- Yann Guédon:
Exploring the state sequence space for hidden Markov and semi-Markov chains.
2379-2409
Electronic Edition (link) BibTeX
- Lang Wu:
A computationally efficient method for nonlinear mixed-effects models with nonignorable missing data in time-varying covariates.
2410-2419
Electronic Edition (link) BibTeX
- Binbing Yu, Michael J. Barrett, Hyune-Ju Kim, Eric J. Feuer:
Estimating joinpoints in continuous time scale for multiple change-point models.
2420-2427
Electronic Edition (link) BibTeX
- Patrick Marsh:
Goodness of fit tests via exponential series density estimation.
2428-2441
Electronic Edition (link) BibTeX
- Carole Siani, Christian de Peretti:
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models.
2442-2460
Electronic Edition (link) BibTeX
- David M. Mount, Nathan S. Netanyahu, Kathleen Romanik, Ruth Silverman, Angela Y. Wu:
A practical approximation algorithm for the LMS line estimator.
2461-2486
Electronic Edition (link) BibTeX
- Stefano Merler, Bruno Caprile, Cesare Furlanello:
Parallelizing AdaBoost by weights dynamics.
2487-2498
Electronic Edition (link) BibTeX
- Aapo Hyvärinen:
Some extensions of score matching.
2499-2512
Electronic Edition (link) BibTeX
- Manuel Abellanas, Mercè Claverol, Ferran Hurtado:
Point set stratification and Delaunay depth.
2513-2530
Electronic Edition (link) BibTeX
- Ruggero Bellio:
Algorithms for bounded-influence estimation.
2531-2541
Electronic Edition (link) BibTeX
- Astrid Jullion, Philippe Lambert:
Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models.
2542-2558
Electronic Edition (link) BibTeX
Section II:
Statistical Methodology for Data Analysis
- María del Mar Rueda, Antonio Arcos, Juan Francisco Muñoz, Sarjinder Singh:
Quantile estimation in two-phase sampling.
2559-2572
Electronic Edition (link) BibTeX
- Marco Di Zio, Ugo Guarnera, Roberto Rocci:
A mixture of mixture models for a classification problem: The unity measure error.
2573-2585
Electronic Edition (link) BibTeX
- P. Congdon:
Bayesian modelling strategies for spatially varying regression coefficients: A multivariate perspective for multiple outcomes.
2586-2601
Electronic Edition (link) BibTeX
- I. B. Lian, C. J. Chang, Y. J. Liang, M. J. Yang, Cathy S. J. Fann:
Identifying differentially expressed genes in dye-swapped microarray experiments of small sample size.
2602-2620
Electronic Edition (link) BibTeX
- Li-Xing Zhu, Megu Ohtaki, Yingxing Li:
On hybrid methods of inverse regression-based algorithms.
2621-2635
Electronic Edition (link) BibTeX
- María Concepción Ausín, Pedro Galeano:
Bayesian estimation of the Gaussian mixture GARCH model.
2636-2652
Electronic Edition (link) BibTeX
- Jacobo de Uña-Álvarez, Alberto Rodríguez-Casal:
Nonparametric estimation from length-biased data under competing risks.
2653-2669
Electronic Edition (link) BibTeX
- Ping Zhang, Nicoleta Serban:
Discovery, visualization and performance analysis of enterprise workflow.
2670-2687
Electronic Edition (link) BibTeX
- Marco J. Lombardi:
Bayesian inference for alpha.
2688-2700
Electronic Edition (link) BibTeX
- Janette F. Walde:
Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques.
2701-2719
Electronic Edition (link) BibTeX
- Wenceslao González-Manteiga, M. J. Lombardía, I. Molina, D. Morales, L. Santamaría:
Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model.
2720-2733
Electronic Edition (link) BibTeX
- Yulia R. Gel, Weiwen Miao, Joseph L. Gastwirth:
Robust directed tests of normality against heavy-tailed alternatives.
2734-2746
Electronic Edition (link) BibTeX
Section III:
Special Applications
Volume 51,
Number 6,
March 2007
Section I:
Computational Statistics
- José Antonio Cordeiro:
Logical operators of some statistical computing packages and missing values.
2783-2787
Electronic Edition (link) BibTeX
- Roger L. Berger:
Nonstandard operator precedence in Excel.
2788-2791
Electronic Edition (link) BibTeX
- Olcay Arslan:
Comment on "Information matrices for Laplace and Pareto mixtures" by S. Nadarajah.
2792-2793
Electronic Edition (link) BibTeX
- Saralees Nadarajah:
Reply to the Comment by O. Arslan on "Information matrices for Laplace and Pareto mixtures".
2794-2795
Electronic Edition (link) BibTeX
- Debasis Kundu, Rameshwar D. Gupta:
A convenient way of generating gamma random variables using generalized exponential distribution.
2796-2802
Electronic Edition (link) BibTeX
- Hansheng Wang:
A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation.
2803-2812
Electronic Edition (link) BibTeX
- B. Fournier, N. Rupin, M. Bigerelle, D. Najjar, A. Iost, R. Wilcox:
Estimating the parameters of a generalized lambda distribution.
2813-2835
Electronic Edition (link) BibTeX
- Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle:
Comparison of semiparametric and parametric methods for estimating copulas.
2836-2850
Electronic Edition (link) BibTeX
- Marta Avalos, Yves Grandvalet, Christophe Ambroise:
Parsimonious additive models.
2851-2870
Electronic Edition (link) BibTeX
- Rafael E. Diaz:
Comparison of PQL and Laplace 6 estimates of hierarchical linear models when comparing groups of small incident rates in cluster randomised trials.
2871-2888
Electronic Edition (link) BibTeX
- Dorota Kurowicka, Roger M. Cooke:
Sampling algorithms for generating joint uniform distributions using the vine-copula method.
2889-2906
Electronic Edition (link) BibTeX
- Simon Broda, Marc S. Paolella:
Saddlepoint approximations for the doubly noncentral t.
2907-2918
Electronic Edition (link) BibTeX
- Man-Lai Tang, Kai Wang Ng, Guo-Liang Tian, Ming Tan:
On improved EM algorithm and confidence interval construction for incomplete r.
2919-2933
Electronic Edition (link) BibTeX
- Balgobin Nandram, Daniel Zelterman:
Computational Bayesian inference for estimating the size of a finite population.
2934-2945
Electronic Edition (link) BibTeX
- Ji-Ping Wang:
A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models.
2946-2957
Electronic Edition (link) BibTeX
- Christos Koukouvinos, Kalliopi Mylona, Dimitris E. Simos:
Exploring k.
2958-2968
Electronic Edition (link) BibTeX
Section II:
Statistical Methodology for Data Analysis
- Ingelin Steinsland:
Parallel exact sampling and evaluation of Gaussian Markov random fields.
2969-2981
Electronic Edition (link) BibTeX
- James D. Stamey, Richard Gerlach:
Bayesian sample size determination for case-control studies with misclassification.
2982-2992
Electronic Edition (link) BibTeX
- Durdu Sertkaya Karasoy, Cem Kadilar:
A new Bayes estimate of the change point in the hazard function.
2993-3001
Electronic Edition (link) BibTeX
- María Angeles Gil, Gil González-Rodríguez, Ana Colubi, Manuel Montenegro:
Testing linear independence in linear models with interval-valued data.
3002-3015
Electronic Edition (link) BibTeX
- José A. Díaz-García, Ma. Magdalena Garay-Tápia:
Optimum allocation in stratified surveys: Stochastic programming.
3016-3026
Electronic Edition (link) BibTeX
- Math J. J. M. Candel:
Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version.
3027-3040
Electronic Edition (link) BibTeX
- Stergios B. Fotopoulos, Venkata K. Jandhyala, Kim-Heng Chen:
Non-linear properties of conditional returns under scale mixtures.
3041-3056
Electronic Edition (link) BibTeX
- Martin L. Hazelton, Berwin A. Turlach:
Reweighted kernel density estimation.
3057-3069
Electronic Edition (link) BibTeX
- Ramesh C. Gupta, Suzhong Tian:
Statistical inference for the risk ratio in 2×2 binomial trials with structural zero.
3070-3084
Electronic Edition (link) BibTeX
- H. K. T. Ng, K. Gu, M. L. Tang:
A comparative study of tests for the difference of two Poisson means.
3085-3099
Electronic Edition (link) BibTeX
- Niels Haldrup, Morten Ørregaard Nielsen:
Estimation of fractional integration in the presence of data noise.
3100-3114
Electronic Edition (link) BibTeX
- David J. Olive:
Prediction intervals for regression models.
3115-3122
Electronic Edition (link) BibTeX
Section III:
Special Applications
- Eric Renshaw, Jorge Mateu, Fuensanta Saura:
Disentangling mark/point interaction in marked-point processes.
3123-3144
Electronic Edition (link) BibTeX
- Mira Park, Jae Won Lee, Choongrak Kim:
Correspondence analysis approach for finding allele associations in population genetic study.
3145-3155
Electronic Edition (link) BibTeX
- D. Michael Cai, Maya Gokhale, James Theiler:
Comparison of feature selection and classification algorithms in identifying malicious executables.
3156-3172
Electronic Edition (link) BibTeX
- Yan Li, Julia L. Bienias, David A. Bennett:
Confounding in the estimation of mediation effects.
3173-3186
Electronic Edition (link) BibTeX
- Nam H. Tran:
Fracture orientation characterization: Minimizing statistical modelling errors.
3187-3196
Electronic Edition (link) BibTeX
- Peter Congdon:
Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes.
3197-3212
Electronic Edition (link) BibTeX
- Yuh-Ing Chen, Yu-Mei Chang:
Identification of the minimum effective dose for right-censored survival data.
3213-3222
Electronic Edition (link) BibTeX
- María José García-Zattera, Alejandro Jara, Emmanuel Lesaffre, Dominique Declerck:
Conditional independence of multivariate binary data with an application in caries research.
3223-3234
Electronic Edition (link) BibTeX
- Chen-Tuo Liao, Tsai-Yu Lin:
Robust balanced measurement designs when errors are serially correlated.
3235-3243
Electronic Edition (link) BibTeX
- Jing Wang:
EM algorithms for nonlinear mixed effects models.
3244-3256
Electronic Edition (link) BibTeX
Volume 51,
Number 7,
April 2007
The Third Special Issue on Computational Econometrics,
Edited by David A. Belsley,
Erricos John Kontoghiorghes and Jan R. Magnus
- David A. Belsley, Erricos John Kontoghiorghes, Jan R. Magnus:
The Third Special Issue on Computational Econometrics.
3258
Electronic Edition (link) BibTeX
- Russell Davidson, James G. MacKinnon:
Improving the reliability of bootstrap tests with the fast double bootstrap.
3259-3281
Electronic Edition (link) BibTeX
- L. G. Godfrey:
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models.
3282-3295
Electronic Edition (link) BibTeX
- Jan F. Kiviet, Jerzy Niemczyk:
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations.
3296-3318
Electronic Edition (link) BibTeX
- Sarah Gelper, Christophe Croux:
Multivariate out-of-sample tests for Granger causality.
3319-3329
Electronic Edition (link) BibTeX
- Mercedes Esteban-Bravo, Jose M. Vidal-Sanz:
Worst-case estimation for econometric models with unobservable components.
3330-3354
Electronic Edition (link) BibTeX
- Simon Broda, Kai Carstensen, Marc S. Paolella:
Bias-adjusted estimation in the ARX(1) model.
3355-3367
Electronic Edition (link) BibTeX
- Emmanuel Flachaire, Olivier Nuñez:
Estimation of the income distribution and detection of subpopulations: An explanatory model.
3368-3380
Electronic Edition (link) BibTeX
- P. A. V. B. Swamy, Wisam Yaghi, Jatinder S. Mehta, I-Lok Chang:
Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand.
3381-3392
Electronic Edition (link) BibTeX
- Jérôme Detemple, Marcel Rindisbacher:
Monte Carlo methods for derivatives of options with discontinuous payoffs.
3393-3417
Electronic Edition (link) BibTeX
- Jae H. Kim, Param Silvapulle, Rob J. Hyndman:
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach.
3418-3432
Electronic Edition (link) BibTeX
- A. Alexandre Trindade, Yun Zhu:
Approximating the distributions of estimators of financial risk under an asymmetric Laplace law.
3433-3447
Electronic Edition (link) BibTeX
- Ana-María Fuertes, Elena Kalotychou:
On sovereign credit migration: A study of alternative estimators and rating dynamics.
3448-3469
Electronic Edition (link) BibTeX
- Francesco Bartolucci, Valentina Nigro:
Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data.
3470-3483
Electronic Edition (link) BibTeX
- Alicia Pérez-Alonso:
A bootstrap approach to test the conditional symmetry in time series models.
3484-3504
Electronic Edition (link) BibTeX
Computational Techniques for Applied Econometric Analysis of Macroeconomic and Financial Processes,
Edited by John Geweke,
Patrick J.F. Groenen,
Richard Paap and Herman K. van Dijk
- John Geweke, Patrick J. F. Groenen, Richard Paap, Herman K. van Dijk:
Computational techniques for applied econometric analysis of macroeconomic and financial processes.
3506-3508
Electronic Edition (link) BibTeX
- Sylvia Frühwirth-Schnatter, Rudolf Frühwirth:
Auxiliary mixture sampling with applications to logistic models.
3509-3528
Electronic Edition (link) BibTeX
- John Geweke:
Interpretation and inference in mixture models: Simple MCMC works.
3529-3550
Electronic Edition (link) BibTeX
- L. Bauwens, C. M. Hafner, J. V. K. Rombouts:
Multivariate mixed normal conditional heteroskedasticity.
3551-3566
Electronic Edition (link) BibTeX
- Alan E. Gelfand, Sudipto Banerjee, C. F. Sirmans, Yong Tu, Seow Eng Ong:
Multilevel modeling using spatial processes: Application to the Singapore housing market.
3567-3579
Electronic Edition (link) BibTeX
- Michael P. Clements, Jae H. Kim:
Bootstrap prediction intervals for autoregressive time series.
3580-3594
Electronic Edition (link) BibTeX
- Nalan Gülpinar, Berç Rustem:
Robust optimal decisions with imprecise forecasts.
3595-3611
Electronic Edition (link) BibTeX
- Christiaan Heij, Patrick J. F. Groenen, Dick van Dijk:
Forecast comparison of principal component regression and principal covariate regression.
3612-3625
Electronic Edition (link) BibTeX
Volume 51,
Number 8,
May 2007
Section I:
Computational Statistics
Section II:
Statistical Methodology for Data Analysis
