Efficient Monte Carlo simulation via the generalized splitting method Zdravko I. BotevDirk P. Kroese OriginalPaper 16 September 2010 Pages: 1 - 16
Estimation of 2D jump location curve and 3D jump location surface in nonparametric regression Chih-Kang ChuJhao-Siang SiaoWen-Shuenn Deng OriginalPaper 02 October 2010 Pages: 17 - 31
Flexible mixture modeling via the multivariate t distribution with the Box-Cox transformation: an alternative to the skew-t distribution Kenneth LoRaphael Gottardo OriginalPaper 08 October 2010 Pages: 33 - 52
Sequential importance sampling of binary sequences Ian H. Dinwoodie OriginalPaper 01 October 2010 Pages: 53 - 63
Tuning tempered transitions Gundula BehrensNial FrielMerrilee Hurn OriginalPaper 13 October 2010 Pages: 65 - 78
Multivariate generalized linear mixed models with semi-nonparametric and smooth nonparametric random effects densities Georgios PapageorgiouJohn Hinde OriginalPaper 03 November 2010 Pages: 79 - 92
Bayesian semiparametric modeling and inference with mixtures of symmetric distributions Athanasios KottasGilbert W. Fellingham OriginalPaper Open access 30 October 2010 Pages: 93 - 106
Reversible jump methods for generalised linear models and generalised linear mixed models Jonathan J. ForsterRoger C. GillAntony M. Overstall OriginalPaper 28 October 2010 Pages: 107 - 120
Estimation in nonlinear mixed-effects models using heavy-tailed distributions Cristian MezaFelipe OsorioRolando De la Cruz OriginalPaper 04 November 2010 Pages: 121 - 139
Quantile regression for longitudinal data based on latent Markov subject-specific parameters Alessio Farcomeni OriginalPaper 27 October 2010 Pages: 141 - 152
The structured elastic net for quantile regression and support vector classification Martin Slawski OriginalPaper 06 November 2010 Pages: 153 - 168
Spatial J-test: some Monte Carlo evidence Gianfranco PirasNancy Lozano-Gracia OriginalPaper 06 November 2010 Pages: 169 - 183
A new variational Bayesian algorithm with application to human mobility pattern modeling Burton WuClare A. McGroryAnthony N. Pettitt OriginalPaper 01 December 2010 Pages: 185 - 203
Approximation of transition densities of stochastic differential equations by saddlepoint methods applied to small-time Ito–Taylor sample-path expansions S. P. PrestonAndrew T. A. Wood OriginalPaper 02 February 2011 Pages: 205 - 217
Missing values: sparse inverse covariance estimation and an extension to sparse regression Nicolas StädlerPeter Bühlmann OriginalPaper 03 December 2010 Pages: 219 - 235
Prediction-based regularization using data augmented regression Giles HookerSaharon Rosset OriginalPaper 27 November 2010 Pages: 237 - 249
A comment on the orthogonalization of B-spline basis functions and their derivatives Andrew Redd OriginalPaper 04 January 2011 Pages: 251 - 257
A multivariate uniformity test for the case of unknown support José R. BerrenderoAntonio CuevasBeatriz Pateiro-López OriginalPaper 07 January 2011 Pages: 259 - 271
A comparison study of nonparametric imputation methods Jianhui NingPhilip E. Cheng OriginalPaper 29 December 2010 Pages: 273 - 285
Maximum likelihood inference for mixtures of skew Student-t-normal distributions through practical EM-type algorithms Hsiu J. HoSaumyadipta PyneTsung I. Lin OriginalPaper 19 January 2011 Pages: 287 - 299
Simultaneous model-based clustering and visualization in the Fisher discriminative subspace Charles BouveyronCamille Brunet OriginalPaper 13 April 2011 Pages: 301 - 324
The flood algorithm—a multivariate, self-organizing-map-based, robust location and covariance estimator Steffen LiebscherThomas KirschsteinClaudia Becker OriginalPaper 05 April 2011 Pages: 325 - 336
