1. Time-course window estimator for ordinary differential equations linear in the parameters

   • Ivan Vujačić
   • Itai Dattner
   • Ernst Wit

   OriginalPaper 01 July 2014 Pages: 1057 - 1070

   

2. A focused information criterion for graphical models

   • Eugen Pircalabelu
   • Gerda Claeskens
   • Lourens Waldorp

   OriginalPaper 02 September 2014 Pages: 1071 - 1092

   

3. Simulation based calibration using extended balanced augmented empirical likelihood

   • Minh Khoa Nguyen
   • Steve Phelps
   • Wing Lon Ng

   OriginalPaper 03 September 2014 Pages: 1093 - 1112

   

4. A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach

   • Selin Damla Ahipaşaoğlu

   OriginalPaper 04 May 2014 Pages: 1113 - 1127

   

5. A fast unified algorithm for solving group-lasso penalize learning problems

   • Yi Yang
   • Hui Zou

   OriginalPaper 04 August 2014 Pages: 1129 - 1141

   

6. Kernel discriminant analysis and clustering with parsimonious Gaussian process models

   • C. Bouveyron
   • M. Fauvel
   • S. Girard

   OriginalPaper 04 September 2014 Pages: 1143 - 1162

   

7. Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution

   • Luis Mauricio Castro
   • Denise Reis Costa
   • Victor Hugo Lachos

   OriginalPaper 04 September 2014 Pages: 1163 - 1183

   

8. Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering

   • Hajo Holzmann
   • Florian Schwaiger

   OriginalPaper 05 June 2014 Pages: 1185 - 1200

   

9. Estimation and selection for the latent block model on categorical data

   • Christine Keribin
   • Vincent Brault
   • Gérard Govaert

   OriginalPaper 05 June 2014 Pages: 1201 - 1216

   

10. A simulated annealing approach to approximate Bayes computations

    • Carlo Albert
    • Hans R. Künsch
    • Andreas Scheidegger

    OriginalPaper 05 September 2014 Pages: 1217 - 1232

    

11. Practical computing for finite moment log-stable distributions to model financial risk

    • G. K. Robinson

    OriginalPaper 14 May 2014 Pages: 1233 - 1246

    

12. Variational approximations in geoadditive latent Gaussian regression: mean and quantile regression

    • Elisabeth Waldmann
    • Thomas Kneib

    OriginalPaper 22 May 2014 Pages: 1247 - 1263

    

13. Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction

    • Victor Picheny

    OriginalPaper 21 May 2014 Pages: 1265 - 1280

    

14. Letter to the Editor: on the use of improper priors for the shape parameters of asymmetric exponential power models

    • F. J. Rubio

    OriginalPaper 21 May 2014 Pages: 1281 - 1287