1. A generalized Newton algorithm for quantile regression models

   • Songfeng Zheng

   Original Paper 30 April 2014 Pages: 1403 - 1426

   

2. Row–column interaction models, with an R implementation

   • Thomas W. Yee
   • Alfian F. Hadi

   Original Paper 27 May 2014 Pages: 1427 - 1445

   

3. An e–E-insensitive support vector regression machine

   • Amir Safari

   Original Paper 11 May 2014 Pages: 1447 - 1468

   

4. Efficient computation for the Poisson binomial distribution

   • Bruce E. Barrett
   • J. Brian Gray

   Original Paper 20 May 2014 Pages: 1469 - 1479

   

5. Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction

   • Yushu Li
   • Simon Reese

   Original Paper 28 May 2014 Pages: 1481 - 1496

   

6. Functional data classification: a wavelet approach

   • Chung Chang
   • Yakuan Chen
   • R. Todd Ogden

   Original Paper 04 June 2014 Pages: 1497 - 1513

   

7. A VIF-based optimization model to alleviate collinearity problems in multiple linear regression

   • Yow-Jen Jou
   • Chien-Chia Liäm Huang
   • Hsun-Jung Cho

   Original Paper 05 June 2014 Pages: 1515 - 1541

   

8. Dynamic activity analysis model-based win-win development forecasting under environment regulations in China

   • Shiyi Chen
   • Wolfgang K. Härdle

   Original Paper 01 June 2014 Pages: 1543 - 1570

   

9. Quantile regression of right-censored length-biased data using the Buckley–James-type method

   • Jung-Yu Cheng
   • Shinn-Jia Tzeng

   Original Paper 31 May 2014 Pages: 1571 - 1592

   

10. A Levene-type test of homogeneity of variances against ordered alternatives

    • Philip Pallmann
    • Ludwig A. Hothorn
    • Gemechis D. Djira

    Original Paper 06 June 2014 Pages: 1593 - 1608

    

11. Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies

    • Renato Guseo
    • Cinzia Mortarino

    Original Paper 07 June 2014 Pages: 1609 - 1636

    

12. Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes

    • Cécile Hardouin
    • Xavier Guyon

    Original Paper 06 June 2014 Pages: 1637 - 1650

13. Composite support vector quantile regression estimation

    • Jooyong Shim
    • Changha Hwang
    • Kyungha Seok

    Original Paper 26 July 2014 Pages: 1651 - 1665

    

14. Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation

    • H. T. Abebe
    • F. E. S. Tan
    • M. P. F. Berger

    Original Paper 12 June 2014 Pages: 1667 - 1690

    

15. A rank test based on the moments of order statistics of the modified Makeham distribution

    • T. Ogura
    • H. Murakami

    Original Paper 01 July 2014 Pages: 1691 - 1711

16. Transformation-based model averaged tail area inference

    • Wei Yu
    • Wangli Xu
    • Lixing Zhu

    Original Paper 03 July 2014 Pages: 1713 - 1726

    

17. Targeted smoothing parameter selection for estimating average causal effects

    • Jenny Häggström
    • Xavier de Luna

    Original Paper Open access 25 July 2014 Pages: 1727 - 1748

    

18. A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics

    • Jasmit Shah
    • Somnath Datta
    • Susmita Datta

    Original Paper 20 July 2014 Pages: 1749 - 1767

    

19. Dandelion plot: a method for the visualization of R-mode exploratory factor analyses

    • Artür Manukyan
    • Erhan Çene
    • Ibrahim Demir

    Original Paper 25 July 2014 Pages: 1769 - 1791

    

20. Permanents, \(\alpha \)-permanents and Sinkhorn balancing

    • Francis Sullivan
    • Isabel Beichl

    Short Note 28 June 2014 Pages: 1793 - 1798