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Content
2023, Volume 179, Issue C
- S0167947322002067 Online learning for the Dirichlet process mixture model via weakly conjugate approximation
by Jeong, Kuhwan & Chae, Minwoo & Kim, Yongdai
- S0167947322002079 Sequential estimation of temporally evolving latent space network models
by Turnbull, Kathryn & Nemeth, Christopher & Nunes, Matthew & McCormick, Tyler
- S0167947322002080 Tree-based ensembles for multi-output regression: Comparing multivariate approaches with separate univariate ones
by Schmid, Lena & Gerharz, Alexander & Groll, Andreas & Pauly, Markus
- S0167947322002092 Bayesian nonparametric hypothesis testing for longitudinal data analysis
by Pereira, Luz Adriana & Gutiérrez, Luis & Taylor-Rodríguez, Daniel & Mena, Ramsés H.
- S0167947322002109 Block-diagonal precision matrix regularization for ultra-high dimensional data
by Yang, Yihe & Dai, Hongsheng & Pan, Jianxin
- S0167947322002110 Cluster-robust estimators for multivariate mixed-effects meta-regression
by Welz, Thilo & Viechtbauer, Wolfgang & Pauly, Markus
- S0167947322002122 Variable screening based on Gaussian Centered L-moments
by An, Hyowon & Zhang, Kai & Oja, Hannu & Marron, J.S.
- S0167947322002134 Robust tests for scatter separability beyond Gaussianity
by Kim, Seungkyu & Park, Seongoh & Lim, Johan & Lee, Sang Han
- S0167947322002146 Clustering multivariate count data via Dirichlet-multinomial network fusion
by Zhao, Xin & Zhang, Jingru & Lin, Wei
- S0167947322002225 Balancing covariates in multi-arm trials via adaptive randomization
by Yang, Haoyu & Qin, Yichen & Wang, Fan & Li, Yang & Hu, Feifang
- S0167947322002237 Adaptive spatial designs minimizing the integrated Bernoulli variance in spatial logistic regression models - with an application to benthic habitat mapping
by Anyosa, Susan & Eidsvik, Jo & Pizarro, Oscar
- S0167947322002249 Smoothly varying regularization
by Kim, Daeju & Kawano, Shuichi & Ninomiya, Yoshiyuki
- S0167947322002250 Nonparametric inference on smoothed quantile regression process
by Hao, Meiling & Lin, Yuanyuan & Shen, Guohao & Su, Wen
- S0167947322002262 A unified framework of multiply robust estimation approaches for handling incomplete data
by Chen, Sixia & Haziza, David
- S0167947322002274 Classification of social media users with generalized functional data analysis
by Weishampel, Anthony & Staicu, Ana-Maria & Rand, William
- S0167947322002286 Robust multiscale estimation of time-average variance for time series segmentation
by McGonigle, Euan T. & Cho, Haeran
- S0167947322002304 Mean regression model for the zero-truncated Poisson distribution and its generalization
by Li, Xun-Jian & Sun, Yuan & Tian, Guo-Liang & Liang, Jiajuan & Shi, Jianhua
- S0167947322002316 Mixture models with decreasing weights
by Hatjispyros, Spyridon J. & Merkatas, Christos & Walker, Stephen G.
- S0167947322002328 A latent slice sampling algorithm
by Li, Yanxin & Walker, Stephen G.
- S0167947322002341 Efficient and feasible inference for high-dimensional normal copula regression models
by Nikoloulopoulos, Aristidis K.
- S0167947322002353 Topology-based goodness-of-fit tests for sliced spatial data
by Cipriani, Alessandra & Hirsch, Christian & Vittorietti, Martina
- S0167947322002365 Extending the Fellegi-Sunter record linkage model for mixed-type data with application to the French national health data system
by Vo, Thanh Huan & Chauvet, Guillaume & Happe, André & Oger, Emmanuel & Paquelet, Stéphane & Garès, Valérie
- S0167947322002377 Robust factored principal component analysis for matrix-valued outlier accommodation and detection
by Ma, Xuan & Zhao, Jianhua & Wang, Yue & Shang, Changchun & Jiang, Fen
- S0167947322002390 A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant
by Hannaford, Naomi E. & Heaps, Sarah E. & Nye, Tom M.W. & Curtis, Thomas P. & Allen, Ben & Golightly, Andrew & Wilkinson, Darren J.
- S016794732200233X Data-driven stabilizations of goodness-of-fit tests
by Fernández-de-Marcos, Alberto & García-Portugués, Eduardo
2023, Volume 178, Issue C
- S0167947322001761 Fast Bayesian inference on spectral analysis of multivariate stationary time series
by Hu, Zhixiong & Prado, Raquel
- S0167947322001773 Robust prediction interval estimation for Gaussian processes by cross-validation method
by Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin
- S0167947322001785 Visualization and assessment of model selection uncertainty
by Qin, Yichen & Wang, Linna & Li, Yang & Li, Rong
- S0167947322001797 A Markov decision process for response-adaptive randomization in clinical trials
by Merrell, David & Chandereng, Thevaa & Park, Yeonhee
- S0167947322001803 Prediction in functional regression with discretely observed and noisy covariates
by Hörmann, Siegfried & Jammoul, Fatima
- S0167947322001815 Grouped spatial autoregressive model
by Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo
- S0167947322001918 A robust spline approach in partially linear additive models
by Boente, Graciela & Martínez, Alejandra Mercedes
- S0167947322001931 Hierarchical clustered multiclass discriminant analysis via cross-validation
by Hirose, Kei & Miura, Kanta & Koie, Atori
- S0167947322001943 Shape-constrained estimation in functional regression with Bernstein polynomials
by Ghosal, Rahul & Ghosh, Sujit & Urbanek, Jacek & Schrack, Jennifer A. & Zipunnikov, Vadim
- S0167947322001955 Optimal designs for semi-parametric dose-response models under random contamination
by Yu, Jun & Meng, Xiran & Wang, Yaping
- S0167947322001979 Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum
by Zhang, Yangchun & Zhou, Yirui & Liu, Xiaowei
- S0167947322001992 Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
by Chakraborty, Nilanjan & Sakhanenko, Lyudmila
- S0167947322002006 Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
by Yang, Yuehan & Xia, Siwei & Yang, Hu
- S016794732200189X Smoothed tensor quantile regression estimation for longitudinal data
by Ke, Baofang & Zhao, Weihua & Wang, Lei
- S016794732200192X The circular quantile residual
by Andrade, Ana C.C. & Pereira, Gustavo H.A. & Artes, Rinaldo
2023, Volume 177, Issue C
- S0167947322001311 Online non-parametric changepoint detection with application to monitoring operational performance of network devices
by Austin, Edward & Romano, Gaetano & Eckley, Idris A. & Fearnhead, Paul
- S0167947322001487 Shared Bayesian variable shrinkage in multinomial logistic regression
by Uddin, Md Nazir & Gaskins, Jeremy T.
- S0167947322001499 Assessment of the effect of constraints in a new multivariate mixed method for statistical matching
by Claramunt González, Juan & van Delden, Arnout & de Waal, Ton
- S0167947322001591 Modeling and inference for multivariate time series of counts based on the INGARCH scheme
by Lee, Sangyeol & Kim, Dongwon & Kim, Byungsoo
- S0167947322001608 Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
by McElroy, Tucker S. & Jach, Agnieszka
- S0167947322001621 Mixture-based estimation of entropy
by Robin, Stéphane & Scrucca, Luca
- S0167947322001633 Nonparametric bagging clustering methods to identify latent structures from a sequence of dependent categorical data
by Abramowicz, Konrad & Sjöstedt de Luna, Sara & Strandberg, Johan
- S0167947322001645 Estimation for partial functional partially linear additive model
by Tang, Qingguo & Tu, Wei & Kong, Linglong
- S0167947322001657 The dimension-wise quadrature estimation of dynamic latent variable models for count data
by Bianconcini, Silvia & Cagnone, Silvia
- S0167947322001669 Bayesian joint modeling for causal mediation analysis with a binary outcome and a binary mediator: Exploring the role of obesity in the association between cranial radiation therapy for childhood acute lymphoblastic leukemia treatment and the long-term risk of insulin resistance
by Caubet, Miguel & Samoilenko, Mariia & Drouin, Simon & Sinnett, Daniel & Krajinovic, Maja & Laverdière, Caroline & Marcil, Valérie & Lefebvre, Geneviève
- S0167947322001670 Parallel-and-stream accelerator for computationally fast supervised learning
by Hector, Emily C. & Luo, Lan & Song, Peter X.-K.
- S016794732200161X Sparse spatially clustered coefficient model via adaptive regularization
by Zhong, Yan & Sang, Huiyan & Cook, Scott J. & Kellstedt, Paul M.
2022, Volume 176, Issue C
- S0167947322001359 Nonparametric Bayesian modelling of longitudinally integrated covariance functions on spheres
by Bissiri, Pier Giovanni & Cleanthous, Galatia & Emery, Xavier & Nipoti, Bernardo & Porcu, Emilio
- S0167947322001360 Smooth LASSO estimator for the Function-on-Function linear regression model
by Centofanti, Fabio & Fontana, Matteo & Lepore, Antonio & Vantini, Simone
- S0167947322001372 Time series graphical lasso and sparse VAR estimation
by Dallakyan, Aramayis & Kim, Rakheon & Pourahmadi, Mohsen
- S0167947322001384 Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
by Raices Cruz, Ivette & Lindström, Johan & Troffaes, Matthias C.M. & Sahlin, Ullrika
- S0167947322001396 A comparison of allocation strategies for optimising clinical trial designs under variance heterogeneity
by Mavrogonatou, Lida & Sun, Yuxuan & Robertson, David S. & Villar, Sofía S.
- S0167947322001414 Vine copula statistical disclosure control for mixed-type data
by Chu, Amanda M.Y. & Ip, Chun Yin & Lam, Benson S.Y. & So, Mike K.P.
- S0167947322001426 On cross-distance selection algorithm for hybrid sufficient dimension reduction
by Park, Yujin & Kim, Kyongwon & Yoo, Jae Keun
- S0167947322001438 Extremal quantile autoregression for heavy-tailed time series
by He, Fengyang & Wang, Huixia Judy & Zhou, Yuejin
- S0167947322001451 Functional non-parametric latent block model: A multivariate time series clustering approach for autonomous driving validation
by Goffinet, Etienne & Lebbah, Mustapha & Azzag, Hanane & Loïc, Giraldi & Coutant, Anthony
- S0167947322001463 Agglomerative and divisive hierarchical Bayesian clustering
by Burghardt, Elliot & Sewell, Daniel & Cavanaugh, Joseph
- S0167947322001475 High-dimensional robust regression with Lq-loss functions
by Wang, Yibo & Karunamuni, Rohana J.
- S016794732200144X Robust polytomous logistic regression
by Miron, Julien & Poilane, Benjamin & Cantoni, Eva
2022, Volume 175, Issue C
- S0167947322001256 A unified framework on defining depth for point process using function smoothing
by Xu, Zishen & Wang, Chenran & Wu, Wei
- S0167947322001268 Predicting times to event based on vine copula models
by Pan, Shenyi & Joe, Harry
- S0167947322001281 A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families
by Chen, Feifei & Jiménez–Gamero, M. Dolores & Meintanis, Simos & Zhu, Lixing
- S0167947322001293 Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
by Gao, Min & Yang, Wenzhi & Wu, Shipeng & Yu, Wei
- S0167947322001323 Bootstrap confidence intervals for multiple change points based on moving sum procedures
by Cho, Haeran & Kirch, Claudia
- S0167947322001335 Empirical likelihood inference for longitudinal data with covariate measurement errors: An application to the LEAN study
by Zhang, Yuexia & Qin, Guoyou & Zhu, Zhongyi & Zhang, Jiajia
- S0167947322001347 Statistical inference of heterogeneous treatment effect based on single-index model
by Feng, Sanying & Kong, Kaidi & Kong, Yinfei & Li, Gaorong & Wang, Zhaoliang
- S0167947322001402 A high dimensional dissimilarity measure
by Modarres, Reza
- S016794732200127X sJIVE: Supervised joint and individual variation explained
by Palzer, Elise F. & Wendt, Christine H. & Bowler, Russell P. & Hersh, Craig P. & Safo, Sandra E. & Lock, Eric F.
- S016794732200130X Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
by Petti, Danilo & Eletti, Alessia & Marra, Giampiero & Radice, Rosalba
2022, Volume 174, Issue C
- S0167947321001560 Efficient estimation in a partially specified nonignorable propensity score model
by Li, Mengyan & Ma, Yanyuan & Zhao, Jiwei
- S0167947321001869 The Wasserstein Impact Measure (WIM): A practical tool for quantifying prior impact in Bayesian statistics
by Ghaderinezhad, Fatemeh & Ley, Christophe & Serrien, Ben
- S0167947321002188 Airflow recovery from thoracic and abdominal movements using synchrosqueezing transform and locally stationary Gaussian process regression
by Huang, Whitney K. & Chung, Yu-Min & Wang, Yu-Bo & Mandel, Jeff E. & Wu, Hau-Tieng
- S0167947321002413 Generalisations of a Bayesian decision-theoretic randomisation procedure and the impact of delayed responses
by Williamson, S. Faye & Jacko, Peter & Jaki, Thomas
- S0167947321002437 Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
by Granados-Garcia, Guilllermo & Fiecas, Mark & Babak, Shahbaba & Fortin, Norbert J. & Ombao, Hernando
- S0167947321002504 Gaussian graphical modeling for spectrometric data analysis
by Codazzi, Laura & Colombi, Alessandro & Gianella, Matteo & Argiento, Raffaele & Paci, Lucia & Pini, Alessia
- S0167947322000147 Estimation of the volume under a ROC surface in presence of covariates
by To, Duc-Khanh & Adimari, Gianfranco & Chiogna, Monica
- S0167947322000172 Computing the asymptotic distribution of second-order U- and V-statistics
by Seri, Raffaello
- S0167947322000305 Horseshoe shrinkage methods for Bayesian fusion estimation
by Banerjee, Sayantan
- S0167947322000366 Wavelet testing for a replicate-effect within an ordered multiple-trial experiment
by Embleton, Jonathan & Knight, Marina I. & Ombao, Hernando
- S0167947322000561 Nonlinear predictive directions in clinical trials
by Cho, Youngjoo & Zhan, Xiang & Ghosh, Debashis
- S0167947322000573 Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
by Chau, Joris & von Sachs, Rainer
- S0167947322000767 Outlier detection in multivariate functional data through a contaminated mixture model
by Amovin-Assagba, Martial & Gannaz, Irène & Jacques, Julien
- S0167947322000792 Improved linear regression prediction by transfer learning
by Obst, David & Ghattas, Badih & Claudel, Sandra & Cugliari, Jairo & Goude, Yannig & Oppenheim, Georges
- S0167947322000810 High-dimensional causal mediation analysis based on partial linear structural equation models
by Cai, Xizhen & Zhu, Yeying & Huang, Yuan & Ghosh, Debashis
- S0167947322001013 A hierarchical testing procedure for three arm non-inferiority trials
by Ghosh, Santu & Guo, Wenge & Ghosh, Samiran
- S0167947322001025 Support vector regression with penalized likelihood
by Uemoto, Takumi & Naito, Kanta
- S0167947322001049 A data-driven line search rule for support recovery in high-dimensional data analysis
by Li, Peili & Jiao, Yuling & Lu, Xiliang & Kang, Lican
- S0167947322001050 Markov-switching state-space models with applications to neuroimaging
by Degras, David & Ting, Chee-Ming & Ombao, Hernando
- S0167947322001062 Robust fitting of mixture models using weighted complete estimating equations
by Sugasawa, Shonosuke & Kobayashi, Genya
- S0167947322001074 A roughness penalty approach to estimate densities over two-dimensional manifolds
by Arnone, Eleonora & Ferraccioli, Federico & Pigolotti, Clara & Sangalli, Laura M.
- S0167947322001086 GPU accelerated estimation of a shared random effect joint model for dynamic prediction
by Wang, Shikun & Li, Zhao & Lan, Lan & Zhao, Jieyi & Zheng, W. Jim & Li, Liang
- S0167947322001098 Likelihood-free inference with deep Gaussian processes
by Aushev, Alexander & Pesonen, Henri & Heinonen, Markus & Corander, Jukka & Kaski, Samuel
- S0167947322001104 Independence index sufficient variable screening for categorical responses
by Yuan, Qingcong & Chen, Xianyan & Ke, Chenlu & Yin, Xiangrong
- S0167947322001177 Large-scale local surrogate modeling of stochastic simulation experiments
by Cole, D. Austin & Gramacy, Robert B. & Ludkovski, Mike
2022, Volume 173, Issue C
- S0167947322000627 Varying-coefficient hidden Markov models with zero-effect regions
by Liu, Hefei & Song, Xinyuan & Zhang, Baoxue
- S0167947322000639 Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
by Nanshan, Muye & Zhang, Nan & Xun, Xiaolei & Cao, Jiguo
- S0167947322000755 A rank-based high-dimensional test for equality of mean vectors
by Ouyang, Yanyan & Liu, Jiamin & Tong, Tiejun & Xu, Wangli
- S0167947322000779 Mallows model averaging with effective model size in fragmentary data prediction
by Yuan, Chaoxia & Fang, Fang & Ni, Lyu
- S0167947322000809 Marginal M-quantile regression for multivariate dependent data
by Merlo, Luca & Petrella, Lea & Salvati, Nicola & Tzavidis, Nikos
- S0167947322000822 Entropy-based test for generalised Gaussian distributions
by Cadirci, Mehmet Siddik & Evans, Dafydd & Leonenko, Nikolai & Makogin, Vitalii
- S0167947322000834 Bayesian multiresolution modeling of georeferenced data: An extension of ‘LatticeKrig’
by Paige, John & Fuglstad, Geir-Arne & Riebler, Andrea & Wakefield, Jon
- S0167947322000846 Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data
by Pan, Yingli
- S0167947322000858 A two-stage optimal subsampling estimation for missing data problems with large-scale data
by Su, Miaomiao & Wang, Ruoyu & Wang, Qihua
- S0167947322000871 Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
by Sardy, Sylvain & Diaz-Rodriguez, Jairo & Giacobino, Caroline
- S0167947322000883 Safe sample screening rules for multicategory angle-based support vector machines
by Fan, Yiwei & Zhao, Junlong
- S0167947322000974 Log-regularly varying scale mixture of normals for robust regression
by Hamura, Yasuyuki & Irie, Kaoru & Sugasawa, Shonosuke
- S0167947322000986 Local and global topics in text modeling of web pages nested in web sites
by Wang, Jason & Weiss, Robert E.
- S0167947322000998 Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
by Krivobokova, Tatyana & Serra, Paulo & Rosales, Francisco & Klockmann, Karolina
- S0167947322001001 Complexity reduction and approximation of multidomain systems of partially ordered data
by Arcagni, Alberto & Avellone, Alessandro & Fattore, Marco
- S0167947322001037 Clustering, multicollinearity, and singular vectors
by Usefi, Hamid
- S016794732200038X On the semi-varying coefficient dynamic panel data model with autocorrelated errors
by Wei, Honglei & Zhang, Hongfan & Jiang, Hui & Huang, Lei
- S016794732200086X Stochastic representation of FGM copulas using multivariate Bernoulli random variables
by Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne
2022, Volume 172, Issue C
- S0167947322000548 A prior for record linkage based on allelic partitions
by Betancourt, Brenda & Sosa, Juan & Rodríguez, Abel
- S0167947322000585 Extrapolation estimation in parametric regression models with measurement error
by Ayub, Kanwal & Song, Weixing & Shi, Jianhong
- S0167947322000597 Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
by Pohle, Jennifer & Adam, Timo & Beumer, Larissa T.
- S0167947322000603 Multivariate ranks based on randomized lift-interdirections
by Hudecová, Šárka & Šiman, Miroslav
- S0167947322000615 Bayesian linear models for cardinal paired comparison data
by Osei, Prince P. & Davidov, Ori
- S0167947322000640 Variable selection for case-cohort studies with informatively interval-censored outcomes
by Du, Mingyue & Zhao, Xingqiu & Sun, Jianguo
- S0167947322000743 An efficient algorithm to assess multivariate surrogate endpoints in a causal inference framework
by Flórez, Alvaro J. & Molenberghs, Geert & Van der Elst, Wim & Alonso Abad, Ariel
- S0167947322000780 Variable screening for varying coefficient models with ultrahigh-dimensional survival data
by Qu, Lianqiang & Wang, Xiaoyu & Sun, Liuquan
- S016794732200041X Regular vines with strongly chordal pattern of (conditional) independence
by Zhu, Kailun & Kurowicka, Dorota
- S016794732200055X A robust deterministic affine-equivariant algorithm for multivariate location and scatter
by Pokojovy, Michael & Jobe, J. Marcus
2022, Volume 171, Issue C
- S0167947322000287 Construction of symmetric orthogonal designs with deep Q-network and orthogonal complementary design
by Lai, Jianfa & Weng, Lin-Chen & Peng, Xiaoling & Fang, Kai-Tai
- S0167947322000299 Hybrid maximum likelihood inference for stochastic block models
by Marino, Maria Francesca & Pandolfi, Silvia
- S0167947322000317 Multivariate cluster-weighted models based on seemingly unrelated linear regression
by Diani, Cecilia & Galimberti, Giuliano & Soffritti, Gabriele
- S0167947322000329 Computing minimum-volume enclosing ellipsoids for large datasets
by Rosa, Samuel & Harman, Radoslav
- S0167947322000330 2-D Rayleigh autoregressive moving average model for SAR image modeling
by Palm, Bruna G. & Bayer, Fábio M. & Cintra, Renato J.
- S0167947322000342 Group linear non-Gaussian component analysis with applications to neuroimaging
by Zhao, Yuxuan & Matteson, David S. & Mostofsky, Stewart H. & Nebel, Mary Beth & Risk, Benjamin B.
- S0167947322000378 Parameter estimation and model-based clustering with spherical normal distribution on the unit hypersphere
by You, Kisung & Suh, Changhee
- S0167947322000391 Asymptotic covariance estimation by Gaussian random perturbation
by Zhou, Jing & Lan, Wei & Wang, Hansheng
- S0167947322000408 Interaction forests: Identifying and exploiting interpretable quantitative and qualitative interaction effects
by Hornung, Roman & Boulesteix, Anne-Laure
- S0167947322000500 Network inference from temporally dependent grouped observations
by Zhao, Yunpeng
- S0167947322000512 Robust estimation and regression with parametric quantile functions
by Sottile, Gianluca & Frumento, Paolo
- S0167947322000524 Generalized ordinal patterns allowing for ties and their applications in hydrology
by Schnurr, Alexander & Fischer, Svenja
- S0167947322000536 A generalized correlated Cp criterion for derivative estimation with dependent errors
by Liu, Sisheng & Kong, Xiaoli
2022, Volume 170, Issue C
- S0167947322000135 A comparison of single and multiple changepoint techniques for time series data
by Shi, Xuesheng & Gallagher, Colin & Lund, Robert & Killick, Rebecca
- S0167947322000159 On the use of random forest for two-sample testing
by Hediger, Simon & Michel, Loris & Näf, Jeffrey
- S0167947322000160 Nonparametric feature selection by random forests and deep neural networks
by Mao, Xiaojun & Peng, Liuhua & Wang, Zhonglei
- S0167947322000184 A fast approximate EM algorithm for joint models of survival and multivariate longitudinal data
by Murray, James & Philipson, Pete
- S0167947322000196 Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions
by Rhee, Anbin & Kwak, Min-Sun & Lee, Keunbaik
- S0167947322000263 Bayesian spatio-temporal models for stream networks
by Santos-Fernandez, Edgar & Ver Hoef, Jay M. & Peterson, Erin E. & McGree, James & Isaak, Daniel J. & Mengersen, Kerrie
- S0167947322000275 Dealing with overdispersion in multivariate count data
by Corsini, Noemi & Viroli, Cinzia
- S016794732200010X ℓ0-Regularized high-dimensional accelerated failure time model
by Cheng, Chao & Feng, Xingdong & Huang, Jian & Jiao, Yuling & Zhang, Shuang
2022, Volume 169, Issue C
- S0167947321002231 Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
by Zhao, Yan-Yong & Lin, Jin-Guan & Zhao, Jian-Qiang & Miao, Zhang-Xiao
- S0167947321002395 Missing link survival analysis with applications to available pandemic data
by Gámiz, María Luz & Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch
- S0167947321002401 Variational Bayesian inference for network autoregression models
by Lai, Wei-Ting & Chen, Ray-Bing & Chen, Ying & Koch, Thorsten
- S0167947321002449 On MCMC sampling in self-exciting integer-valued threshold time series models
by Yang, Kai & Yu, Xinyang & Zhang, Qingqing & Dong, Xiaogang
- S0167947321002474 Test-inversion confidence intervals for estimands in contingency tables subject to equality constraints
by Zhu, Qiansheng & Lang, Joseph B.
- S0167947321002486 Multiclass-penalized logistic regression
by Nibbering, Didier & Hastie, Trevor J.
- S0167947321002498 Robust subset selection
by Thompson, Ryan
- S0167947321002516 Approximate Bayesian conditional copulas
by Grazian, Clara & Dalla Valle, Luciana & Liseo, Brunero
- S0167947321002528 Statistical inference for high-dimensional pathway analysis with multiple responses
by Liu, Yang & Sun, Wei & Hsu, Li & He, Qianchuan
- S0167947321002541 Spatial two-stage designs for phase II clinical trials
by Kim, Seongho & Wong, Weng Kee
- S0167947322000019 Truncated estimation in functional generalized linear regression models
by Liu, Xi & Divani, Afshin A. & Petersen, Alexander
- S0167947322000020 Computation of quantile sets for bivariate ordered data
by Hamel, Andreas H. & Kostner, Daniel
- S0167947322000032 Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation
by Bigot, Jérémie & Deledalle, Charles
- S0167947322000111 Kernel-based hidden Markov conditional densities
by De Gooijer, Jan G. & Henter, Gustav Eje & Yuan, Ao
- S0167947322000123 A latent space model for multilayer network data
by Sosa, Juan & Betancourt, Brenda
- S016794732100253X Distributed adaptive Huber regression
by Luo, Jiyu & Sun, Qiang & Zhou, Wen-Xin
2022, Volume 168, Issue C
- S0167947321002024 Improving performances of MCMC for Nearest Neighbor Gaussian Process models with full data augmentation
by Coube-Sisqueille, Sébastien & Liquet, Benoît
- S0167947321002061 Collaboration mechanisms and community detection of statisticians based on ERGMs and kNN-walktrap
by Liu, Jie & Ge, Huilin
- S0167947321002085 Surrogate space based dimension reduction for nonignorable nonresponse
by Deng, Jianqiu & Yang, Xiaojie & Wang, Qihua
- S0167947321002103 Clustering multivariate functional data using unsupervised binary trees
by Golovkine, Steven & Klutchnikoff, Nicolas & Patilea, Valentin
- S0167947321002140 Fourier transform sparse inverse regression estimators for sufficient variable selection
by Weng, Jiaying
- S0167947321002152 Non-parametric analysis of serial dependence in time series using ordinal patterns
by Weiß, Christian H. & Ruiz Marín, Manuel & Keller, Karsten & Matilla-García, Mariano
- S0167947321002164 Correcting for sample selection bias in Bayesian distributional regression models
by Wiemann, Paul F.V. & Klein, Nadja & Kneib, Thomas
- S0167947321002176 Confidence intervals for parameters in high-dimensional sparse vector autoregression
by Zhu, Ke & Liu, Hanzhong
- S0167947321002206 Conditional generalized estimating equations of mean-variance-correlation for clustered data
by Luo, Renwen & Pan, Jianxin
- S0167947321002218 Statistical file-matching of non-Gaussian data: A game theoretic approach
by Ahfock, Daniel & Pyne, Saumyadipta & McLachlan, Geoffrey J.
- S0167947321002243 Fusing sufficient dimension reduction with neural networks
by Kapla, Daniel & Fertl, Lukas & Bura, Efstathia
- S0167947321002334 Doubly robust estimation in causal inference with missing outcomes: With an application to the Aerobics Center Longitudinal Study
by Wei, Kecheng & Qin, Guoyou & Zhang, Jiajia & Sui, Xuemei
- S0167947321002346 Flexible quantile contour estimation for multivariate functional data: Beyond convexity
by Agarwal, Gaurav & Tu, Wei & Sun, Ying & Kong, Linglong
- S0167947321002358 Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes
by Szarek, Dawid & Maraj-Zygmąt, Katarzyna & Sikora, Grzegorz & Krapf, Diego & Wyłomańska, Agnieszka
- S0167947321002371 On a family of two–piece circular distributions
by Ameijeiras-Alonso, Jose & Gijbels, Irène & Verhasselt, Anneleen
- S0167947321002383 An objective Bayes factor with improper priors
by Villa, Cristiano & Walker, Stephen G.
- S0167947321002425 Maximum likelihood estimation of diffusions by continuous time Markov chain
by Kirkby, J.L. & Nguyen, Dang H. & Nguyen, Duy & Nguyen, Nhu N.
- S0167947321002450 TA algorithms for D-optimal OofA Mixture designs
by Rios, Nicholas & Winker, Peter & Lin, Dennis K.J.
- S0167947321002462 A likelihood-based boosting algorithm for factor analysis models with binary data
by Battauz, Michela & Vidoni, Paolo
- S016794732100205X A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables
by Su, Miaomiao & Wang, Qihua
- S016794732100219X A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA
by Zhang, Jin-Ting & Zhu, Tianming
- S016794732100222X Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space
by Wang, Yue & Zhou, Yan & Li, Rui & Lian, Heng
- S016794732100236X Conditional independence test of failure and truncation times: Essential tool for method selection
by Ning, Jing & Pak, Daewoo & Zhu, Hong & Qin, Jing
2022, Volume 167, Issue C
- S0167947321001791 Bayesian beta regression for bounded responses with unknown supports
by Zhou, Haiming & Huang, Xianzheng
- S0167947321001821 Dimension reduction for block-missing data based on sparse sliced inverse regression
by Xiao, Zhen & Zhang, Qi
- S0167947321001833 Hierarchical Bayesian modeling of spatio-temporal area-interaction processes
by Chen, Jiaxun & Micheas, Athanasios C. & Holan, Scott H.
- S0167947321001845 Selective inference for additive and linear mixed models
by Rügamer, David & Baumann, Philipp F.M. & Greven, Sonja
- S0167947321001857 Model averaging for linear mixed models via augmented Lagrangian
by Kruse, René-Marcel & Silbersdorff, Alexander & Säfken, Benjamin
- S0167947321001961 Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
by Pavithra, Celeste R. & Deepak, T.G.
- S0167947321001973 Oracle-efficient estimation for functional data error distribution with simultaneous confidence band
by Wang, Jiangyan & Gu, Lijie & Yang, Lijian
- S0167947321001985 Polymatching algorithm in observational studies with multiple treatment groups
by Nattino, Giovanni & Song, Chi & Lu, Bo
- S0167947321001997 Mixture additive hazards cure model with latent variables: Application to corporate default data
by Yang, Qi & He, Haijin & Lu, Bin & Song, Xinyuan
- S0167947321002000 Efficient unequal probability resampling from finite populations
by Conti, Pier Luigi & Mecatti, Fulvia & Nicolussi, Federica
- S0167947321002012 A study of longitudinal trends in time-frequency transformations of EEG data during a learning experiment
by Boland, Joanna & Telesca, Donatello & Sugar, Catherine & Jeste, Shafali & Goldbeck, Cameron & Senturk, Damla