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Content
2019, Volume 136, Issue C
- 12-29 Sparse wavelet estimation in quantile regression with multiple functional predictors
by Yu, Dengdeng & Zhang, Li & Mizera, Ivan & Jiang, Bei & Kong, Linglong
- 30-46 Modelling and estimation of nonlinear quantile regression with clustered data
by Geraci, Marco
- 47-58 Marginalized models for longitudinal count data
by Lee, Keunbaik & Joo, Yongsung
- 59-71 Alternating direction method of multipliers for nonconvex fused regression problems
by Xiu, Xianchao & Liu, Wanquan & Li, Ling & Kong, Lingchen
- 72-91 A graph Laplacian prior for Bayesian variable selection and grouping
by Chakraborty, Sounak & Lozano, Aurelie C.
- 92-107 Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models
by Golightly, Andrew & Bradley, Emma & Lowe, Tom & Gillespie, Colin S.
- 108-122 Semiparametric spatial mixed effects single index models
by Mahmoud, Hamdy F.F. & Kim, Inyoung
- 123-136 Bayesian hidden Markov models for dependent large-scale multiple testing
by Wang, Xia & Shojaie, Ali & Zou, Jian
2019, Volume 135, Issue C
- 1-14 Adjustments of multi-sample U-statistics to right censored data and confounding covariates
by Chen, Yichen & Datta, Somnath
- 15-24 A fast algorithm for computing distance correlation
by Chaudhuri, Arin & Hu, Wenhao
- 25-34 Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates
by Li, Haocheng & Shu, Di & He, Wenqing & Yi, Grace Y.
- 35-55 Estimation of mean residual life based on ranked set sampling
by Zamanzade, Elham & Parvardeh, Afshin & Asadi, Majid
- 56-69 A streaming algorithm for bivariate empirical copulas
by Gregory, Alastair
- 70-94 A classification point-of-view about conditional Kendall’s tau
by Derumigny, Alexis & Fermanian, Jean-David
- 95-106 Moving block bootstrapping for a CUSUM test for correlation change
by Choi, Ji-Eun & Shin, Dong Wan
- 107-122 Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models
by Baey, Charlotte & Cournède, Paul-Henry & Kuhn, Estelle
2019, Volume 134, Issue C
- 1-16 Missing covariate data in generalized linear mixed models with distribution-free random effects
by Liu, Li & Xiang, Liming
- 17-35 Regression adjustment for treatment effect with multicollinearity in high dimensions
by Yue, Lili & Li, Gaorong & Lian, Heng & Wan, Xiang
- 36-57 Simultaneous nonparametric regression in RADWT dictionaries
by De Canditiis, Daniela & De Feis, Italia
- 58-75 Detecting structural breaks in realized volatility
by Song, Junmo & Baek, Changryong
- 76-92 Bayesian pollution source identification via an inverse physics model
by Hwang, Youngdeok & Kim, Hang J. & Chang, Won & Yeo, Kyongmin & Kim, Yongku
- 93-109 Simultaneous fitting of Bayesian penalised quantile splines
by Rodrigues, T. & Dortet-Bernadet, J.-L. & Fan, Y.
- 110-122 A novel partial-linear single-index model for time series data
by Huang, Lei & Jiang, Hui & Wang, Huixia
- 123-143 Regression with stagewise minimization on risk function
by Yoshida, Takuma & Naito, Kanta
- 144-156 Initial robust estimation in generalized linear models
by Agostinelli, Claudio & Valdora, Marina & Yohai, Victor J.
- 157-170 Exact Bayesian designs for count time series
by Singh, Rakhi & Mukhopadhyay, Siuli
- 171-185 Fast computation of robust subspace estimators
by Cevallos-Valdiviezo, Holger & Van Aelst, Stefan
- 186-210 A smooth nonparametric approach to determining cut-points of a continuous scale
by Qiu, Zhiping & Peng, Limin & Manatunga, Amita & Guo, Ying
2019, Volume 133, Issue C
- 1-19 A novel variational Bayesian method for variable selection in logistic regression models
by Zhang, Chun-Xia & Xu, Shuang & Zhang, Jiang-She
- 20-27 Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
by Bogomolov, Marina & Davidov, Ori
- 28-39 Modified spatial scan statistics using a restricted likelihood ratio for ordinal outcome data
by Lee, Myeonggyun & Jung, Inkyung
- 40-52 Bayesian Semiparametric ROC surface estimation under verification bias
by Zhu, Rui & Ghosal, Subhashis
- 53-75 On finite-sample robustness of directional location estimators
by Kirschstein, Thomas & Liebscher, Steffen & Pandolfo, Giuseppe & Porzio, Giovanni C. & Ragozini, Giancarlo
- 76-89 Sparse-Group Independent Component Analysis with application to yield curves prediction
by Chen, Ying & Niu, Linlin & Chen, Ray-Bing & He, Qiang
- 90-103 Hierarchical model for forecasting the outcomes of binary referenda
by Wiśniowski, Arkadiusz & Bijak, Jakub & Forster, Jonathan J. & Smith, Peter W.F.
- 104-119 Construction of multiple decrement tables under generalized fractional age assumptions
by Lee, Hangsuck & Ahn, Jae Youn & Ko, Bangwon
- 120-137 Two-level factorial and fractional factorial replicates in blocks of size two
by Godolphin, J.D.
- 138-152 Simultaneous variable selection and class fusion with penalized distance criterion based classifiers
by Sheng, Ying & Wang, Qihua
- 153-165 A class of semiparametric transformation cure models for interval-censored failure time data
by Li, Shuwei & Hu, Tao & Zhao, Xingqiu & Sun, Jianguo
- 166-179 Bayesian copula spectral analysis for stationary time series
by Zhang, Shibin
- 180-194 A new approach for credit scoring by directly maximizing the Kolmogorov–Smirnov statistic
by Fang, Fang & Chen, Yuanyuan
- 195-207 Two-stage approaches to the analysis of occupancy data II. The heterogeneous model and conditional likelihood
by Karavarsamis, N. & Huggins, R.M.
- 208-227 Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
by Tang, Niansheng & Xia, Linli & Yan, Xiaodong
- 228-244 Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
by Jhong, Jae-Hwan & Koo, Ja-Yong
- 245-256 Default priors for the intercept parameter in logistic regressions
by Boonstra, Philip S. & Barbaro, Ryan P. & Sen, Ananda
- 257-276 Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection
by Wang, Kangning & Li, Shaomin & Sun, Xiaofei & Lin, Lu
- 277-284 Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation
by Lennon, Hannah & Yuan, Jingsong
- 285-296 Bayesian model selection for generalized linear models using non-local priors
by Shi, Guiling & Lim, Chae Young & Maiti, Tapabrata
2019, Volume 132, Issue C
- 3-17 A new test for functional one-way ANOVA with applications to ischemic heart screening
by Zhang, Jin-Ting & Cheng, Ming-Yen & Wu, Hau-Tieng & Zhou, Bu
- 18-30 Bayesian predictive monitoring with bivariate binary outcomes in phase II clinical trials
by Sambucini, Valeria
- 31-45 Robust assessment of two-treatment higher-order cross-over designs against missing values
by Godolphin, P.J. & Godolphin, E.J.
- 46-69 Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
by Banerjee, Sayantan & Akbani, Rehan & Baladandayuthapani, Veerabhadran
- 70-83 Non-inferiority testing for risk ratio, odds ratio and number needed to treat in three-arm trial
by Chowdhury, Shrabanti & Tiwari, Ram C. & Ghosh, Samiran
- 84-99 The quantile probability model
by Heyard, Rachel & Held, Leonhard
- 100-114 Covariance-insured screening
by He, Kevin & Kang, Jian & Hong, Hyokyoung G. & Zhu, Ji & Li, Yanming & Lin, Huazhen & Xu, Han & Li, Yi
- 115-125 Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
by Yu, Xue & Zhao, Yichuan
- 126-142 Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics
by Overstall, Antony M. & Woods, David C. & Martin, Kieran J.
- 145-166 Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions
by Morris, Katherine & Punzo, Antonio & McNicholas, Paul D. & Browne, Ryan P.
- 167-179 A tractable multi-partitions clustering
by Marbac, Matthieu & Vandewalle, Vincent
- 180-189 Hypothesis testing for finite mixture models
by Wichitchan, Supawadee & Yao, Weixin & Yang, Guangren
- 190-211 Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
by Xia, Ye-Mao & Tang, Nian-Sheng
- 212-224 Prediction with a flexible finite mixture-of-regressions
by Ahonen, Ilmari & Nevalainen, Jaakko & Larocque, Denis
2019, Volume 131, Issue C
- 12-36 Ensemble decision forest of RBF networks via hybrid feature clustering approach for high-dimensional data classification
by Abpeykar, Shadi & Ghatee, Mehdi & Zare, Hadi
- 37-49 Robust probabilistic classification applicable to irregularly sampled functional data
by Park, Yeonjoo & Simpson, Douglas G.
- 50-65 Directional outlyingness for multivariate functional data
by Dai, Wenlin & Genton, Marc G.
- 66-79 Robust depth-based estimation of the functional autoregressive model
by Martínez-Hernández, Israel & Genton, Marc G. & González-Farías, Graciela
- 80-90 Gaussian process methods for nonparametric functional regression with mixed predictors
by Wang, Bo & Xu, Aiping
- 91-103 Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random
by Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao
- 104-115 Partially observed functional data: The case of systematically missing parts
by Liebl, Dominik & Rameseder, Stefan
- 116-130 A significance test of the RV coefficient in high dimensions
by Rauf Ahmad, M.
- 131-144 Nonparametric operator-regularized covariance function estimation for functional data
by Wong, Raymond K.W. & Zhang, Xiaoke
- 145-158 Modeling financial durations using penalized estimating functions
by Zhang, Yaohua & Zou, Jian & Ravishanker, Nalini & Thavaneswaran, Aerambamoorthy
- 159-175 Model-based curve registration via stochastic approximation EM algorithm
by Fu, Eric & Heckman, Nancy
- 176-193 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data
by French, Joshua & Kokoszka, Piotr & Stoev, Stilian & Hall, Lauren
- 194-206 Weighted empirical likelihood inference for dynamical correlations
by Sang, Peijun & Wang, Liangliang & Cao, Jiguo
- 207-221 On a spiked model for large volatility matrix estimation from noisy high-frequency data
by Shen, Keren & Yao, Jianfeng & Li, Wai Keung
- 222-234 Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
by Yue, Mu & Li, Jialiang & Cheng, Ming-Yen
2019, Volume 130, Issue C
- 1-17 Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
by Flores-Agreda, Daniel & Cantoni, Eva
- 18-41 Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data
by Wei, Yuhong & Tang, Yang & McNicholas, Paul D.
- 42-60 Pursuit of dynamic structure in quantile additive models with longitudinal data
by Cui, Xia & Zhao, Weihua & Lian, Heng & Liang, Hua
- 61-79 Directed wavelet covariance
by Samejima, Kim & Morettin, Pedro A. & Sato, João Ricardo
- 80-93 Latent Gaussian random field mixture models
by Bolin, David & Wallin, Jonas & Lindgren, Finn
- 94-110 Two-step estimation of time-varying additive model for locally stationary time series
by Hu, Lixia & Huang, Tao & You, Jinhong
- 111-139 The radial wavelet frame density estimator
by García Treviño, E.S. & Alarcón Aquino, V. & Barria, J.A.
2019, Volume 129, Issue C
- 1-13 Bayesian multidimensional scaling procedure with variable selection
by Lin, L. & Fong, D.K.H.
- 14-29 Bayesian functional joint models for multivariate longitudinal and time-to-event data
by Li, Kan & Luo, Sheng
- 30-46 Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap
by Dickhaus, Thorsten & Sirotko-Sibirskaya, Natalia
- 47-60 Generalized additive partial linear models for analyzing correlated data
by Manghi, Roberto F. & Cysneiros, Francisco José A. & Paula, Gilberto A.
- 61-78 Bayesian loss-based approach to change point analysis
by Hinoveanu, Laurentiu C. & Leisen, Fabrizio & Villa, Cristiano
- 79-92 Robust tests for gene–environment interaction in case-control and case-only designs
by Zang, Yong & Fung, Wing Kam & Cao, Sha & Ng, Hon Keung Tony & Zhang, Chi
- 93-118 Robust estimation and confidence interval in meta-regression models
by Yu, Dalei & Ding, Chang & He, Na & Wang, Ruiwu & Zhou, Xiaohua & Shi, Lei
- 119-134 Greedy active learning algorithm for logistic regression models
by Hsu, Hsiang-Ling & Chang, Yuan-chin Ivan & Chen, Ray-Bing
- 135-147 Quantile regression for functional partially linear model in ultra-high dimensions
by Ma, Haiqiang & Li, Ting & Zhu, Hongtu & Zhu, Zhongyi
2018, Volume 128, Issue C
- 1-16 Exact balanced random imputation for sample survey data
by Chauvet, Guillaume & Do Paco, Wilfried
- 17-33 Generalized confidence interval for the scale parameter of the power-law process with incomplete failure data
by Chumnaul, Jularat & Sepehrifar, Mohammad
- 34-47 Factor-adjusted multiple testing of correlations
by Du, Lilun & Lan, Wei & Luo, Ronghua & Zhong, Pingshou
- 48-57 Measuring model misspecification: Application to propensity score methods with complex survey data
by Lenis, David & Ackerman, Benjamin & Stuart, Elizabeth A.
- 58-72 Quasi-likelihood estimation of the single index conditional variance model
by Zhang, Hongfan
- 73-86 Correspondence analysis and the Freeman–Tukey statistic: A study of archaeological data
by Beh, Eric J. & Lombardo, Rosaria & Alberti, Gianmarco
- 87-103 Estimation and hypothesis test for partial linear multiplicative models
by Zhang, Jun & Feng, Zhenghui & Peng, Heng
- 104-115 Inference on zero inflated ordinal models with semiparametric link
by Das, Ujjwal & Das, Kalyan
- 116-127 Semiparametric transformation joint models for longitudinal covariates and interval-censored failure time
by Chen, Chyong-Mei & Shen, Pao-sheng & Tseng, Yi-Kuan
- 128-144 ABC model selection for spatial extremes models applied to South Australian maximum temperature data
by Lee, Xing Ju & Hainy, Markus & McKeone, James P. & Drovandi, Christopher C. & Pettitt, Anthony N.
- 145-162 Pairwise distance-based tests for conditional symmetry
by Niu, Cuizhen & Guo, Xu & Li, Yong & Zhu, Lixing
- 163-183 Sequential data assimilation for 1D self-exciting processes with application to urban crime data
by Santitissadeekorn, N. & Short, M.B. & Lloyd, D.J.B.
- 184-199 ICS for multivariate outlier detection with application to quality control
by Archimbaud, Aurore & Nordhausen, Klaus & Ruiz-Gazen, Anne
- 200-220 New efficient algorithms for multiple change-point detection with reproducing kernels
by Celisse, A. & Marot, G. & Pierre-Jean, M. & Rigaill, G.J.
- 221-241 Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo
by Bouranis, Lampros & Friel, Nial & Maire, Florian
- 242-254 Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
by Lu, Jun & Lin, Lu
- 255-270 Visualizing data through curvilinear representations of matrices
by Sewell, Daniel K.
- 271-291 Likelihood-free inference in high dimensions with synthetic likelihood
by Ong, Victor M.-H. & Nott, David J. & Tran, Minh-Ngoc & Sisson, Scott A. & Drovandi, Christopher C.
- 292-307 An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
by Li, Peili & Xiao, Yunhai
- 308-324 Permutation tests for general dependent truncation
by Chiou, Sy Han & Qian, Jing & Mormino, Elizabeth & Betensky, Rebecca A.
- 325-339 Semiparametric double robust and efficient estimation for mean functionals with response missing at random
by Guo, Xu & Fang, Yun & Zhu, Xuehu & Xu, Wangli & Zhu, Lixing
- 340-353 Generalized biplots for stress-based multidimensionally scaled projections
by Fry, J.T. & Slifko, Matt & Leman, Scotland
- 354-366 A Gamma-frailty proportional hazards model for bivariate interval-censored data
by Gamage, Prabhashi W. Withana & McMahan, Christopher S. & Wang, Lianming & Tu, Wanzhu
- 367-379 Guaranteed conditional ARL performance in the presence of autocorrelation
by Weiß, Christian H. & Steuer, Detlef & Jentsch, Carsten & Testik, Murat Caner
- 380-394 Recurrence statistics for anomalous diffusion regime change detection
by Sikora, Grzegorz & Wyłomańska, Agnieszka & Krapf, Diego
- 395-411 Optimal Bayesian clustering using non-negative matrix factorization
by Wang, Ketong & Porter, Michael D.
2018, Volume 127, Issue C
- 1-14 Copula based generalized additive models for location, scale and shape with non-random sample selection
by Wojtyś, Małgorzata & Marra, Giampiero & Radice, Rosalba
- 15-31 Testing for central symmetry and inference of the unknown center
by Dai, Xinjie & Niu, Cuizhen & Guo, Xu
- 32-49 Time-varying quantile single-index model for multivariate responses
by Zhao, Weihua & Zhou, Yan & Lian, Heng
- 50-68 Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls
by Chen, Nan & Carlin, Bradley P. & Hobbs, Brian P.
- 69-81 Assessing non-inferiority for incomplete paired-data under non-ignorable missing mechanism
by Li, Huiqiong & Tian, Guoliang & Tang, Niansheng & Cao, Hongyuan
- 82-95 Estimating large covariance matrix with network topology for high-dimensional biomedical data
by Chen, Shuo & Kang, Jian & Xing, Yishi & Zhao, Yunpeng & Milton, Donald K.
- 96-115 Testing k-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population
by Giguelay, J. & Huet, S.
- 116-134 Inference for differential equation models using relaxation via dynamical systems
by Lee, Kyoungjae & Lee, Jaeyong & Dass, Sarat C.
- 135-159 Matching and clustering in square contingency tables. Who matches with whom in the Spanish labour market
by Álvarez de Toledo, Pablo & Núñez, Fernando & Usabiaga, Carlos
- 160-171 Addressing overfitting and underfitting in Gaussian model-based clustering
by Andrews, Jeffrey L.
- 172-186 Bayesian non-parametric simultaneous quantile regression for complete and grid data
by Das, Priyam & Ghosal, Subhashis
- 187-203 Sequential Bayesian inference for static parameters in dynamic state space models
by Bhattacharya, Arnab & Wilson, Simon P.
- 204-216 Classification tree methods for panel data using wavelet-transformed time series
by Zhao, Xin & Barber, Stuart & Taylor, Charles C. & Milan, Zoka
- 217-228 Optimal designs for dose–response models with linear effects of covariates
by Yu, Jun & Kong, Xiangshun & Ai, Mingyao & Tsui, Kwok Leung
- 229-247 Robust and parallel Bayesian model selection
by Zhang, Michael Minyi & Lam, Henry & Lin, Lizhen
- 248-257 Asymptotic null distribution of the modified likelihood ratio test for homogeneity in finite mixture models
by Wong, Tony S.T. & Lam, Kwok Fai & Zhao, Victoria X.
- 258-268 Jackknife empirical likelihood method for multiply robust estimation with missing data
by Chen, Sixia & Haziza, David
- 269-280 A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction
by Zhao, Weihua & Jiang, Xuejun & Lian, Heng
- 281-297 Mode jumping MCMC for Bayesian variable selection in GLMM
by Hubin, Aliaksandr & Storvik, Geir
- 298-310 Wald-based spatial scan statistics for cluster detection
by Liu, Ying & Liu, Yawen & Zhang, Tonglin
2018, Volume 126, Issue C
- 1-18 A particle-learning-based approach to estimate the influence matrix of online social networks
by Castro, Luis E. & Shaikh, Nazrul I.
- 19-38 Small area estimation under a spatially non-linear model
by Chandra, Hukum & Salvati, Nicola & Chambers, Ray
- 39-52 Sensible functional linear discriminant analysis
by Chen, Lu-Hung & Jiang, Ci-Ren
- 53-66 Recalibration: A post-processing method for approximate Bayesian computation
by Rodrigues, G.S. & Prangle, D. & Sisson, S.A.
- 67-77 On sufficient dimension reduction with missing responses through estimating equations
by Dong, Yuexiao & Xia, Qi & Tang, Cheng Yong & Li, Zeda
- 78-91 Balanced estimation for high-dimensional measurement error models
by Zheng, Zemin & Li, Yang & Yu, Chongxiu & Li, Gaorong
- 92-111 Bayesian quantile regression using the skew exponential power distribution
by Bernardi, Mauro & Bottone, Marco & Petrella, Lea
- 112-124 An induced natural selection heuristic for finding optimal Bayesian experimental designs
by Price, David J. & Bean, Nigel G. & Ross, Joshua V. & Tuke, Jonathan
- 125-135 Sparse pathway-based prediction models for high-throughput molecular data
by Lee, Sangin & Lee, Youngjo & Pawitan, Yudi
- 136-149 Bayesian inference on group differences in multivariate categorical data
by Russo, Massimiliano & Durante, Daniele & Scarpa, Bruno
- 150-166 A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing
by Igari, Ryosuke & Hoshino, Takahiro
2018, Volume 125, Issue C
- 1-9 Semiparametric analysis of the additive hazards model with informatively interval-censored failure time data
by Wang, Shuying & Wang, Chunjie & Wang, Peijie & Sun, Jianguo
- 10-26 Robust template estimation for functional data with phase variability using band depth
by Cleveland, Jason & Zhao, Weilong & Wu, Wei
- 27-43 Continuum directions for supervised dimension reduction
by Jung, Sungkyu
- 44-56 Unsupervised learning of mixture regression models for longitudinal data
by Xu, Peirong & Peng, Heng & Huang, Tao
- 57-69 A scale space approach for exploring structure in spherical data
by Vuollo, Ville & Holmström, Lasse
- 70-85 Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
by Alam, Md. Ashad & Calhoun, Vince D. & Wang, Yu-Ping
- 86-103 Point process models for novelty detection on spatial point patterns and their extremes
by Luca, Stijn E. & Pimentel, Marco A.F. & Watkinson, Peter J. & Clifton, David A.
- 104-118 On the sample mean after a group sequential trial
by Berckmoes, Ben & Ivanova, Anna & Molenberghs, Geert
- 119-135 Identification of local sparsity and variable selection for varying coefficient additive hazards models
by Qu, Lianqiang & Song, Xinyuan & Sun, Liuquan
- 136-155 Supervised dimension reduction for ordinal predictors
by Forzani, Liliana & García Arancibia, Rodrigo & Llop, Pamela & Tomassi, Diego
- 156-170 Joint regression analysis of mixed-type outcome data via efficient scores
by Marchese, Scott & Diao, Guoqing
2018, Volume 124, Issue C
- 1-14 Multivariate specification tests based on a dynamic Rosenblatt transform
by Kheifets, Igor L.
- 15-26 Testing the equality of several covariance functions for functional data: A supremum-norm based test
by Guo, Jia & Zhou, Bu & Zhang, Jin-Ting
- 27-52 On constrained estimation of graphical time series models
by Yuen, T.P. & Wong, H. & Yiu, K.F.C.
- 53-70 Semiparametric regression analysis of clustered survival data with semi-competing risks
by Peng, Mengjiao & Xiang, Liming & Wang, Shanshan
- 71-86 Multilevel rejection sampling for approximate Bayesian computation
by Warne, David J. & Baker, Ruth E. & Simpson, Matthew J.
- 87-103 A family of the information criteria using the phi-divergence for categorical data
by Ogasawara, Haruhiko
- 104-116 Penalized composite likelihoods for inhomogeneous Gibbs point process models
by Daniel, Jeffrey & Horrocks, Julie & Umphrey, Gary J.
- 117-131 Bootstrapping longitudinal data with multiple levels of variation
by O’Shaughnessy, P.Y. & Welsh, A.H.
- 132-150 Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure
by He, Yong & Zhang, Xinsheng & Zhang, Liwen
- 151-167 Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
by Gressani, Oswaldo & Lambert, Philippe
- 168-179 Response-adaptive treatment allocation for non-inferiority trials with heterogeneous variances
by Xu, Wenfu & Gao, Jingya & Hu, Feifang & Cheung, Siu Hung
- 180-196 Sparse principal component regression for generalized linear models
by Kawano, Shuichi & Fujisawa, Hironori & Takada, Toyoyuki & Shiroishi, Toshihiko
- 197-219 Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
by Villa, Cristiano & Rubio, Francisco J.
- 220-234 Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
by Papastamoulis, Panagiotis
- 235-251 A Forward and Backward Stagewise algorithm for nonconvex loss functions with adaptive Lasso
by Shi, Xingjie & Huang, Yuan & Huang, Jian & Ma, Shuangge
- 252-276 Optimal projection of observations in a Bayesian setting
by Giraldi, Loïc & Le Maître, Olivier P. & Hoteit, Ibrahim & Knio, Omar M.
- 277-297 Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology
by Dehideniya, Mahasen B. & Drovandi, Christopher C. & McGree, James M.
2018, Volume 123, Issue C
- 1-12 Depth-weighted Bayes classification
by Vencalek, Ondrej & Pokotylo, Oleksii
- 13-31 Approximation error approach in spatiotemporally chaotic models with application to Kuramoto–Sivashinsky equation
by Huttunen, J.M.J. & Kaipio, J.P. & Haario, H.
- 32-49 Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model
by Ye, Mao & Zhang, Peng & Nie, Lizhen
- 50-65 Time-dynamic varying coefficient models for longitudinal data
by Lee, Kyeongeun & Lee, Young K. & Park, Byeong U. & Yang, Seong J.
- 66-85 Compositional regression with functional response
by Talská, R. & Menafoglio, A. & Machalová, J. & Hron, K. & Fišerová, E.
- 86-100 Dealing with reciprocity in dynamic stochastic block models
by Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia
- 101-115 Model-based co-clustering for ordinal data
by Jacques, Julien & Biernacki, Christophe
- 116-130 A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields
by Zammit-Mangion, Andrew & Rougier, Jonathan
- 131-145 Likelihood based inference for the multivariate renewal Hawkes process
by Stindl, Tom & Chen, Feng
- 146-156 Semiparametric spatial model for interval-censored data with time-varying covariate effects
by Zhang, Yue & Zhang, Bin
2018, Volume 122, Issue C
- 1-17 Optimal exact tests for multiple binary endpoints
by Ristl, Robin & Xi, Dong & Glimm, Ekkehard & Posch, Martin
- 18-32 Fused mean–variance filter for feature screening
by Yan, Xiaodong & Tang, Niansheng & Xie, Jinhan & Ding, Xianwen & Wang, Zhiqiang
- 33-44 Model selection for time series of count data
by Alzahrani, Naif & Neal, Peter & Spencer, Simon E.F. & McKinley, Trevelyan J. & Touloupou, Panayiota
- 45-58 Flexible and efficient estimating equations for variogram estimation
by Sun, Ying & Chang, Xiaohui & Guan, Yongtao
- 59-79 Analysis of generalized semiparametric regression models for cumulative incidence functions with missing covariates
by Lee, Unkyung & Sun, Yanqing & Scheike, Thomas H. & Gilbert, Peter B.
- 80-91 Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions
by Feng, Long & Dicker, Lee H.
- 92-100 A simple and fast method for computing the Poisson binomial distribution function
by Biscarri, William & Zhao, Sihai Dave & Brunner, Robert J.
- 101-114 A joint design for functional data with application to scheduling ultrasound scans
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by Levi, Evgeny & Craiu, Radu V.
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by Teran Hidalgo, Sebastian J. & Wu, Michael C. & Engel, Stephanie M. & Kosorok, Michael R.