Printed from https://ideas.repec.org/s/bla/scjsta4.html
Content
June 2016, Volume 43, Issue 2
- 587-609 Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets
by Frédéric Lavancier & Jesper Møller - 610-624 A Necessary Condition for the Strong Oracle Property
by Yongdai Kim & Jong-June Jeon & Sangmi Han
March 2016, Volume 43, Issue 1
- 1-2 Editorial
by Niels Richard Hansen & Peter Dalgaard - 3-19 A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates
by Jay Bartroff & Jinlin Song - 20-34 Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs
by Jørund Gåsemyr - 35-48 Model-Averaged Confidence Intervals
by Paul Kabaila & A. H. Welsh & Waruni Abeysekera - 49-69 On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood
by Zhouping Li & Jinfeng Xu & Wang Zhou - 70-82 Estimation of the Spectral Density with Assigned Risk
by Sam Efromovich - 83-102 A class of Stein-rules in multivariate regression model with structural changes
by Fuqi Chen & Sévérien Nkurunziza - 103-122 A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data
by Peng He & Frank Eriksson & Thomas H. Scheike & Mei-Jie Zhang - 123-138 Minimum Scoring Rule Inference
by A. Philip Dawid & Monica Musio & Laura Ventura - 139-155 On a Mixture Model for Directional Data on the Sphere
by Jürgen Franke & Claudia Redenbach & Na Zhang - 156-171 Optimal Estimator for Logistic Model with Distribution-free Random Intercept
by Tanya P. Garcia & Yanyuan Ma - 172-190 A Sample Selection Model with Skew-normal Distribution
by Emmanuel O. Ogundimu & Jane L. Hutton - 191-201 Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes
by Ruggero Bellio & Annamaria Guolo - 202-212 Trimmed Mean Isotonic Regression
by Subhra sankar Dhar - 213-227 Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family
by Nicola Lunardon & Gianfranco Adimari - 228-245 The Identification of Direct and Indirect Effects in Studies with an Unmeasured Intermediate Variable
by Manabu Kuroki - 246-260 Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation
by Peisong Han - 261-274 Functional Partial Linear Single-index Model
by Guochang Wang & Xiang-Nan Feng & Min Chen - 275-291 Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models
by Xinyu Zhang & Hua Liang & Anna Liu & David Ruppert & Guohua Zou - 292-320 Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
by Vicky Fasen
December 2015, Volume 42, Issue 4
- 891-910 Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model
by Enrico Bibbona & Ilia Negri - 911-924 The Extensively Corrected Score for Measurement Error Models
by Yih-Huei Huang & Chi-Chung Wen & Yu-Hua Hsu - 925-946 Non-parametric Copula Estimation Under Bivariate Censoring
by Svetlana Gribkova & Olivier Lopez - 947-966 An Objective Bayesian Criterion to Determine Model Prior Probabilities
by Cristiano Villa & Stephen Walker - 967-987 Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation
by Petter Arnesen & Håkon Tjelmeland - 988-1009 Likelihood Ratio Tests for High-Dimensional Normal Distributions
by Tiefeng Jiang & Yongcheng Qi - 1010-1022 Estimation of Fibre Length Distributions from Fibre Endpoints
by Malte Kuhlmann & Claudia Redenbach - 1023-1044 Estimation of the Jump Size Density in a Mixed Compound Poisson Process
by Fabienne Comte & Celine Duval & Valentine Genon-Catalot & Johanna Kappus - 1045-1064 Data Dependent Cells Chi-Square Test With Recurrent Events
by Akim Adekpedjou & WITHANAGE A. De Mel & Gideon KD Zamba - 1065-1077 Cluster-Specific Variable Selection for Product Partition Models
by Fernando A. Quintana & Peter Müller & Ana Luisa Papoila - 1078-1091 Variance Estimation under Two-Phase Sampling
by Takumi Saegusa - 1092-1108 Generalized Maximum Spacing Estimation for Multivariate Observations
by Kristi Kuljus & Bo Ranneby - 1109-1126 Estimation of a Copula when a Covariate Affects only Marginal Distributions
by Irène Gijbels & Marek Omelka & Noël Veraverbeke - 1127-1135 Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures
by Alessio Farcomeni - 1136-1148 Optimal PPS Sampling with Vanishing Auxiliary Variables – with Applications in Microscopy
by Ina Trolle Andersen & Ute Hahn & Eva B. Vedel Jensen - 1149-1166 Clustered Survival Data with Left-truncation
by Frank Eriksson & Torben Martinussen & Thomas H. Scheike - 1167-1193 A Model Specification Test For GARCH(1,1) Processes
by Anne Leucht & Jens-Peter Kreiss & Michael H. Neumann - 1194-1213 Adaptive Bayesian Procedures Using Random Series Priors
by Weining Shen & Subhashis Ghosal - 1214-1224 Model Selection Criterion Based on the Multivariate Quasi-Likelihood for Generalized Estimating Equations
by Shinpei Imori
September 2015, Volume 42, Issue 3
- 649-664 Tests for Coefficients in High-dimensional Additive Hazard Models
by Ping-Shou Zhong & Tao Hu & Jun Li - 665-684 Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
by Guang Cheng - 685-700 Laplace Error Penalty-based Variable Selection in High Dimension
by Canhong Wen & Xueqin Wang & Shaoli Wang - 701-712 A Semi-empirical Bayesian Chart to Monitor Weibull Percentiles
by Pasquale Erto & Giuliana Pallotta & Christina M. Mastrangelo - 713-731 Nonparametric Benchmark Dose Estimation with Continuous Dose-Response Data
by Lizhen Lin & Walter W. Piegorsch & Rabi Bhattacharya - 732-745 Focused and Model Average Estimation for Regression Analysis of Panel Count Data
by Haiying Wang & Yang Li & Jianguo Sun - 746-759 Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses
by Wei-Wen Hsu & David Todem & Kyungmann Kim - 760-774 An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding
by Heng-Hui Lue - 775-797 Uniform Ergodicity of the Particle Gibbs Sampler
by Fredrik Lindsten & Randal Douc & Eric Moulines - 798-812 Empirical Likelihood for Censored Linear Regression and Variable Selection
by Tong Tong Wu & Gang Li & Chengyong Tang - 813-831 Estimating Particle Shape and Orientation Using Volume Tensors
by Johanna F. Ziegel & Jens R. Nyengaard & Eva B. Vedel Jensen - 832-847 Iterative Scaling in Curved Exponential Families
by Anna Klimova & Tamás Rudas - 848-871 Mixture Model Analysis of Partially Rank-Ordered Set Samples: Age Groups of Fish from Length-Frequency Data
by Armin Hatefi & Mohammad Jafari Jozani & Omer Ozturk - 872-890 Geostatistical Modelling Using Non-Gaussian Matérn Fields
by Jonas Wallin & David Bolin
June 2015, Volume 42, Issue 2
- 329-335 A Proof of Bell's Inequality in Quantum Mechanics Using Causal interactions
by James M. Robins & Tyler J. VanderWeele & Richard D. Gill - 336-360 Adaptive Warped Kernel Estimators
by Gaëlle Chagny - 361-377 Study Design in Causal Models
by Juha Karvanen - 378-396 Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models
by Peter Neal & Chien Lin Terry Huang - 397-413 Estimating Mean Survival Time: When is it Possible?
by Ying Ding & Bin Nan - 414-426 A Cox-Aalen Model for Interval-censored Data
by Audrey Boruvka & Richard J. Cook - 427-437 The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models
by Antai Wang & Krishnendu Chandra & Ruihua Xu & Junfeng Sun - 438-452 Regression Analysis of Length-biased and Right-censored Failure Time Data with Missing Covariates
by Na Hu & Xuerong Chen & Jianguo Sun - 453-470 Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
by Mohamad Belouni & Karim Benhenni - 471-484 Fiducial and Confidence Distributions for Real Exponential Families
by Piero Veronese & Eugenio Melilli - 485-503 Statistical Estimation for a Class of Self-Regulating Processes
by Antoine Echelard & Jacques Lévy Véhel & Anne Philippe - 504-517 A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models
by Yang Ning & Yong Chen - 518-529 Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error
by Serena Arima & Gauri S. Datta & Brunero Liseo - 530-544 On False Discovery and Non-discovery Proportions of the Dynamic Adaptive Procedure
by Kong Xin-Bing & Xu Qin-Feng - 545-561 Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results
by Pier Luigi Conti & Daniela Marella - 562-579 A J -function for Inhomogeneous Spatio-temporal Point Processes
by O. Cronie & M. N. M. Van Lieshout - 580-608 The Partial Linear Model in High Dimensions
by Patric Müller & Sara Geer - 609-626 Non-parametric Bayesian Hazard Regression for Chronic Disease Risk Assessment
by Olli Saarela & Elja Arjas - 627-648 Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations
by Alberto Roverato
March 2015, Volume 42, Issue 1
- 1-31 Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency
by Yining Chen - 32-42 Classification Error of the Thresholded Independence Rule
by Britta Anker Bak & Jens Ledet Jensen & Morten Fenger-Grøn - 43-62 A Note on Estimation in Hilbertian Linear Models
by Siegfried Hörmann & Łukasz Kidziński - 63-86 Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
by Ke-Li Xu & Jui-Chung Yang - 87-103 Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data
by Menggang Yu & Constantin T. Yiannoutsos - 104-117 Instrument Assisted Regression for Errors in Variables Models with Binary Response
by Kun Xu & Yanyuan Ma & Liqun Wang - 118-136 Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates
by Yanqin Feng & Ling Ma & Jianguo Sun - 137-154 Inference of Seasonal Long-memory Time Series with Measurement Error
by Henghsiu Tsai & Heiko Rachinger & Edward M.H. Lin - 155-179 Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression
by Denis Heng Yan Leung & Ken Yamada & Biao Zhang - 180-196 Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer?
by Rose D. Baker & Ian G. McHale - 197-213 A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions
by Juan Carlos Pardo-Fernández & María Dolores Jiménez-Gamero & Anouar El Ghouch - 214-233 Guided Censored Regression
by Majda Talamakrouni & Anouar El Ghouch & Ingrid Van Keilegom - 234-255 Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
by Yu Miao & Yanling Wang & Guangyu Yang - 256-269 A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data
by Han-Ying Liang & Jacobo Uña-álvarez & María Iglesias-pérez - 270-289 Sparse Principal Component Analysis in Hilbert Space
by Xin Qi & Ruiyan Luo - 290-305 Parametric Estimation of Menarcheal Age Distribution Based on Recall Data
by Sedigheh Mirzaei Salehabadi & Debasis Sengupta & Rituparna Das - 306-328 Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data
by Xuewen Lu & Peter X.-K. Song
December 2014, Volume 41, Issue 4
- 845-865 Statistical Inference for High-Dimensional Global Minimum Variance Portfolios
by Konstantin Glombek - 866-892 Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
by Mátyás Barczy & Márton Ispány & Gyula Pap - 893-912 Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models
by Thiago G. Martins & Håvard Rue - 913-931 Strong Consistency of Reduced K-means Clustering
by Yoshikazu Terada - 932-949 Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
by Ana-Maria Staicu & Yingxing Li & Ciprian M. Crainiceanu & David Ruppert - 950-969 Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
by Romain Azaïs & François Dufour & Anne Gégout-Petit - 970-987 Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
by Thomas A. Dean & Sumeetpal S. Singh & Ajay Jasra & Gareth W. Peters - 988-1012 Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions
by Jonathan El Methni & Laurent Gardes & Stéphane Girard - 1013-1030 Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables
by Albert Vexler & Young Min Kim & Jihnhee Yu & Nicole A. Lazar & Alan D. Hutson - 1031-1050 Semiparametric Regression Analysis of Longitudinal Skewed Data
by Huazhen Lin & Ling Zhou & Xiaohua Zhou - 1051-1063 The Impact of Measurement Error on Principal Component Analysis
by Kristoffer Herland Hellton & Magne Thoresen - 1064-1082 Selection of Latent Variables for Multiple Mixed-outcome Models
by Ling Zhou & Huazhen Lin & Xinyuan Song & Yi Li - 1083-1101 MMCTest—A Safe Algorithm for Implementing Multiple Monte Carlo Tests
by Axel Gandy & Georg Hahn - 1102-1123 Sample Path Asymmetries in Non-Gaussian Random Processes
by Anastassia Baxevani & Krzysztof Podgórski & Jörg Wegener - 1124-1135 A New Model for Multivariate Markov Chains
by João Nicolau - 1136-1152 Parameter Change Test for Poisson Autoregressive Models
by Jiwon Kang & Sangyeol Lee - 1153-1166 Local Influence Analysis in AB–BA Crossover Designs
by Chengcheng Hao & Dietrich Rosen & Tatjana Rosen - 1167-1194 On Efficient Estimators of the Proportion of True Null Hypotheses in a Multiple Testing Setup
by Van Hanh Nguyen & Catherine Matias - 1195-1195 Acknowledgement of Priority
by Weixin Yao & Longhai Li
September 2014, Volume 41, Issue 3
- 557-579 Spatial Matérn Fields Driven by Non-Gaussian Noise
by David Bolin - 580-605 A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting
by Sara Wade & Stephen G. Walker & Sonia Petrone - 606-621 A Latent Process Model for Temporal Extremes
by Paola Bortot & Carlo Gaetan - 622-638 Semiparametric Inference for the Two-way Layout Under Order Restrictions
by OrI Davidov & Konstantinos Fokianos & George Iliopoulos - 639-655 Sparse Markov Chains for Sequence Data
by Väinö Jääskinen & Jie Xiong & Jukka Corander & Timo Koski - 656-671 A New Regression Model: Modal Linear Regression
by Weixin Yao & Longhai Li - 672-692 Generalized Mann–Whitney Type Tests for Microarray Experiments
by Daniel Fischer & Hannu Oja & Johanna Schleutker & Pranab K. Sen & Tiina Wahlfors - 693-724 Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
by Ole E. Barndorff-Nielsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart - 725-741 New Robust Variable Selection Methods for Linear Regression Models
by Ziqi Chen & Man-Lai Tang & Wei Gao & Ning-Zhong Shi - 742-761 Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data
by Michael Brendel & Arnold Janssen & Claus-Dieter Mayer & Markus Pauly - 762-774 Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies
by Gang Zheng & Qizhai Li & Ao Yuan - 775-790 Prediction Error of Small Area Predictors Shrinking Both Means and Variances
by Tapabrata Maiti & Hao Ren & Samiran Sinha - 791-808 Generalized Scan Statistics for Disease Surveillance
by Pei-Sheng Lin - 809-829 Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed
by David Dereudre & Frédéric Lavancier & Kateřina Staňková Helisová - 830-843 Statistical Inference for Single-index Panel Data Models
by Liping Zhu & Jinhong You & Qunfang Xu
June 2014, Volume 41, Issue 2
- 277-290 How to Select Representative Samples
by Anton Grafström & Lina Schelin - 291-300 Coverage-adjusted Confidence Intervals for a Binomial Proportion
by Måns Thulin - 301-310 Poll of Polls: A Compositional Loess Model
by Jakob Bergman & Björn Holmquist - 311-324 Self-normalization for Spatial Data
by Xianyang Zhang & Bo Li & Xiaofeng Shao - 325-345 Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
by Fabienne Comte & Adeline Samson & Julien J Stirnemann - 346-364 Is a Brownian Motion Skew?
by Antoine Lejay & Ernesto Mordecki & Soledad Torres - 365-381 Focused information criterion and model averaging based on weighted composite quantile regression
by Ganggang Xu & Suojin Wang & Jianhua Z. Huang - 382-393 Methods to Distinguish Between Polynomial and Exponential Tails
by Joan Del Castillo & Jalila Daoudi & Richard Lockhart - 394-413 On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
by Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi - 414-435 Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes
by Jesper Møller & Håkon Toftaker - 436-459 The Copula Information Criteria
by Steffen Grønneberg & Nils Lid Hjort - 460-481 An estimator for the cumulative co-volatility of asynchronously observed semimartingales with jumps
by Yuta Koike - 482-496 Variance Components Testing in ANOVA-Type Mixed Models
by Zaixing Li & Fei Chen & Lixing Zhu - 497-515 Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model
by Lixia Diao & David D. Smith & Gauri Sankar Datta & Tapabrata Maiti & Jean D. Opsomer - 516-534 Variance Estimation and Asymptotic Confidence Bands for the Mean Estimator of Sampled Functional Data with High Entropy Unequal Probability Sampling Designs
by Hervé Cardot & Camelia Goga & Pauline Lardin - 535-555 Simple Formula for Calculating Bias-corrected AIC in Generalized Linear Models
by Shinpei Imori & Hirokazu Yanagihara & Hirofumi Wakaki
March 2014, Volume 41, Issue 1
- 3-7 Connections and Extensions: A Discussion of the Paper by Girolami and Byrne
by Persi Diaconis & Christof Seiler & Susan Holmes - 8-9 Comment on Geodesic Monte Carlo on Embedded Manifolds by Byrne and Girolami
by Ian L. Dryden - 10-11 Contribution to the Discussion of the Paper Geodesic Monte Carlo on Embedded Manifolds
by John T. Kent - 12-13 Discussion on the Paper by Byrne and Girolami
by Marcelo Pereyra - 14-15 Contribution to the Discussion of the Paper ‘Geodesic Monte Carlo on Embedded Manifolds’
by Babak Shahbaba & Shiwei Lan & Jeffrey Streets - 16-18 Contribution to the Discussion of the Paper “Geodesic Monte Carlo on Embedded Manifolds”
by Daniel Simpson - 19-21 Rejoinder: Geodesic Monte Carlo on Embedded Manifolds
by Simon Byrne & Mark Girolami - 22-22 Six Papers on Dynamic Statistical Models
by Susanne Ditlevsen & Thomas Scheike & Michael Søensen - 23-50 Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
by Markus Bibinger & Markus Reiß - 51-71 One-Way anova for Functional Data via Globalizing the Pointwise F-test
by Jin-Ting Zhang & Xuehua Liang - 72-86 Weakly decomposable regularization penalties and structured sparsity
by Sara Geer - 87-103 Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization
by Jin Liu & Shuangge Ma & Jian Huang - 104-140 Inference in Targeted Group-Sequential Covariate-Adjusted Randomized Clinical Trials
by Antoine Chambaz & Mark J. Laan - 141-151 Estimation of Causal Odds of Concordance using the Aalen Additive Model
by Torben Martinussen & Christian Bressen Pipper - 152-166 Combining Multivariate Bioassays: Accurate Inference Using Small Sample Asymptotics
by Gaurav Sharma & Thomas Mathew & Ionut Bebu - 167-186 Multistate Survival Models as Transient Electrical Networks
by Ronald W. Butler & Douglas A. Bronson - 187-199 Bayesian Transformation Models for Multivariate Survival Data
by Mário Castro & Ming-Hui Chen & Joseph G. Ibrahim & John P. Klein - 200-226 Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data
by Laure Sansonnet - 227-239 Semiparametric Mixtures of Symmetric Distributions
by Cristina Butucea & Pierre Vandekerkhove - 240-258 Block-threshold-adapted Estimators via a Maxiset Approach
by Florent Autin & Jean-Marc Freyermuth & Rainer Von Sachs - 259-275 Goodness-of-fit Test for Directional Data
by Graciela Boente & Daniela Rodriguez & Wenceslao González Manteiga
December 2013, Volume 40, Issue 4
- 647-668 Guaranteed Conditional Performance of Control Charts via Bootstrap Methods
by Axel Gandy & Jan Terje Kvaløy - 669-684 Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process
by Jean-François Coeurjolly & Ege Rubak - 685-705 Flexible Copula Density Estimation with Penalized Hierarchical B-splines
by Göran Kauermann & Christian Schellhase & David Ruppert - 706-723 Efficient Bayesian Multivariate Surface Regression
by Feng Li & Mattias Villani - 724-733 On Sampling Designs with Ordered Conditional Inclusion Probabilities
by Lennart Bondesson & Imbi Traat - 734-751 Discrete Multicolour Random Mosaics with an Application to Network Extraction
by M.N.M. Lieshout - 752-769 Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
by Camilo Rivera & Guenther Walther - 770-788 Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
by Leonie Selk & Natalie Neumeyer - 789-806 Fast Censored Linear Regression
by Yijian Huang - 807-824 Statistical Corrections of Invalid Correlation Matrices
by Anders Løland & Ragnar Bang Huseby & Nils Lid Hjort & Arnoldo Frigessi - 825-845 Geodesic Monte Carlo on Embedded Manifolds
by Simon Byrne & Mark Girolami - 846-867 Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
by Olivier Wintenberger - 868-885 Uncertainty Quantification in the Ensemble Kalman Filter
by Jon Sætrom & Henning Omre - 886-898 Powerful Parametric Tests Based on Sum-Functions of Spacings
by Magnus Ekström
September 2013, Volume 40, Issue 3
- 387-402 Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk
by Jan Beyersmann & Susanna Di Termini & Markus Pauly - 403-416 Outcome Prediction for Heart Failure Telemonitoring Via Generalized Linear Models with Functional Covariates
by Stefano Baraldo & Francesca Ieva & Anna Maria Paganoni & Valeria Vitelli - 417-437 Testing Semiparametric Hypotheses in Locally Stationary Processes
by Philip Preuss & Mathias Vetter & Holger Dette - 438-454 Testing Monotonicity of Regression Functions – An Empirical Process Approach
by Melanie Birke & Natalie Neumeyer - 455-470 Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
by Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni - 471-490 Characteristic Function-based Semiparametric Inference for Skew-symmetric Models
by Cornelis J. Potgieter & Marc G. Genton - 491-510 Component Selection in the Additive Regression Model
by Xia Cui & Heng Peng & Songqiao Wen & Lixing Zhu - 511-529 Lévy-based Modelling in Brain Imaging
by Kristjana Ýr Jónsdóttir & Anders Rønn-Nielsen & Kim Mouridsen & Eva B. Vedel Jensen - 530-548 Maximum Likelihood Estimation for Multinomial-Poisson Models: A Generalization of Birch's Numerical Invariance Results
by Joseph B. Lang - 549-570 Bayesian Optimal Adaptive Estimation Using a Sieve Prior
by Julyan Arbel & Ghislaine Gayraud & Judith Rousseau - 571-591 M-estimation for general ARMA Processes with Infinite Variance
by Rongning Wu - 592-618 How Many Iterations are Sufficient for Efficient Semiparametric Estimation?
by Guang Cheng - 619-646 Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model
by Hendrik P. Lopuhaä & Gabriela F. Nane
June 2013, Volume 40, Issue 2
- 191-203 Collapsibility of Conditional Graphical Models
by Binghui Liu & Jianhua Guo - 204-218 Estimating the Period of a Cyclic Non-Homogeneous Poisson Process
by Eduard Belitser & Paulo Serra & Harry Van Zanten - 219-237 On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
by Luke A. Prendergast & Simon J. Sheather - 238-255 Non-parametric Regression for Circular Responses
by Marco Di Marzio & Agnese Panzera & Charles C. Taylor - 256-273 Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions
by Guanqun Cao & David Todem & Lijian Yang & Jason P. Fine - 274-293 Estimation in Discretely Observed Diffusions Killed at a Threshold
by Enrico Bibbona & Susanne Ditlevsen - 294-321 Markov Chain Monte Carlo for Exact Inference for Diffusions
by Giorgos Sermaidis & Omiros Papaspiliopoulos & Gareth O. Roberts & Alexandros Beskos & Paul Fearnhead - 322-343 Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
by Maud Delattre & Valentine Genon-Catalot & Adeline Samson - 344-362 Joint Estimation of Intersecting Context Tree Models
by Antonio Galves & Aurélien Garivier & Elisabeth Gassiat