Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only.
Editor:
Series handle: RePEc:eee:csdana
ISSN: 0167-9473
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Haili He). General contact details of provider: http://www.elsevier.com/locate/csda .
Content
2020, Volume 151, Issue C
- S0167947320300827 Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting
by Ivanović, Blagoje & Milošević, Bojana & Obradović, Marko
- S0167947320300839 Huber-type principal expectile component analysis
by Lin, Liang-Ching & Chen, Ray-Bing & Huang, Mong-Na Lo & Guo, Meihui
- S0167947320300955 High-dimensional two-sample mean vectors test and support recovery with factor adjustment
by He, Yong & Zhang, Mingjuan & Zhang, Xinsheng & Zhou, Wang
- S0167947320300967 Joint analysis of semicontinuous data with latent variables
by Wang, Xiaoqing & Feng, Xiangnan & Song, Xinyuan
- S0167947320300980 Competing risk modeling and testing for X-chromosome genetic association
by Hao, Meiling & Zhao, Xingqiu & Xu, Wei
- S0167947320301018 Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data
by Philipson, Pete & Hickey, Graeme L. & Crowther, Michael J. & Kolamunnage-Dona, Ruwanthi
- S0167947320301031 Variational inference for high dimensional structured factor copulas
by Nguyen, Hoang & Ausín, M. Concepción & Galeano, Pedro
- S0167947320301043 Adaptive semiparametric estimation for single index models with jumps
by Han, Zhong-Cheng & Lin, Jin-Guan & Zhao, Yan-Yong
- S0167947320301067 A rank-based approach to estimating monotone individualized two treatment regimes
by Zhang, Haixiang & Huang, Jian & Sun, Liuquan
- S0167947320301080 Regression models using shapes of functions as predictors
by Ahn, Kyungmin & Tucker, J. Derek & Wu, Wei & Srivastava, Anuj
- S0167947320301092 Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
by Edwards, Matthew & Castruccio, Stefano & Hammerling, Dorit
- S0167947320301109 Nonparametric Bayesian inference for the spectral density based on irregularly spaced data
by Zhang, Shibin
2020, Volume 150, Issue C
- S0167947320300530 Testing proportionality of two high-dimensional covariance matrices
by Cheng, Guanghui & Liu, Baisen & Tian, Guoliang & Zheng, Shurong
- S0167947320300682 Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
by Chung, Ray S.W. & So, Mike K.P. & Chu, Amanda M.Y. & Chan, Thomas W.C.
- S0167947320300694 Partially functional linear regression in reproducing kernel Hilbert spaces
by Cui, Xia & Lin, Hongmei & Lian, Heng
- S0167947320300773 A nested copula duration model for competing risks with multiple spells
by Lo, Simon M.S. & Mammen, Enno & Wilke, Ralf A.
- S0167947320300785 Comparison of nonlinear curves and surfaces
by Zhao, Shi & Bakoyannis, Giorgos & Lourens, Spencer & Tu, Wanzhu
- S0167947320300797 Augmented quasi-sudoku designs in field trials
by Vo-Thanh, Nha & Piepho, Hans-Peter
- S0167947320300803 Generalized Co-clustering Analysis via Regularized Alternating Least Squares
by Li, Gen
- S0167947320300815 Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring
by Emura, Takeshi & Hsu, Jiun-Huang
- S0167947320300852 Split sample empirical likelihood
by Jaeger, Adam & Lazar, Nicole A.
- S0167947320300864 Generalized kernel-based inverse regression methods for sufficient dimension reduction
by Xie, Chuanlong & Zhu, Lixing
- S0167947320300876 Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification
by Lee, Taewook & Baek, Changryong
- S0167947320300979 Semiparametric modeling of time-varying activation and connectivity in task-based fMRI data
by Park, Jun Young & Polzehl, Joerg & Chatterjee, Snigdhansu & Brechmann, André & Fiecas, Mark
- S0167947320300992 Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process
by Albano, G. & Giorno, V.
- S0167947320301006 Functional linear regression model with randomly censored data: Predicting conversion time to Alzheimer ’s disease
by Yang, Seong J. & Shin, Hyejin & Lee, Sang Han & Lee, Seokho
- S0167947320301055 Completely monotone distributions: Mixing, approximation and estimation of number of species
by Balabdaoui, Fadoua & Kulagina, Yulia
- S016794732030102X Superiority of Bayes estimators over the MLE in high dimensional multinomial models and its implication for nonparametric Bayes theory
by Bhattacharya, Rabi & Oliver, Rachel
2020, Volume 149, Issue C
- S0167947320300426 The LASSO on latent indices for regression modeling with ordinal categorical predictors
by Hui, Francis K.C. & Müller, Samuel & Welsh, A.H.
- S0167947320300505 Bayesian nonparametric test for independence between random vectors
by Ma, Zichen & Hanson, Timothy E.
- S0167947320300517 Functional outlier detection and taxonomy by sequential transformations
by Dai, Wenlin & Mrkvička, Tomáš & Sun, Ying & Genton, Marc G.
- S0167947320300542 Rank dynamics for functional data
by Chen, Yaqing & Dawson, Matthew & Müller, Hans-Georg
- S0167947320300621 Sampling a two dimensional matrix
by Rivest, Louis-Paul & Ebouele, Sergio Ewane
- S0167947320300657 Degrees of freedom and model selection for k-means clustering
by Hofmeyr, David P.
- S0167947320300669 Feature screening under missing indicator imputation with non-ignorable missing response
by Zhang, Jing & Wang, Qihua & Kang, Jian
- S0167947320300670 Online updating method to correct for measurement error in big data streams
by Lee, JooChul & Wang, HaiYing & Schifano, Elizabeth D.
2020, Volume 148, Issue C
- S0167947320300451 Posterior inference for sparse hierarchical non-stationary models
by Monterrubio-Gómez, Karla & Roininen, Lassi & Wade, Sara & Damoulas, Theodoros & Girolami, Mark
- S0167947320300463 A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection
by Najarzadeh, Dariush
- S0167947320300475 Automatic identification of curve shapes with applications to ultrasonic vocalization
by Gao, Zhikun & Tang, Yanlin & Wang, Huixia Judy & Wu, Guangying K. & Lin, Jeff
- S0167947320300499 Primal path algorithm for compositional data analysis
by Jeon, Jong-June & Kim, Yongdai & Won, Sungho & Choi, Hosik
- S0167947320300529 Extending finite mixtures of t linear mixed-effects models with concomitant covariates
by Yang, Yu-Chen & Lin, Tsung-I & Castro, Luis M. & Wang, Wan-Lun
2020, Volume 147, Issue C
- S0167947320300311 On the inferential implications of decreasing weight structures in mixture models
by De Blasi, Pierpaolo & Martínez, Asael Fabian & Mena, Ramsés H. & Prünster, Igor
- S0167947320300323 General matching quantiles M-estimation
by Qin, Shanshan & Wu, Yuehua
- S0167947320300335 Joint model-free feature screening for ultra-high dimensional semi-competing risks data
by Lu, Shuiyun & Chen, Xiaolin & Xu, Sheng & Liu, Chunling
- S0167947320300347 Separating variables to accelerate non-convex regularized optimization
by Liu, Wenchen & Tang, Yincai & Wu, Xianyi
- S0167947320300359 Cellwise robust M regression
by Filzmoser, P. & Höppner, S. & Ortner, I. & Serneels, S. & Verdonck, T.
- S0167947320300487 Finding groups in structural equation modeling through the partial least squares algorithm
by Fordellone, Mario & Vichi, Maurizio
2020, Volume 146, Issue C
- S0167947320300013 Dimensionality determination: A thresholding double ridge ratio approach
by Zhu, Xuehu & Guo, Xu & Wang, Tao & Zhu, Lixing
- S0167947320300165 Design optimal sampling plans for functional regression models
by Rha, Hyungmin & Kao, Ming-Hung & Pan, Rong
- S0167947320300219 New EM-type algorithms for the Heckman selection model
by Zhao, Jun & Kim, Hea-Jung & Kim, Hyoung-Moon
- S0167947320300220 Multi-scale shotgun stochastic search for large spatial datasets
by Kirsner, Daniel & Sansó, Bruno
- S016794732030030X Asymptotic distributions and performance of empirical skewness measures
by Eberl, Andreas & Klar, Bernhard
2020, Volume 145, Issue C
- S0167947319302555 Robust Bayesian small area estimation based on quantile regression
by Fabrizi, Enrico & Salvati, Nicola & Trivisano, Carlo
- S0167947319302592 Estimation and inference for area-wise spatial income distributions from grouped data
by Sugasawa, Shonosuke & Kobayashi, Genya & Kawakubo, Yuki
- S0167947319302609 Adjacency-based regularization for partially ranked data with non-ignorable missing
by Nakamura, Kento & Yano, Keisuke & Komaki, Fumiyasu
- S0167947319302610 Modelling multilevel data under complex sampling designs: An empirical likelihood approach
by Oǧuz-Alper, Melike & Berger, Yves G.
- S0167947319302622 Logistic regression with missing covariates—Parameter estimation, model selection and prediction within a joint-modeling framework
by Jiang, Wei & Josse, Julie & Lavielle, Marc
- S0167947319302634 Specification tests in semiparametric transformation models — A multiplier bootstrap approach
by Kloodt, Nick & Neumeyer, Natalie
- S0167947319302646 Smooth backfitting for errors-in-variables varying coefficient regression models
by Han, Kyunghee & Lee, Young K. & Park, Byeong U.
- S0167947320300025 Active learning in multiple-class classification problems via individualized binary models
by Li, Jingjing & Chen, Zimu & Wang, Zhanfeng & Chang, Yuan-chin Ivan
- S0167947320300037 A new approach to varying-coefficient additive models with longitudinal covariates
by Zhang, Xiaoke & Zhong, Qixian & Wang, Jane-Ling
- S0167947320300049 Optimal spatial aggregation of space–time models and applications
by Gehman, Andrew & Wei, William W.S.
- S0167947320300050 Bias reduction in the population size estimation of large data sets
by Chu, Jeffrey & Zhang, Yuanyuan & Chan, Stephen & Nadarajah, Saralees
- S0167947320300062 Weighted quantile regression in varying-coefficient model with longitudinal data
by Lin, Fangzheng & Tang, Yanlin & Zhu, Zhongyi
- S0167947320300074 Vertex nomination: The canonical sampling and the extended spectral nomination schemes
by Yoder, Jordan & Chen, Li & Pao, Henry & Bridgeford, Eric & Levin, Keith & Fishkind, Donniell E. & Priebe, Carey & Lyzinski, Vince
- S0167947320300086 Bayesian empirical likelihood for ridge and lasso regressions
by Bedoui, Adel & Lazar, Nicole A.
- S0167947320300153 Modeling rate of adaptive trait evolution using Cox–Ingersoll–Ross process: An Approximate Bayesian Computation approach
by Jhwueng, Dwueng-Chwuan
2020, Volume 144, Issue C
- S0167947319301999 A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs
by García-Ródenas, Ricardo & García-García, José Carlos & López-Fidalgo, Jesús & Martín-Baos, José Ángel & Wong, Weng Kee
- S0167947319302002 Motor unit number estimation via sequential Monte Carlo
by Taylor, Simon A.C. & Sherlock, Chris & Ridall, Gareth & Fearnhead, Paul
- S0167947319302026 Bayesian inference of a directional brain network model for intracranial EEG data
by Zhang, Tingting & Sun, Yinge & Li, Huazhang & Yan, Guofen & Tanabe, Seiji & Miao, Ruizhong & Wang, Yaotian & Caffo, Brian S. & Quigg, Mark S.
- S0167947319302038 Regression analysis of interval-censored failure time data with time-dependent covariates
by Yi, Fengting & Tang, Niansheng & Sun, Jianguo
- S0167947319302051 Approximate filtering of conditional intensity process for Poisson count data: Application to urban crime
by Santitissadeekorn, Naratip & Lloyd, David J.B. & Short, Martin B. & Delahaies, Sylvain
- S0167947319302166 Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields
by Walder, Adam & Hanks, Ephraim M.
- S0167947319302178 Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data
by Shen, Pao-sheng & Hsu, Huichen
- S0167947319302221 Single-index modal regression via outer product gradients
by Yang, Jing & Tian, Guoliang & Lu, Fang & Lu, Xuewen
- S0167947319302294 Semiparametric estimation for the non-mixture cure model in case-cohort and nested case-control studies
by Han, Bo & Wang, Xiaoguang
- S0167947319302300 Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates
by Borrajo, M.I. & González-Manteiga, W. & Martínez-Miranda, M.D.
- S0167947319302312 Bayesian bridge-randomized penalized quantile regression
by Tian, Yuzhu & Song, Xinyuan
- S0167947319302324 Empirical likelihood for partially linear single-index models with missing observations
by Xue, Liugen & Zhang, Jinghua
- S0167947319302336 Some goodness-of-fit tests for the Poisson distribution with applications in Biodosimetry
by Puig, Pedro & Weiß, Christian H.
- S0167947319302348 A multivariate normal regression model for survival data subject to different types of dependent censoring
by Deresa, Negera Wakgari & Van Keilegom, Ingrid
- S0167947319302361 A novel Bayesian approach for variable selection in linear regression models
by Posch, Konstantin & Arbeiter, Maximilian & Pilz, Juergen
- S0167947319302373 A least squares-type density estimator using a polynomial function
by Im, Jongho & Morikawa, Kosuke & Ha, Hyung-Tae
- S0167947319302385 Structured analysis of the high-dimensional FMR model
by Liu, Mengque & Zhang, Qingzhao & Fang, Kuangnan & Ma, Shuangge
- S0167947319302397 Efficient computation for differential network analysis with applications to quadratic discriminant analysis
by Pan, Yuqing & Mai, Qing
- S0167947319302403 Computing confidence intervals from massive data via penalized quantile smoothing splines
by Zhang, Likun & Castillo, Enrique del & Berglund, Andrew J. & Tingley, Martin P. & Govind, Nirmal
- S0167947319302415 Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation
by Serra, Paulo & Mandjes, Michel
- S0167947319302427 A goodness-of-fit test for zero-inflated Poisson mixed effects models in tree abundance studies
by Liu, Juxin & Ma, Yanyuan & Johnstone, Jill
- S0167947319302439 Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
by Zhang, Ting & Wang, Lei
- S0167947319302440 A high-dimensional spatial rank test for two-sample location problems
by Feng, Long & Zhang, Xiaoxu & Liu, Binghui
- S0167947319302452 Interval estimation of the ruin probability in the classical compound Poisson risk model
by You, Honglong & Guo, Junyi & Jiang, Jiancheng
- S0167947319302464 Estimation of the additive hazards model with case K interval-censored failure time data in the presence of informative censoring
by Wang, Shuying & Wang, Chunjie & Wang, Peijie & Sun, Jianguo
- S0167947319302476 Quantile regression in big data: A divide and conquer based strategy
by Chen, Lanjue & Zhou, Yong
- S0167947319302488 Bias and covariance of the least squares estimate in a structured errors-in-variables problem
by Quintana Carapia, Gustavo & Markovsky, Ivan & Pintelon, Rik & Csurcsia, Péter Zoltán & Verbeke, Dieter
- S0167947319302506 Tests for validity of the semiparametric heteroskedastic transformation model
by Hušková, Marie & Meintanis, Simos G. & Pretorius, Charl
- S0167947319302518 Model-free two-sample test for network-valued data
by Lovato, Ilenia & Pini, Alessia & Stamm, Aymeric & Vantini, Simone
- S0167947319302531 More powerful goodness-of-fit tests for uniform stochastic ordering
by Wang, Dewei & Tang, Chuan-Fa & Tebbs, Joshua M.
- S0167947319302543 Efficient calculation of the joint distribution of order statistics
by von Schroeder, Jonathan & Dickhaus, Thorsten
- S0167947319302567 Borrowing strength and borrowing index for Bayesian hierarchical models
by Xu, Ganggang & Zhu, Huirong & Lee, J. Jack
- S0167947319302579 Corrected Mallows criterion for model averaging
by Liao, Jun & Zou, Guohua
- S0167947319302580 Nonparametric procedures for partially paired data in two groups
by Harrar, Solomon W. & Feyasa, Merga B. & Wencheko, Eshetu
- S016794731930204X Ensemble quantile classifier
by Lai, Yuanhao & McLeod, Ian
- S016794731930218X A two-piece normal measurement error model
by Arellano-Valle, Reinaldo B. & Azzalini, Adelchi & Ferreira, Clécio S. & Santoro, Karol
- S016794731930221X Model-based co-clustering for mixed type data
by Selosse, Margot & Jacques, Julien & Biernacki, Christophe
- S016794731930235X Structural learning of contemporaneous dependencies in graphical VAR models
by Paci, Lucia & Consonni, Guido
- S016794731930249X Grouped variable screening for ultra-high dimensional data for linear model
by Qiu, Debin & Ahn, Jeongyoun
- S016794731930252X Model checks for functional linear regression models based on projected empirical processes
by Chen, Feifei & Jiang, Qing & Feng, Zhenghui & Zhu, Lixing
2020, Volume 143, Issue C
- v:143:y:2020:i:c:s016794731930194x Benchmark for filter methods for feature selection in high-dimensional classification data
by Bommert, Andrea & Sun, Xudong & Bischl, Bernd & Rahnenführer, Jörg & Lang, Michel
- v:143:y:2020:i:c:s0167947319301975 A Bayesian mixture model for clustering circular data
by Rodríguez, Carlos E. & Núñez-Antonio, Gabriel & Escarela, Gabriel
- v:143:y:2020:i:c:s0167947319301987 Determining the Number of Effective Parameters in Kernel Density Estimation
by McCloud, Nadine & Parmeter, Christopher F.
- v:143:y:2020:i:c:s0167947319301963 Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models
by Duan, Jin-Chuan & Fulop, Andras & Hsieh, Yu-Wei
- v:143:y:2020:i:c:s0167947319301914 Variations of power-expected-posterior priors in normal regression models
by Fouskakis, Dimitris & Ntzoufras, Ioannis & Perrakis, Konstantinos
- v:143:y:2020:i:c:s0167947319301938 The Zipf–Poisson-stopped-sum distribution with an application for modeling the degree sequence of social networks
by Duarte-López, Ariel & Pérez-Casany, Marta & Valero, Jordi
- v:143:y:2020:i:c:s0167947319301951 Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
by Spezia, Luigi
- v:143:y:2020:i:c:s0167947319301884 Approximate least squares estimation for spatial autoregressive models with covariates
by Ma, Yingying & Lan, Wei & Zhou, Fanying & Wang, Hansheng
- v:143:y:2020:i:c:s0167947319302014 Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy
by Han, Ningren & Ram, Rajeev J.
2020, Volume 142, Issue C
- v:142:y:2020:i:c:s016794731930163x Uncertainty quantification using Bayesian neural networks in classification: Application to biomedical image segmentation
by Kwon, Yongchan & Won, Joong-Ho & Kim, Beom Joon & Paik, Myunghee Cho
- v:142:y:2020:i:c:s0167947319301677 Estimation of the ROC curve from the Lehmann family
by Jokiel-Rokita, Alicja & Topolnicki, Rafał
- v:142:y:2020:i:c:s0167947319301872 Robust test for dispersion parameter change in discretely observed diffusion processes
by Song, Junmo
- v:142:y:2020:i:c:s0167947319301641 Variational nonparametric discriminant analysis
by Yu, Weichang & Azizi, Lamiae & Ormerod, John T.
- v:142:y:2020:i:c:s0167947319301653 Quantile based dimension reduction in censored regression
by Yan, Mei & Kong, Efang & Xia, Yingcun
- v:142:y:2020:i:c:s0167947319301562 Common sampling orders of regular vines with application to model selection
by Zhu, Kailun & Kurowicka, Dorota & Nane, Gabriela F.
- v:142:y:2020:i:c:s0167947319301690 On parsimonious models for modeling matrix data
by Sarkar, Shuchismita & Zhu, Xuwen & Melnykov, Volodymyr & Ingrassia, Salvatore
- v:142:y:2020:i:c:s0167947319301720 A multilayer exponential random graph modelling approach for weighted networks
by Caimo, Alberto & Gollini, Isabella
- v:142:y:2020:i:c:s0167947319301586 Time-dependent Poisson reduced rank models for political text data analysis
by Jentsch, Carsten & Lee, Eun Ryung & Mammen, Enno
- v:142:y:2020:i:c:s0167947319301902 Sparse principal component based high-dimensional mediation analysis
by Zhao, Yi & Lindquist, Martin A. & Caffo, Brian S.
- v:142:y:2020:i:c:s0167947319301707 Approximate maximum likelihood estimation of a threshold diffusion process
by Yu, Ting-Hung & Tsai, Henghsiu & Rachinger, Heiko
- v:142:y:2020:i:c:s0167947319301628 Semiparametric model for covariance regression analysis
by Liu, Jin & Ma, Yingying & Wang, Hansheng
- v:142:y:2020:i:c:s0167947319301926 Rothman–Woodroofe symmetry test statistic revisited
by Gaigall, Daniel
- v:142:y:2020:i:c:s0167947319301732 Semiparametric model of mean residual life with biased sampling data
by Ma, Huijuan & Zhao, Wei & Zhou, Yong
- v:142:y:2020:i:c:s0167947319301689 Solution paths for the generalized lasso with applications to spatially varying coefficients regression
by Zhao, Yaqing & Bondell, Howard
- v:142:y:2020:i:c:s0167947319301719 Feature screening for ultrahigh dimensional categorical data with covariates missing at random
by Ni, Lyu & Fang, Fang & Shao, Jun
- v:142:y:2020:i:c:s0167947319301756 A nonparametric feature screening method for ultrahigh-dimensional missing response
by Li, Xiaoxia & Tang, Niansheng & Xie, Jinhan & Yan, Xiaodong
- v:142:y:2020:i:c:s0167947319301616 Function-on-function quadratic regression models
by Sun, Yifan & Wang, Qihua
- v:142:y:2020:i:c:s0167947319301550 A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
by Barthel, Nicole & Czado, Claudia & Okhrin, Yarema
- v:142:y:2020:i:c:s0167947319301896 Generating random correlation matrices with fixed values: An application to the evaluation of multivariate surrogate endpoints
by Flórez, Alvaro Jóse & Alonso Abad, Ariel & Molenberghs, Geert & Van Der Elst, Wim
- v:142:y:2020:i:c:s0167947319301744 Robust Wald-type methods for testing equality between two populations regression parameters: A comparative study under the logistic model
by Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M.
- v:142:y:2020:i:c:s0167947319301665 Generalized ℓ1-penalized quantile regression with linear constraints
by Liu, Yongxin & Zeng, Peng & Lin, Lu
- v:142:y:2020:i:c:s0167947319301574 An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
by Wang, Cheng & Jiang, Binyan
2019, Volume 140, Issue C
- 1-20 Minimum distance estimation of locally stationary moving average processes
by Vicuña, M. Ignacia & Palma, Wilfredo & Olea, Ricardo
- 21-40 Goodness-of-fit tests for the family of multivariate chi-square copulas
by Quessy, Jean-François & Rivest, Louis-Paul & Toupin, Marie-Hélène
- 41-58 Fast multivariate log-concave density estimation
by Rathke, Fabian & Schnörr, Christoph
- 59-73 LASSO-type penalization in the framework of generalized additive models for location, scale and shape
by Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus
- 74-87 Semiparametric regression analysis for left-truncated and interval-censored data without or with a cure fraction
by Shen, Pao-sheng & Chen, Hsin-Jen & Pan, Wen-Harn & Chen, Chyong-Mei
- 88-103 Parameter estimation for a discretely observed population process under Markov-modulation
by de Gunst, Mathisca & Knapik, Bartek & Mandjes, Michel & Sollie, Birgit
- 104-121 Model-based clustering of censored data via mixtures of factor analyzers
by Wang, Wan-Lun & Castro, Luis M. & Lachos, Victor H. & Lin, Tsung-I
- 122-143 A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data
by Tian, Guo-Liang & Liu, Yin & Tang, Man-Lai & Li, Tao
- 144-154 Robust sufficient dimension reduction via ball covariance
by Zhang, Jia & Chen, Xin
2019, Volume 139, Issue C
- 1-13 Estimation for biased partial linear single index models
by Lu, Jun & Zhu, Xuehu & Lin, Lu & Zhu, Lixing
- 14-33 Generalized signed-rank estimation for regression models with non-ignorable missing responses
by Bindele, Huybrechts F. & Nguelifack, Brice M.
- 34-44 Estimating population size of heterogeneous populations with large data sets and a large number of parameters
by Li, Haoqi & Lin, Huazhen & Yip, Paul S.F. & Li, Yuan
- 45-63 Prediction based on conditional distributions of vine copulas
by Chang, Bo & Joe, Harry
- 64-74 Markov chain Monte Carlo sampling using a reservoir method
by Wang, Zhonglei
- 75-81 Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
by Chen, Tong & Lumley, Thomas
- 82-98 Weighted covariance matrix estimation
by Yang, Guangren & Liu, Yiming & Pan, Guangming
- 99-116 Fusing data depth with complex networks: Community detection with prior information
by Tian, Yahui & Gel, Yulia R.
- 117-133 A distribution-free test of independence based on mean variance index
by Cui, Hengjian & Zhong, Wei
- 134-144 The isotonic regression approach for an instrumental variable estimation of the potential outcome distributions for compliers
by Choi, Byeong Yeob & Lee, Jae Won
- 145-163 Estimation and test of jump discontinuities in varying coefficient models with empirical applications
by Zhao, Yan-Yong & Lin, Jin-Guan
- 164-177 Regularized joint estimation of related vector autoregressive models
by Skripnikov, A. & Michailidis, G.
- 178-196 Emulating dynamic non-linear simulators using Gaussian processes
by Mohammadi, Hossein & Challenor, Peter & Goodfellow, Marc
2019, Volume 138, Issue C
- 1-12 Model checking for general linear regression with nonignorable missing response
by Guo, Xu & Song, Lianlian & Fang, Yun & Zhu, Lixing
- 13-26 A flexible sequential Monte Carlo algorithm for parametric constrained regression
by Ng, Kenyon & Turlach, Berwin A. & Murray, Kevin
- 27-48 A goodness-of-fit test for variable-adjusted models
by Xie, Chuanlong & Zhu, Lixing
- 49-63 Nonparametric registration to low-dimensional function spaces
by Wagner, Heiko & Kneip, Alois
- 64-82 Model checking for regressions: An approach bridging between local smoothing and global smoothing methods
by Li, Lingzhu & Chiu, Sung Nok & Zhu, Lixing
- 83-95 A novel robust approach for analysis of longitudinal data
by Zhang, Yuexia & Qin, Guoyou & Zhu, Zhongyi & Xu, Wanghong
- 96-106 The empirical likelihood prior applied to bias reduction of general estimating equations
by Vexler, Albert & Zou, Li & Hutson, Alan D.
- 107-125 Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples
by LeSage, James P. & Chih, Yao-Yu & Vance, Colin
- 126-142 Location-adjusted Wald statistics for scalar parameters
by Di Caterina, Claudia & Kosmidis, Ioannis
- 143-154 Efficient inference for nonlinear state space models: An automatic sample size selection rule
by Cheng, Jing & Chan, Ngai Hang
- 155-169 Mean Empirical Likelihood
by Liang, Wei & Dai, Hongsheng & He, Shuyuan
- 170-189 Constraining kernel estimators in semiparametric copula mixture models
by Mazo, Gildas & Averyanov, Yaroslav
- 190-200 Estimating random walk centrality in networks
by Johnson, Brad C. & Kirkland, Steve
- 201-221 Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
by Sinha, Shyamalendu & Hart, Jeffrey D.
- 222-238 Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models
by Lin, Chang-Yun & Yang, Po
- 239-259 Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data
by Liu, Lili & Lin, Lu
2019, Volume 137, Issue C
- 1-15 A nonparametric bootstrap method for spatial data
by Castillo-Páez, Sergio & Fernández-Casal, Rubén & García-Soidán, Pilar
- 16-32 Online estimation of individual-level effects using streaming shrinkage factors
by Ippel, L. & Kaptein, M.C. & Vermunt, J.K.
- 33-50 An exploratory analysis approach for understanding variation in stochastic textured surfaces
by Bui, Anh Tuan & Apley, Daniel W.
- 51-66 Multivariate effect priors in bivariate semiparametric recursive Gaussian models
by Thaden, Hauke & Klein, Nadja & Kneib, Thomas
- 67-91 Hierarchical estimation of parameters in Bayesian networks
by Azzimonti, Laura & Corani, Giorgio & Zaffalon, Marco
- 92-100 Modal posterior clustering motivated by Hopfield’s network
by Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G.
- 101-114 An algorithm for generating good mixed level factorial designs
by Grömping, Ulrike & Fontana, Roberto
- 115-132 Likelihood approximation with hierarchical matrices for large spatial datasets
by Litvinenko, Alexander & Sun, Ying & Genton, Marc G. & Keyes, David E.
- 133-154 A comparison of in-sample forecasting methods
by Bischofberger, Stephan M. & Hiabu, Munir & Mammen, Enno & Nielsen, Jens Perch
- 155-169 A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
by He, Shengmei & Ma, Shuangge & Xu, Wangli
- 170-180 Maximum penalized likelihood estimation of additive hazards models with partly interval censoring
by Li, Jinqing & Ma, Jun
- 181-194 Lasso ANOVA decompositions for matrix and tensor data
by Griffin, Maryclare & Hoff, Peter D.
- 195-210 Empirical Bayes matrix completion
by Matsuda, Takeru & Komaki, Fumiyasu
- 211-232 Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso
by Müller, Dominik & Czado, Claudia
- 233-246 Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions
by Liu, Baisen & Wang, Liangliang & Nie, Yunlong & Cao, Jiguo
- 247-270 The latent topic block model for the co-clustering of textual interaction data
by Bergé, Laurent R. & Bouveyron, Charles & Corneli, Marco & Latouche, Pierre
- 271-284 Estimation for single-index models via martingale difference divergence
by Liu, Jicai & Xu, Peirong & Lian, Heng
- 285-298 A phylogenetic Gaussian process model for the evolution of curves embedded in d-dimensions
by Mariñas-Collado, Irene & Bowman, Adrian & Macaulay, Vincent
2019, Volume 136, Issue C
- 1-11 Wild bootstrap logrank tests with broader power functions for testing superiority
by Ditzhaus, Marc & Pauly, Markus
- 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.