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Content
2024, Volume 193, Issue C
- S0167947323002232 Empirical likelihood in a partially linear single-index model with censored response data
by Xue, Liugen
- S0167947323002244 Change point detection via feedforward neural networks with theoretical guarantees
by Zhou, Houlin & Zhu, Hanbing & Wang, Xuejun
- S0167947323002268 Generalized latent space model for one-mode networks with awareness of two-mode networks
by Fan, Xinyan & Fang, Kuangnan & Pu, Dan & Qin, Ruixuan
- S0167947324000021 Integrated subgroup identification from multi-source data
by Shao, Lihui & Wu, Jiaqi & Zhang, Weiping & Chen, Yu
- S016794732300227X Post-clustering difference testing: Valid inference and practical considerations with applications to ecological and biological data
by Hivert, Benjamin & Agniel, Denis & Thiébaut, Rodolphe & Hejblum, Boris P.
- S016794732400001X Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error
by Zhong, Chen
2024, Volume 192, Issue C
- S0167947323001883 Variable selection for high-dimensional incomplete data
by Liang, Lixing & Zhuang, Yipeng & Yu, Philip L.H.
- S0167947323001974 Burn-in selection in simulating stationary time series
by Li, Yuanbo & Chan, Chu Kin & Yau, Chun Yip & Ng, Wai Leong & Lam, Henry
- S0167947323002025 Simultaneous confidence region of an embedded one-dimensional curve in multi-dimensional space
by Yamazoe, Hiroya & Naito, Kanta
- S0167947323002037 Efficient and robust optimal design for quantile regression based on linear programming
by Peng, Cheng & Kouri, Drew P. & Uryasev, Stan
- S0167947323002104 A fast trans-lasso algorithm with penalized weighted score function
by Fan, Xianqiu & Cheng, Jun & Wang, Hailing & Zhang, Bin & Chen, Zhenzhen
- S0167947323002116 Simultaneous inference and uniform test for eigensystems of functional data
by Cai, Leheng & Hu, Qirui
- S0167947323002128 Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression
by Wu, Xiaofei & Ming, Hao & Zhang, Zhimin & Cui, Zhenyu
- S0167947323002141 Two-sample test of stochastic block models
by Wu, Qianyong & Hu, Jiang
- S0167947323002153 HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties
by Wang, Cheng & Chen, Haozhe & Jiang, Binyan
- S0167947323002165 Robust and adaptive functional logistic regression
by Kalogridis, Ioannis
- S0167947323002177 Hierarchical false discovery rate control for high-dimensional survival analysis with interactions
by Liang, Weijuan & Zhang, Qingzhao & Ma, Shuangge
- S0167947323002189 Discrepancy between structured matrices in the power analysis of a separability test
by Filipiak, Katarzyna & Klein, Daniel & Mokrzycka, Monika
- S0167947323002190 Graph-based spatial segmentation of areal data
by Goepp, Vivien & van de Kassteele, Jan
- S0167947323002207 A Laplace-based model with flexible tail behavior
by Tortora, Cristina & Franczak, Brian C. & Bagnato, Luca & Punzo, Antonio
- S0167947323002219 Subgroup detection based on partially linear additive individualized model with missing data in response
by Cai, Tingting & Li, Jianbo & Zhou, Qin & Yin, Songlou & Zhang, Riquan
- S0167947323002220 Group variable selection via group sparse neural network
by Zhang, Xin & Zhao, Junlong
- S016794732300213X Estimation of l0 norm penalized models: A statistical treatment
by Yang, Yuan & McMahan, Christopher S. & Wang, Yu-Bo & Ouyang, Yuyuan
2024, Volume 191, Issue C
- S0167947323001688 Distributed debiased estimation of high-dimensional partially linear models with jumps
by Zhao, Yan-Yong & Zhang, Yuchun & Liu, Yuan & Ismail, Noriszura
- S0167947323001846 Nonparametric quantile scalar-on-image regression
by Wang, Chuchu & Song, Xinyuan
- S0167947323001858 Bayesian nonparametric Erlang mixture modeling for survival analysis
by Li, Yunzhe & Lee, Juhee & Kottas, Athanasios
- S0167947323001871 Clustering-based inter-regional correlation estimation
by Lbath, Hanâ & Petersen, Alexander & Meiring, Wendy & Achard, Sophie
- S0167947323001962 Conditional-mean multiplicative operator models for count time series
by Weiß, Christian H. & Zhu, Fukang
- S0167947323001986 Nearest neighbors weighted composite likelihood based on pairs for (non-)Gaussian massive spatial data with an application to Tukey-hh random fields estimation
by Caamaño-Carrillo, Christian & Bevilacqua, Moreno & López, Cristian & Morales-Oñate, Víctor
- S0167947323001998 One point per cluster spatially balanced sampling
by Robertson, Blair & Price, Chris
- S0167947323002001 Bayesian boundary trend filtering
by Onizuka, Takahiro & Iwashige, Fumiya & Hashimoto, Shintaro
- S0167947323002013 Nonparametric augmented probability weighting with sparsity
by He, Xin & Mao, Xiaojun & Wang, Zhonglei
- S016794732300186X Integrating machine learning and Bayesian nonparametrics for flexible modeling of point pattern data
by Heaton, Matthew J. & Dahl, Benjamin K. & Dayley, Caleb & Warr, Richard L. & White, Philip
2024, Volume 190, Issue C
- S0167947323001615 Hybrid exact-approximate design approach for sparse functional data
by Kao, Ming-Hung & Huang, Ping-Han
- S0167947323001652 Recursive ridge regression using second-order stochastic algorithms
by Godichon-Baggioni, Antoine & Lu, Wei & Portier, Bruno
- S0167947323001664 An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity
by Zhang, Qiuyan & Wang, Chen & Zhang, Baoxue & Yang, Hu
- S0167947323001676 Detecting change structures of nonparametric regressions
by Zhao, Wenbiao & Zhu, Lixing
- S0167947323001706 Laplace approximated quasi-likelihood method for heteroscedastic survival data
by Yu, Lili & Zhao, Yichuan
- S0167947323001718 Variables selection using L0 penalty
by Zhang, Tonglin
- S0167947323001731 Additive partially linear model for pooled biomonitoring data
by Mou, Xichen & Wang, Dewei
- S0167947323001822 Calibrated regression estimation using empirical likelihood under data fusion
by Li, Wei & Luo, Shanshan & Xu, Wangli
- S0167947323001834 On the efficacy of higher-order spectral clustering under weighted stochastic block models
by Guo, Xiao & Zhang, Hai & Chang, Xiangyu
- S016794732300169X GP-BART: A novel Bayesian additive regression trees approach using Gaussian processes
by Maia, Mateus & Murphy, Keefe & Parnell, Andrew C.
- S016794732300172X Fast same-step forecast in SUTSE model and its theoretical properties
by Yoshida, Wataru & Hirose, Kei
2024, Volume 189, Issue C
- S0167947323001469 Subsampling spectral clustering for stochastic block models in large-scale networks
by Deng, Jiayi & Huang, Danyang & Ding, Yi & Zhu, Yingqiu & Jing, Bingyi & Zhang, Bo
- S0167947323001470 Variational Bayesian inference for bipartite mixed-membership stochastic block model with applications to collaborative filtering
by Liu, Jie & Ye, Zifeng & Chen, Kun & Zhang, Panpan
- S0167947323001482 Dynamic risk score modeling for multiple longitudinal risk factors and survival
by Zhang, Cuihong & Ning, Jing & Cai, Jianwen & Squires, James E. & Belle, Steven H. & Li, Ruosha
- S0167947323001494 Full uncertainty analysis for Bayesian nonparametric mixture models
by Moya, Blake & Walker, Stephen G.
- S0167947323001500 Significance test for semiparametric conditional average treatment effects and other structural functions
by Zhou, Niwen & Guo, Xu & Zhu, Lixing
- S0167947323001512 Likelihood-type confidence regions for optimal sensitivity and specificity of a diagnostic test
by Adimari, Gianfranco & To, Duc-Khanh & Chiogna, Monica & Scatozza, Francesca & Facchiano, Antonio
- S0167947323001524 Joint modelling of the body and tail of bivariate data
by André, L.M. & Wadsworth, J.L. & O'Hagan, A.
- S0167947323001603 Estimation of banded time-varying precision matrix based on SCAD and group lasso
by Zhu, Xiaonan & Chen, Yu & Hu, Jie
- S0167947323001627 Testing the parametric form of the conditional variance in regressions based on distance covariance
by Hu, Yue & Li, Haiqi & Tan, Falong
- S0167947323001639 Standard error estimates in hierarchical generalized linear models
by Jin, Shaobo & Lee, Youngjo
- S0167947323001640 Probability of default estimation in credit risk using mixture cure models
by Peláez, Rebeca & Van Keilegom, Ingrid & Cao, Ricardo & Vilar, Juan M.
2023, Volume 188, Issue C
- S0167947323001214 A novel spatio-temporal clustering algorithm with applications on COVID-19 data from the United States
by Deb, Soudeep & Karmakar, Sayar
- S0167947323001263 Goodness-of-fit testing for normal mixture densities
by Bagkavos, Dimitrios & Patil, Prakash N.
- S0167947323001317 Bayesian multivariate nonlinear state space copula models
by Kreuzer, Alexander & Dalla Valle, Luciana & Czado, Claudia
- S0167947323001342 Ensemble LDA via the modified Cholesky decomposition
by Gao, Zhenguo & Wang, Xinye & Kang, Xiaoning
- S0167947323001354 Semi-profiled distributed estimation for high-dimensional partially linear model
by Bao, Yajie & Ren, Haojie
- S0167947323001366 Under-reported time-varying MINAR(1) process for modeling multivariate count series
by Aghabazaz, Zeynab & Kazemi, Iraj
- S0167947323001378 Regional quantile regression for multiple responses
by Park, Seyoung & Kim, Hyunjin & Lee, Eun Ryung
- S016794732300138X Bayesian modeling of spatial integer-valued time series
by Chen, Cathy W.S. & Chen, Chun-Shu & Hsiung, Mo-Hua
2023, Volume 187, Issue C
- S0167947323000956 Partial sufficient variable screening with categorical controls
by Ke, Chenlu & Yang, Wei & Yuan, Qingcong & Li, Lu
- S0167947323000968 Bayesian analysis of longitudinal data via empirical likelihood
by Ouyang, Jiangrong & Bondell, Howard
- S0167947323001044 Estimation of projection pursuit regression via alternating linearization
by Tan, Xin & Zhan, Haoran & Qin, Xu
- S0167947323001056 A distributed community detection algorithm for large scale networks under stochastic block models
by Wu, Shihao & Li, Zhe & Zhu, Xuening
- S0167947323001068 The tenets of quantile-based inference in Bayesian models
by Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika
- S0167947323001081 Transformations in semi-parametric Bayesian synthetic likelihood
by Priddle, Jacob W. & Drovandi, Christopher
- S0167947323001093 Robust estimation for functional quadratic regression models
by Boente, Graciela & Parada, Daniela
- S0167947323001111 On graphical models and convex geometry
by Bar, Haim & Wells, Martin T.
- S0167947323001184 Reparameterization of extreme value framework for improved Bayesian workflow
by Moins, Théo & Arbel, Julyan & Girard, Stéphane & Dutfoy, Anne
- S0167947323001196 The Bayesian regularized quantile varying coefficient model
by Zhou, Fei & Ren, Jie & Ma, Shuangge & Wu, Cen
- S0167947323001202 Online regularized matrix regression with streaming data
by Yang, Yaohong & Zhao, Weihua & Wang, Lei
- S0167947323001226 A partially separable model for dynamic valued networks
by Kei, Yik Lun & Chen, Yanzhen & Madrid Padilla, Oscar Hernan
- S0167947323001238 Communication-efficient estimation of quantile matrix regression for massive datasets
by Yang, Yaohong & Wang, Lei & Liu, Jiamin & Li, Rui & Lian, Heng
- S0167947323001251 Multiclass Laplacian support vector machine with functional analysis of variance decomposition
by Park, Beomjin & Park, Changyi
- S0167947323001275 Potts-Cox survival regression
by Martinez-Vargas, Danae & Murua-Sazo, Alejandro
- S0167947323001299 Principal weighted least square support vector machine: An online dimension-reduction tool for binary classification
by Jang, Hyun Jung & Shin, Seung Jun & Artemiou, Andreas
- S0167947323001305 Fast estimation for generalised multivariate joint models using an approximate EM algorithm
by Murray, James & Philipson, Pete
- S0167947323001329 Conformal prediction bands for two-dimensional functional time series
by Ajroldi, Niccolò & Diquigiovanni, Jacopo & Fontana, Matteo & Vantini, Simone
- S0167947323001330 Online missing value imputation for high-dimensional mixed-type data via generalized factor models
by Liu, Wei & Luo, Lan & Zhou, Ling
- S016794732300107X Multivariate distributional stochastic frontier models
by Schmidt, Rouven & Kneib, Thomas
- S016794732300110X Additive dynamic models for correcting numerical model outputs
by Chen, Yewen & Chang, Xiaohui & Luo, Fangzhi & Huang, Hui
- S016794732300124X Statistical depth for point process via the isometric log-ratio transformation
by Zhou, Xinyu & Ma, Yijia & Wu, Wei
2023, Volume 186, Issue C
2023, Volume 185, Issue C
- S0167947323000683 Indicator-based Bayesian variable selection for Gaussian process models in computer experiments
by Zhang, Fan & Chen, Ray-Bing & Hung, Ying & Deng, Xinwei
- S0167947323000683 Indicator-based Bayesian variable selection for Gaussian process models in computer experiments
by Zhang, Fan & Chen, Ray-Bing & Hung, Ying & Deng, Xinwei
- S0167947323000695 Exceedance control of the false discovery proportion via high precision inversion method of Berk-Jones statistics
by Miecznikowski, Jeffrey C. & Wang, Jiefei
- S0167947323000695 Exceedance control of the false discovery proportion via high precision inversion method of Berk-Jones statistics
by Miecznikowski, Jeffrey C. & Wang, Jiefei
- S0167947323000701 Semiparametric model averaging method for survival probability predictions of patients
by Li, Mengyu & Wang, Xiaoguang
- S0167947323000701 Semiparametric model averaging method for survival probability predictions of patients
by Li, Mengyu & Wang, Xiaoguang
- S0167947323000713 Accelerating inference for stochastic kinetic models
by Lowe, Tom E. & Golightly, Andrew & Sherlock, Chris
- S0167947323000713 Accelerating inference for stochastic kinetic models
by Lowe, Tom E. & Golightly, Andrew & Sherlock, Chris
- S0167947323000725 Estimation of multivariate tail quantities
by Li, Xiaoting & Joe, Harry
- S0167947323000725 Estimation of multivariate tail quantities
by Li, Xiaoting & Joe, Harry
- S0167947323000737 Neural networks for parameter estimation in intractable models
by Lenzi, Amanda & Bessac, Julie & Rudi, Johann & Stein, Michael L.
- S0167947323000737 Neural networks for parameter estimation in intractable models
by Lenzi, Amanda & Bessac, Julie & Rudi, Johann & Stein, Michael L.
- S0167947323000749 Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation
by Meng, Rui & Yang, Fan & Kim, Won Hwa
- S0167947323000749 Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation
by Meng, Rui & Yang, Fan & Kim, Won Hwa
- S0167947323000750 Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance
by Bee, Marco
- S0167947323000750 Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance
by Bee, Marco
- S0167947323000762 Mediation analysis for high-dimensional mediators and outcomes with an application to multimodal imaging data
by Zhao, Zhiwei & Chen, Chixiang & Adhikari, Bhim Mani & Hong, L. Elliot & Kochunov, Peter & Chen, Shuo
- S0167947323000762 Mediation analysis for high-dimensional mediators and outcomes with an application to multimodal imaging data
by Zhao, Zhiwei & Chen, Chixiang & Adhikari, Bhim Mani & Hong, L. Elliot & Kochunov, Peter & Chen, Shuo
- S0167947323000774 Functional clustering methods for binary longitudinal data with temporal heterogeneity
by Sohn, Jinwon & Jeong, Seonghyun & Cho, Young Min & Park, Taeyoung
- S0167947323000774 Functional clustering methods for binary longitudinal data with temporal heterogeneity
by Sohn, Jinwon & Jeong, Seonghyun & Cho, Young Min & Park, Taeyoung
- S0167947323000786 Predictive performance of psychological tests: Is it better to use items than subscales?
by Pratiwi, Bunga C. & Dusseldorp, Elise & Karch, Julian D. & de Rooij, Mark
- S0167947323000786 Predictive performance of psychological tests: Is it better to use items than subscales?
by Pratiwi, Bunga C. & Dusseldorp, Elise & Karch, Julian D. & de Rooij, Mark
- S0167947323000798 Max-sum test based on Spearman's footrule for high-dimensional independence tests
by Shi, Xiangyu & Xu, Min & Du, Jiang
- S0167947323000798 Max-sum test based on Spearman's footrule for high-dimensional independence tests
by Shi, Xiangyu & Xu, Min & Du, Jiang
- S0167947323000804 Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
by Moscovich, Amit
- S0167947323000804 Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
by Moscovich, Amit
- S0167947323000907 Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
by Zhao, Kaige & Zou, Tingting & Zheng, Shurong & Chen, Jing
- S0167947323000907 Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
by Zhao, Kaige & Zou, Tingting & Zheng, Shurong & Chen, Jing
- S0167947323000920 Online renewable smooth quantile regression
by Sun, Xiaofei & Wang, Hongwei & Cai, Chao & Yao, Mei & Wang, Kangning
- S0167947323000920 Online renewable smooth quantile regression
by Sun, Xiaofei & Wang, Hongwei & Cai, Chao & Yao, Mei & Wang, Kangning
2023, Volume 184, Issue C
- S0167947323000518 Subsampling based variable selection for generalized linear models
by Capanu, Marinela & Giurcanu, Mihai & Begg, Colin B. & Gönen, Mithat
- S0167947323000531 Estimating heterogeneous causal effects in observational studies using small area predictors
by Ranjbar, Setareh & Salvati, Nicola & Pacini, Barbara
- S0167947323000543 Weighted least squares model averaging for accelerated failure time models
by Dong, Qingkai & Liu, Binxia & Zhao, Hui
- S0167947323000555 Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models
by Wang, Xuqin & Li, Muyi
- S0167947323000567 Functional principal component analysis for partially observed elliptical process
by Park, Yeonjoo & Kim, Hyunsung & Lim, Yaeji
- S0167947323000579 How to implement signed-rank wilcox.test() type procedures when a center of symmetry is unknown
by Vexler, Albert & Gao, Xinyu & Zhou, Jiaojiao
- S0167947323000580 Accelerate the warm-up stage in the Lasso computation via a homotopic approach
by Zhao, Yujie & Huo, Xiaoming
- S016794732300052X Small area estimation of general finite-population parameters based on grouped data
by Kawakubo, Yuki & Kobayashi, Genya
2023, Volume 183, Issue C
2023, Volume 182, Issue C
- S0167947323000129 Explaining classifiers with measures of statistical association
by Borgonovo, Emanuele & Ghidini, Valentina & Hahn, Roman & Plischke, Elmar
- S0167947323000130 Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis
by Wang, Kai Y.K. & Chen, Cathy W.S. & So, Mike K.P.
- S0167947323000142 Regularized regression for two phase failure time studies
by Soave, David & Lawless, Jerald F.
- S0167947323000154 Order determination for spiked-type models with a divergent number of spikes
by Zeng, Yicheng & Zhu, Lixing
- S0167947323000166 Change-point testing for parallel data sets with FDR control
by Cui, Junfeng & Wang, Guanghui & Zou, Changliang & Wang, Zhaojun
- S0167947323000178 Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates
by Roy, Arkaprava & Sarkar, Abhra
- S0167947323000191 Two-sample nonparametric test for proportional reversed hazards
by Khan, Ruhul Ali
- S0167947323000221 Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
by Zou, Yuye & Wu, Chengxin
- S0167947323000233 GMM estimation of partially linear additive spatial autoregressive model
by Cheng, Suli & Chen, Jianbao
- S0167947323000245 Imputed quantile tensor regression for near-sited spatial-temporal data
by Liang, Jinwen & Härdle, Wolfgang Karl & Tian, Maozai
- S0167947323000257 SMLSOM: The shrinking maximum likelihood self-organizing map
by Motegi, Ryosuke & Seki, Yoichi
- S0167947323000269 Density estimation for spherical data using nonparametric mixtures
by Xu, Danli & Wang, Yong
- S0167947323000348 How to test the missing data mechanism in a hidden Markov model
by Chassan, Malika & Concordet, Didier
- S0167947323000385 Semiparametric function-on-function quantile regression model with dynamic single-index interactions
by Zhu, Hanbing & Zhang, Yuanyuan & Li, Yehua & Lian, Heng
- S016794732300018X On a nonlinear extension of the principal fitted component model
by Song, Jun & Kim, Kyongwon & Yoo, Jae Keun
- S016794732300021X Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
by Andersson, Björn & Jin, Shaobo & Zhang, Maoxin
2023, Volume 181, Issue C
- S0167947322002018 Identification of microbial features in multivariate regression under false discovery rate control
by Srinivasan, Arun & Xue, Lingzhou & Zhan, Xiang
- S0167947322002638 On the optimal binary classifier with an application
by López-Díaz, María Concepción & López-Díaz, Miguel & Martínez-Fernández, Sergio
- S0167947322002651 A Gaussian copula joint model for longitudinal and time-to-event data with random effects
by Zhang, Zili & Charalambous, Christiana & Foster, Peter
- S0167947322002663 An impartial trimming algorithm for robust circle fitting
by Greco, Luca & Pacillo, Simona & Maresca, Piera
- S0167947322002675 Functional classification of bitcoin addresses
by Febrero-Bande, Manuel & González-Manteiga, Wenceslao & Prallon, Brenda & Saporito, Yuri F.
- S0167947322002687 Local inference for functional linear mixed models
by Pini, Alessia & Sørensen, Helle & Tolver, Anders & Vantini, Simone
- S0167947322002699 Efficient permutation testing of variable importance measures by the example of random forests
by Hapfelmeier, Alexander & Hornung, Roman & Haller, Bernhard
- S0167947323000014 Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models
by Sui, Yuelei & Holan, Scott H. & Yang, Wen-Hsi
- S0167947323000026 Densely connected sub-Gaussian linear structural equation model learning via ℓ1- and ℓ2-regularized regressions
by Choi, Semin & Kim, Yesool & Park, Gunwoong
- S0167947323000038 A new avenue for Bayesian inference with INLA
by Van Niekerk, Janet & Krainski, Elias & Rustand, Denis & Rue, Håvard
2023, Volume 180, Issue C
- S0167947322001906 Empirical Gittins index strategies with ε-explorations for multi-armed bandit problems
by Li, Xiao & Li, Yuqiang & Wu, Xianyi
- S0167947322001967 Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
by Liu, Ran & Zhu, Lixing
- S0167947322001980 Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening
by Li, Lu & Ke, Chenlu & Yin, Xiangrong & Yu, Zhou
- S0167947322002298 Jackstraw inference for AJIVE data integration
by Yang, Xi & Hoadley, Katherine A. & Hannig, Jan & Marron, J.S.
- S0167947322002389 BART-based inference for Poisson processes
by Lamprinakou, Stamatina & Barahona, Mauricio & Flaxman, Seth & Filippi, Sarah & Gandy, Axel & McCoy, Emma J.
- S0167947322002407 Adjusting for unmeasured confounding in survival causal effect using validation data
by Cao, Yongxiu & Yu, Jichang
- S0167947322002419 Robust mixture regression modeling based on the normal mean-variance mixture distributions
by Naderi, Mehrdad & Mirfarah, Elham & Wang, Wan-Lun & Lin, Tsung-I
- S0167947322002420 Covariate dependent Beta-GOS process
by Chen, Kunzhi & Shen, Weining & Zhu, Weixuan
- S0167947322002432 Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data
by Gangloff, Hugo & Morales, Katherine & Petetin, Yohan
- S0167947322002444 Covariate-modulated large-scale multiple testing under dependence
by Wang, Jiangzhou & Cui, Tingting & Zhu, Wensheng & Wang, Pengfei
- S0167947322002456 Polya tree Monte Carlo method
by Zhuang, Haoxin & Diao, Liqun & Yi, Grace Y.
- S0167947322002468 Projection expectile regression for sufficient dimension reduction
by Soale, Abdul-Nasah
- S0167947322002481 Fast and fully-automated histograms for large-scale data sets
by Zelaya Mendizábal, Valentina & Boullé, Marc & Rossi, Fabrice
- S0167947322002584 Systematic enumeration of two-level even-odd designs of strength 3
by Eendebak, Pieter T. & Schoen, Eric D. & Vazquez, Alan R. & Goos, Peter
- S0167947322002596 Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
by D'Angelo, Nicoletta & Adelfio, Giada & Mateu, Jorge
- S0167947322002602 The multi-aspect tests in the presence of ties
by Yamaguchi, Hikaru & Murakami, Hidetoshi
- S0167947322002626 Dimension reduction in time series under the presence of conditional heteroscedasticity
by da Silva, Murilo & Sriram, T.N. & Ke, Yuan
- S016794732200202X Estimation of predictive performance in high-dimensional data settings using learning curves
by Goedhart, Jeroen M. & Klausch, Thomas & van de Wiel, Mark A.
- S016794732200247X Spatial heterogeneity automatic detection and estimation
by Wang, Xin & Zhu, Zhengyuan & Zhang, Hao Helen
- S016794732200264X Unified model-free interaction screening via CV-entropy filter
by Xiong, Wei & Chen, Yaxian & Ma, Shuangge
2023, Volume 179, Issue C
- S0167947322002031 Multilevel mediation analysis with structured unmeasured mediator-outcome confounding
by Zhao, Yi & Luo, Xi
- S0167947322002043 A sparse additive model for high-dimensional interactions with an exposure variable
by Bhatnagar, Sahir R. & Lu, Tianyuan & Lovato, Amanda & Olds, David L. & Kobor, Michael S. & Meaney, Michael J. & O'Donnell, Kieran & Yang, Archer Y. & Greenwood, Celia M.T.
- S0167947322002055 Group symmetric Latin hypercube designs for symmetrical global sensitivity analysis
by Wang, Xiaodi & Huang, Hengzhen
- 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
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