Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only.
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: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Content
2013, Volume 64, Issue C
- 71-86 Minimum disparity estimation: Improved efficiency through inlier modification
by Mandal, Abhijit & Basu, Ayanendranath
- 87-98 Simultaneous confidence intervals for comparing margins of multivariate binary data
by Klingenberg, Bernhard & Satopää, Ville
- 99-112 Monitoring the covariance matrix with fewer observations than variables
by Maboudou-Tchao, Edgard M. & Agboto, Vincent
- 113-131 Bispectral-based methods for clustering time series
by Harvill, Jane L. & Ravishanker, Nalini & Ray, Bonnie K.
- 132-152 Stable graphical model estimation with Random Forests for discrete, continuous, and mixed variables
by Fellinghauer, Bernd & Bühlmann, Peter & Ryffel, Martin & von Rhein, Michael & Reinhardt, Jan D.
- 153-164 Linear regression models with slash-elliptical errors
by Alcantara, Izabel Cristina & Cysneiros, Francisco José A.
- 165-179 Generalised interval estimation in the random effects meta regression model
by Friedrich, Thomas & Knapp, Guido
- 180-191 Two step composite quantile regression for single-index models
by Jiang, Rong & Zhou, Zhan-Gong & Qian, Wei-Min & Chen, Yong
- 192-208 A Bayesian multivariate probit for ordinal data with semiparametric random-effects
by Kim, Jung Seek & Ratchford, Brian T.
- 209-219 Conjugate priors and variable selection for Bayesian quantile regression
by Alhamzawi, Rahim & Yu, Keming
- 220-236 A predictive deviance criterion for selecting a generative model in semi-supervised classification
by Vandewalle, Vincent & Biernacki, Christophe & Celeux, Gilles & Govaert, Gérard
- 237-252 Bayesian inference in nonlinear mixed-effects models using normal independent distributions
by Lachos, Victor H. & Castro, Luis M. & Dey, Dipak K.
- 253-268 An empirical study of tests for uniformity in multidimensional data
by Petrie, Adam & Willemain, Thomas R.
- 269-280 Statistical inference on survival data in group-parallel clinical trials with treatment switching
by Ding, Chang & Tse, Siu-keung & Yang, Ronghai
- 281-298 Logistic regression with weight grouping priors
by Korzeń, M. & Jaroszewicz, S. & Klęsk, P.
- 299-313 Objective Bayesian analysis for bivariate Marshall–Olkin exponential distribution
by Guan, Qiang & Tang, Yincai & Xu, Ancha
2013, Volume 63, Issue C
- 1-15 Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data
by Marchant, Carolina & Bertin, Karine & Leiva, Víctor & Saulo, Helton
- 16-30 Performance of parametric survival models under non-random interval censoring: A simulation study
by Pantazis, Nikos & Kenward, Michael G. & Touloumi, Giota
- 31-41 Multiple choice from competing regression models under multicollinearity based on standardized update
by Ueki, Masao & Kawasaki, Yoshinori
- 42-49 Robust variable selection through MAVE
by Yao, Weixin & Wang, Qin
- 50-62 A quantile approach to the power transformed location–scale model
by Grace Hong, Hyokyoung
- 63-80 Recent progress in the nonparametric estimation of monotone curves—With applications to bioassay and environmental risk assessment
by Bhattacharya, Rabi & Lin, Lizhen
- 81-98 Unsupervised data classification using pairwise Markov chains with automatic copulas selection
by Derrode, Stéphane & Pieczynski, Wojciech
- 99-112 Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality
by Lian, Heng & Li, Jianbo & Hu, Yuao
- 113-124 Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system
by Gilardoni, Gustavo L. & Oliveira, Maristela D. de & Colosimo, Enrico A.
- 125-138 Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach
by Liseo, Brunero & Parisi, Antonio
- 139-147 Sufficient dimension reduction in multivariate regressions with categorical predictors
by Hilafu, Haileab & Yin, Xiangrong
- 148-159 Efficient estimation of the mode of continuous multivariate data
by Hsu, Chih-Yuan & Wu, Tiee-Jian
2013, Volume 62, Issue C
- 1-10 Clustering through empirical likelihood ratio
by Melnykov, Volodymyr & Shen, Gang
- 11-25 Smallest Pareto confidence regions and applications
by Fernández, Arturo J.
- 26-38 A coordinate descent MM algorithm for fast computation of sparse logistic PCA
by Lee, Seokho & Huang, Jianhua Z.
- 39-51 Estimation of the volume under the ROC surface with three ordinal diagnostic categories
by Kang, Le & Tian, Lili
- 52-69 Kalman filter estimation for a regression model with locally stationary errors
by Ferreira, Guillermo & Rodríguez, Alejandro & Lagos, Bernardo
- 70-82 Adaptive profile-empirical-likelihood inferences for generalized single-index models
by Huang, Zhensheng & Pang, Zhen & Zhang, Riquan
- 83-92 A class of inference procedures for validating the generalized Koziol–Green model with recurrent events
by Adekpedjou, Akim & Stocker, Russell & De Mel, Withanage A.
- 93-107 Multivariate regression shrinkage and selection by canonical correlation analysis
by An, Baiguo & Guo, Jianhua & Wang, Hansheng
- 108-121 Bayesian planning and inference of a progressively censored sample from linear hazard rate distribution
by Sen, Ananda & Kannan, Nandini & Kundu, Debasis
- 122-135 Sparse regularized local regression
by Vidaurre, Diego & Bielza, Concha & Larrañaga, Pedro
- 136-148 Bandwidth selection for backfitting estimation of semiparametric additive models: A simulation study
by Häggström, Jenny
- 149-170 A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function
by Lemonte, Artur J.
- 171-180 Estimation of the accelerated failure time frailty model under generalized gamma frailty
by Chen, Pengcheng & Zhang, Jiajia & Zhang, Riquan
- 181-187 A partial spline approach for semiparametric estimation of varying-coefficient partially linear models
by Kim, Young-Ju
2013, Volume 61, Issue C
- 1-6 A numerical investigation of the accuracy of parametric bootstrap for discrete data
by Lloyd, Chris J.
- 7-21 A comparison between Markov approximations and other methods for large spatial data sets
by Bolin, David & Lindgren, Finn
- 22-37 Efficient two-dimensional smoothing with P-spline ANOVA mixed models and nested bases
by Lee, Dae-Jin & Durbán, María & Eilers, Paul
- 38-49 Fiducial-based tolerance intervals for some discrete distributions
by Mathew, Thomas & Young, Derek S.
- 50-66 Generative models for functional data using phase and amplitude separation
by Tucker, J. Derek & Wu, Wei & Srivastava, Anuj
- 67-82 Score tests for zero-inflation and overdispersion in two-level count data
by Lim, Hwa Kyung & Song, Juwon & Jung, Byoung Cheol
- 83-98 A pure L1-norm principal component analysis
by Brooks, J.P. & Dulá, J.H. & Boone, E.L.
- 99-106 Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions
by Bedrick, Edward J. & Hossain, Anwar
- 107-123 Bandwidth selection for kernel density estimation with doubly truncated data
by Moreira, C. & Van Keilegom, I.
- 124-136 A fast algorithm for robust constrained clustering
by Fritz, Heinrich & García-Escudero, Luis A. & Mayo-Iscar, Agustín
- 137-147 Mixed beta regression: A Bayesian perspective
by Figueroa-Zúñiga, Jorge I. & Arellano-Valle, Reinaldo B. & Ferrari, Silvia L.P.
- 148-157 A hyper-Poisson regression model for overdispersed and underdispersed count data
by Sáez-Castillo, A.J. & Conde-Sánchez, A.
- 158-173 Estimation of a regression spline sample selection model
by Marra, Giampiero & Radice, Rosalba
- 174-186 Automatic variable selection for longitudinal generalized linear models
by Li, Gaorong & Lian, Heng & Feng, Sanying & Zhu, Lixing
- 187-198 Prediction of sea surface temperature in the tropical Atlantic by support vector machines
by Lins, Isis Didier & Araujo, Moacyr & Moura, Márcio das Chagas & Silva, Marcus André & Droguett, Enrique López
- 199-210 On sufficient conditions for mean residual life and related orders
by Belzunce, Félix & Martínez-Riquelme, Carolina & Ruiz, José M.
2013, Volume 60, Issue C
- 1-11 Exactly computing bivariate projection depth contours and median
by Liu, Xiaohui & Zuo, Yijun & Wang, Zhizhong
- 12-31 Improved Bayesian inference for the stochastic block model with application to large networks
by McDaid, Aaron F. & Murphy, Thomas Brendan & Friel, Nial & Hurley, Neil J.
- 32-49 A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples
by Liu, Shen & Maharaj, Elizabeth Ann
- 50-69 A new variable selection approach using Random Forests
by Hapfelmeier, A. & Ulm, K.
- 70-79 Advances in seeded dimension reduction: Bootstrap criteria and extensions
by Yoo, Jae Keun
- 80-89 Group variable selection and estimation in the tobit censored response model
by Liu, Xianhui & Wang, Zhanfeng & Wu, Yaohua
- 90-96 Objective Bayesian higher-order asymptotics in models with nuisance parameters
by Ventura, Laura & Sartori, Nicola & Racugno, Walter
- 97-110 A Bayesian semiparametric model for volatility with a leverage effect
by Delatola, E.-I. & Griffin, J.E.
- 111-122 An expected power approach for the assessment of composite endpoints and their components
by Rauch, G. & Kieser, M.
- 123-131 A new class of generalized log rank tests for interval-censored failure time data
by Zhao, Xingqiu & Duan, Ran & Zhao, Qiang & Sun, Jianguo
- 132-145 Assessing agreement with intraclass correlation coefficient and concordance correlation coefficient for data with repeated measures
by Chen, Chia-Cheng & Barnhart, Huiman X.
- 146-156 Bayesian dynamic models for space–time point processes
by Reis, Edna A. & Gamerman, Dani & Paez, Marina S. & Martins, Thiago G.
- 157-168 Most powerful rank tests for perfect rankings
by Frey, Jesse & Wang, Le
- 169-178 Sample size requirements to detect an intervention by time interaction in longitudinal cluster randomized clinical trials with random slopes
by Heo, Moonseong & Xue, Xiaonan & Kim, Mimi Y.
2013, Volume 59, Issue C
- 1-12 Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
by Hertel, Ida & Kohler, Michael
- 13-27 Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments
by Karl, Andrew T. & Yang, Yan & Lohr, Sharon L.
- 28-40 Tuning parameter selection in sparse regression modeling
by Hirose, Kei & Tateishi, Shohei & Konishi, Sadanori
- 41-51 On computing the distribution function for the Poisson binomial distribution
by Hong, Yili
- 52-69 Selecting and estimating regular vine copulae and application to financial returns
by Dißmann, J. & Brechmann, E.C. & Czado, C. & Kurowicka, D.
- 70-81 Bootstrapping for highly unbalanced clustered data
by Samanta, Mayukh & Welsh, A.H.
- 82-94 Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination
by Gromenko, Oleksandr & Kokoszka, Piotr
- 95-102 A new semiparametric estimation method for accelerated hazards mixture cure model
by Zhang, Jiajia & Peng, Yingwei & Li, Haifen
- 103-120 Estimation in linear regression models with measurement errors subject to single-indexed distortion
by Zhang, Jun & Gai, Yujie & Wu, Ping
- 121-133 Testing structural change in partially linear single-index models with error-prone linear covariates
by Huang, Zhensheng & Pang, Zhen & Hu, Tao
- 134-143 Analysis of presence-only data via semi-supervised learning approaches
by Wang, Junhui & Fang, Yixin
- 144-160 Simultaneous multifactor DIF analysis and detection in Item Response Theory
by Gonçalves, F.B. & Gamerman, D. & Soares, T.M.
- 161-170 Influence diagnostics in generalized symmetric linear models
by Villegas, Cristian & Paula, Gilberto A. & Cysneiros, Francisco José A. & Galea, Manuel
- 171-179 Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations
by Lee, Donghwan & Lee, Youngjo & Paik, Myunghee Cho & Kenward, Michael G.
- 180-182 The Cicchetti–Allison weighting matrix is positive definite
by Warrens, Matthijs J.
2013, Volume 58, Issue C
- 4-14 Removing seasonality under a changing regime: Filtering new car sales
by Thornton, Michael A.
- 15-26 An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options
by Li, Junye
- 27-44 Identifying anomalous signals in GPS data using HMMs: An increased likelihood of earthquakes?
by Wang, Ting & Bebbington, Mark
- 45-57 Extracting common pulse-like signals from multiple ice core time series
by Gazeaux, Julien & Batista, Deborah & Ammann, Caspar M. & Naveau, Philippe & Jégat, Cyrille & Gao, Chaochao
- 58-70 Sequential estimation of mixtures of structured autoregressive models
by Prado, Raquel
- 71-81 A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms
by Ramírez-Cobo, Pepa & Vidakovic, Brani
- 82-97 A three-state recursive sequential Bayesian algorithm for biosurveillance
by Zamba, K.D. & Tsiamyrtzis, Panagiotis & Hawkins, Douglas M.
- 98-113 Description length and dimensionality reduction in functional data analysis
by Poskitt, D.S. & Sengarapillai, Arivalzahan
- 114-126 Trend filtering via empirical mode decompositions
by Moghtaderi, Azadeh & Flandrin, Patrick & Borgnat, Pierre
- 127-138 Mixture ensemble Kalman filters
by Frei, Marco & Künsch, Hans R.
- 139-146 Widely linear prediction for transfer function models based on the infinite past
by Navarro-Moreno, Jesús & Moreno-Kaiser, Javier & Fernández-Alcalá, Rosa María & Ruiz-Molina, Juan Carlos
- 147-161 Noise space decomposition method for two-dimensional sinusoidal model
by Nandi, Swagata & Kundu, Debasis & Srivastava, Rajesh Kumar
- 162-176 A generative model for rank data based on insertion sort algorithm
by Biernacki, Christophe & Jacques, Julien
- 177-186 The computation of bivariate normal and t probabilities, with application to comparisons of three normal means
by Kim, Jongphil
- 187-200 Approximate posterior distributions for convolutional two-level hidden Markov models
by Rimstad, Kjartan & Omre, Henning
- 201-209 Exact statistical power for response adaptive designs
by Yi, Yanqing
- 210-226 A consistent method of estimation for the three-parameter Weibull distribution
by Nagatsuka, Hideki & Kamakura, Toshinari & Balakrishnan, N.
- 227-241 Detection, classification and estimation of individual shapes in 2D and 3D point clouds
by Su, J. & Srivastava, A. & Huffer, F.W.
- 242-256 Minimum distance estimation of ARFIMA processes
by Zevallos, Mauricio & Palma, Wilfredo
- 257-264 Modeling time-dependent overdispersion in longitudinal count data
by Ye, Fei & Yue, Chen & Yang, Ying
- 265-275 Simultaneous confidence intervals for multiple comparisons among expected values of log-normal variables
by Schaarschmidt, Frank
- 276-282 A procedure for finding an improved upper bound on the number of optimal design points
by Hyun, Seung Won & Yang, Min & Flournoy, Nancy
- 283-291 Sample size calculation for comparing time-averaged responses in k-group repeated-measurement studies
by Zhang, Song & Ahn, Chul
- 292-307 Spatial interaction models with individual-level data for explaining labor flows and developing local labor markets
by Chakraborty, A. & Beamonte, M.A. & Gelfand, A.E. & Alonso, M.P. & Gargallo, P. & Salvador, M.
- 308-325 Small area estimation with spatio-temporal Fay–Herriot models
by Marhuenda, Yolanda & Molina, Isabel & Morales, Domingo
- 326-338 Resistant estimates for high dimensional and functional data based on random projections
by Fraiman, Ricardo & Svarc, Marcela
- 339-351 SURE-tuned tapering estimation of large covariance matrices
by Yi, Feng & Zou, Hui
- 352-367 The compound class of extended Weibull power series distributions
by Silva, Rodrigo B. & Bourguignon, Marcelo & Dias, Cícero R.B. & Cordeiro, Gauss M.
- 368-382 Smoothing survival densities in practice
by Gámiz Pérez, M. Luz & Martínez Miranda, María Dolores & Nielsen, Jens Perch
- 383-396 A semiparametric approach to source separation using independent component analysis
by Eloyan, Ani & Ghosh, Sujit K.
- 397-406 Comparison among run order algorithms for sequential factorial experiments
by Hilow, Hisham
- 407-419 Optimal reduction of a spatial monitoring grid: Proposals and applications in process control
by Borgoni, Riccardo & Radaelli, Luigi & Tritto, Valeria & Zappa, Diego
2013, Volume 57, Issue 1
- 1-16 Minimum quadratic distance density estimation using nonparametric mixtures
by Chee, Chew-Seng & Wang, Yong
- 17-32 Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128
by Chattopadhyay, Asis Kumar & Mondal, Saptarshi & Chattopadhyay, Tanuka
- 33-40 Robust estimation for panel count data with informative observation times
by Zhao, Xingqiu & Tong, Xingwei & Sun, Jianguo
- 41-51 An EM algorithm for the proportional hazards model with doubly censored data
by Kim, Yongdai & Kim, Joungyoun & Jang, Woncheol
- 52-58 On simulating Balakrishnan skew-normal variates
by Teimouri, Mahdi & Nadarajah, Saralees
- 59-67 A maximum entropy type test of fit: Composite hypothesis case
by Lee, Sangyeol
- 68-81 Improved Birnbaum–Saunders inference under type II censoring
by Barreto, Larissa Santana & Cysneiros, Audrey H.M.A. & Cribari-Neto, Francisco
- 82-94 Hyperparameter estimation and plug-in kernel density estimates for maximum a posteriori land-cover classification with multiband satellite data
by Stover, Jason H. & Ulm, Matthew C.
- 95-111 Exact methods for variable selection in principal component analysis: Guide functions and pre-selection
by Pacheco, Joaquín & Casado, Silvia & Porras, Santiago
- 112-124 Statistical analysis of discrete-valued time series using categorical ARMA models
by Song, Peter X.-K. & Freeland, R. Keith & Biswas, Atanu & Zhang, Shulin
- 125-140 Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
by Kim, Byungsoo & Lee, Sangyeol
- 141-148 Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means
by Liu, W. & Ah-Kine, P. & Bretz, F. & Hayter, A.J.
- 149-165 Simulating the characteristics of populations at the small area level: New validation techniques for a spatial microsimulation model in Australia
by Rahman, Azizur & Harding, Ann & Tanton, Robert & Liu, Shuangzhe
- 166-209 Hybrid censoring: Models, inferential results and applications
by Balakrishnan, N. & Kundu, Debasis
- 210-222 Association estimation for clustered failure time data with a cure fraction
by Chen, Chyong-Mei & Lu, Tai-Fang C. & Hsu, Chao-Min
- 223-232 Sparse sufficient dimension reduction using optimal scoring
by Wang, Tao & Zhu, Lixing
- 233-245 A hierarchical Bayesian approach for the analysis of longitudinal count data with overdispersion: A simulation study
by Aregay, Mehreteab & Shkedy, Ziv & Molenberghs, Geert
- 246-261 Some tests for detecting trends based on the modified Baumgartner–Weiß–Schindler statistics
by Shan, Guogen & Ma, Changxing & Hutson, Alan D. & Wilding, Gregory E.
- 262-270 A multivariate control quantile test using data depth
by Liu, Zhenyu & Modarres, Reza & Yang, Mengta
- 271-281 Bayes estimation for the Marshall–Olkin bivariate Weibull distribution
by Kundu, Debasis & Gupta, Arjun K.
- 282-296 Interpretable dimension reduction for classifying functional data
by Tian, Tian Siva & James, Gareth M.
- 297-308 Testing the significance of index parameters in varying-coefficient single-index models
by Wong, Heung & Zhang, Riquan & Leung, Bartholomew & Huang, Zhensheng
- 309-319 Testing the fit of the logistic model for matched case-control studies
by Chen, Li-Ching & Wang, Jiun-Yi
- 320-335 Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data
by Drovandi, Christopher C. & McGree, James M. & Pettitt, Anthony N.
- 336-348 Statistical inference and visualization in scale-space using local likelihood
by Park, Cheolwoo & Huh, Jib
- 349-363 The robustness of the hyperbolic efficiency estimator
by Bruffaerts, C. & De Rock, B. & Dehon, C.
- 364-376 Full bandwidth matrix selectors for gradient kernel density estimate
by Horová, Ivana & Koláček, Jan & Vopatová, Kamila
- 377-391 Drift mining in data: A framework for addressing drift in classification
by Hofer, Vera & Krempl, Georg
- 392-403 Limited information estimation in binary factor analysis: A review and extension
by Wu, Jianmin & Bentler, Peter M.
- 404-416 Λ-neighborhood wavelet shrinkage
by Reményi, Norbert & Vidakovic, Brani
- 417-428 Parameter estimation for multivariate diffusion systems
by Varughese, Melvin M.
- 429-434 A note on the lack of symmetry in the graphical lasso
by Rolfs, Benjamin T. & Rajaratnam, Bala
- 435-449 Variable selection in quantile varying coefficient models with longitudinal data
by Tang, Yanlin & Wang, Huixia Judy & Zhu, Zhongyi
- 450-464 Influence diagnostics in linear and nonlinear mixed-effects models with censored data
by Matos, Larissa A. & Lachos, Victor H. & Balakrishnan, N. & Labra, Filidor V.
- 465-478 An efficient proposal distribution for Metropolis–Hastings using a B-splines technique
by Shao, Wei & Guo, Guangbao & Meng, Fanyu & Jia, Shuqin
- 479-490 Halfline tests for multivariate one-sided alternatives
by Lu, Zeng-Hua
- 491-503 Variable selection in the additive rate model for recurrent event data
by Chen, Xiaolin & Wang, Qihua
- 504-517 An EM algorithm for continuous-time bivariate Markov chains
by Mark, Brian L. & Ephraim, Yariv
- 518-535 A simple generalisation of the Hill estimator
by Fátima Brilhante, M. & Ivette Gomes, M. & Pestana, Dinis
- 536-548 One-step robust estimation of fixed-effects panel data models
by Aquaro, M. & Čížek, P.
- 549-557 Likelihood inference in generalized linear mixed measurement error models
by Torabi, Mahmoud
- 558-569 Assessing model adequacy in possibly misspecified quantile regression
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 570-588 Stochastic models for multiple pathways of temporal natural history on co-morbidity of chronic disease
by Yen, Amy Ming-Fang & Chen, Hsiu-Hsi
- 589-599 Modeling respiratory illnesses with change point: A lesson from the SARS epidemic in Hong Kong
by Wong, Heung & Shao, Quanxi & Ip, Wai-cheung
- 600-614 A Bayesian model averaging approach to analyzing categorical data with nonignorable nonresponse
by Janicki, Ryan & Malec, Donald
- 615-630 Smoothed rank correlation of the linear transformation regression model
by Lin, Huazhen & Peng, Heng
- 631-644 An extended variable inclusion and shrinkage algorithm for correlated variables
by Mkhadri, Abdallah & Ouhourane, Mohamed
- 645-660 On Crevecoeur’s bathtub-shaped failure rate model
by Liu, Junfeng & Wang, Yi
- 661-671 Variational Bayesian inference for the Latent Position Cluster Model for network data
by Salter-Townshend, Michael & Murphy, Thomas Brendan
- 672-683 Parameter estimation for growth interaction processes using spatio-temporal information
by Redenbach, Claudia & Särkkä, Aila
- 684-698 Change point models for cognitive tests using semi-parametric maximum likelihood
by van den Hout, Ardo & Muniz-Terrera, Graciela & Matthews, Fiona E.
2012, Volume 56, Issue 12
- 3809-3820 Mixtures of Gaussian wells: Theory, computation, and application
by Manolopoulou, Ioanna & Kepler, Thomas B. & Merl, Daniel M.
- 3821-3842 A new similarity measure for nonlocal filtering in the presence of multiplicative noise
by Teuber, T. & Lang, A.
- 3843-3864 Computational aspects of fitting mixture models via the expectation–maximization algorithm
by O’Hagan, Adrian & Murphy, Thomas Brendan & Gormley, Isobel Claire
- 3865-3875 The use of historical controls in estimating simultaneous confidence intervals for comparisons against a concurrent control
by Kitsche, A. & Hothorn, L.A. & Schaarschmidt, F.
- 3876-3886 Nonparametric estimation of quantile density function
by Soni, Pooja & Dewan, Isha & Jain, Kanchan
- 3887-3897 Shape and change point analyses of the Birnbaum–Saunders-t hazard rate and associated estimation
by Azevedo, Cecilia & Leiva, Víctor & Athayde, Emilia & Balakrishnan, N.
- 3898-3908 A plug-in rule for bandwidth selection in circular density estimation
by Oliveira, M. & Crujeiras, R.M. & Rodríguez-Casal, A.
- 3909-3920 EM vs MM: A case study
by Zhou, Hua & Zhang, Yiwen
- 3921-3934 Comparing non-stationary and irregularly spaced time series
by Salcedo, Gladys E. & Porto, Rogério F. & Morettin, Pedro A.
- 3935-3944 Learned-loss boosting
by Hooker, Giles & Ramsay, James O.
- 3945-3958 Bayesian smoothing spline analysis of variance
by Cheng, Chin-I. & Speckman, Paul L.
- 3959-3974 Calibration of computer models with multivariate output
by Paulo, Rui & García-Donato, Gonzalo & Palomo, Jesús
- 3975-3987 Information ratio test for model misspecification on parametric structures in stochastic diffusion models
by Zhang, Shulin & Song, Peter X.-K. & Shi, Daimin & Zhou, Qian M.
- 3988-3999 A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
by Bermúdez, Lluís & Karlis, Dimitris
- 4000-4010 A stickiness coefficient for longitudinal data
by Gottlieb, Andrea & Müller, Hans-Georg
- 4011-4025 Left truncated and right censored Weibull data and likelihood inference with an illustration
by Balakrishnan, N. & Mitra, Debanjan
- 4026-4036 Simulated annealing for higher dimensional projection depth
by Shao, Wei & Zuo, Yijun
- 4037-4046 An alternating direction method for finding Dantzig selectors
by Lu, Zhaosong & Pong, Ting Kei & Zhang, Yong
- 4047-4066 Generalized exponential–power series distributions
by Mahmoudi, Eisa & Jafari, Ali Akbar
- 4067-4080 Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data
by Bartolucci, Francesco & Scaccia, Luisa & Farcomeni, Alessio
- 4081-4096 Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory
by Schaumburg, Julia
- 4097-4110 Bayesian approaches to the model selection problem in the analysis of latent stage-sequential process
by Chung, Hwan & Chang, Hsiu-Ching
- 4111-4121 Model-robust designs for split-plot experiments
by Smucker, Byran J. & Castillo, Enrique del & Rosenberger, James L.
- 4122-4137 Acceleration of the EM algorithm: P-EM versus epsilon algorithm
by Berlinet, A.F. & Roland, Ch.
- 4138-4145 Efficient calculation of test sizes for non-inferiority
by Almendra-Arao, Félix
- 4146-4156 BOPA: A Bayesian hierarchical model for outlier expression detection
by Hong, Zhaoping & Lian, Heng
- 4157-4164 Optimal design for p-value consistent step-up procedures for multiple comparisons with a control in direction-mixed families
by Kwong, Koon Shing & Cheung, Siu Hung
- 4165-4179 Bayesian multi-regime smooth transition regression with ordered categorical variables
by Wang, Jianqiang C. & Holan, Scott H.