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Content
2012, Volume 56, Issue 12
- 4180-4189 Model-based estimation of the attributable risk: A loglinear approach
by Cox, Christopher & Li, Xiuhong
- 4190-4203 A Bayesian approach for generalized random coefficient structural equation models for longitudinal data with adjacent time effects
by Song, Xin-Yuan & Tang, Nian-Sheng & Chow, Sy-Miin
- 4204-4214 Diagnostics for a class of survival regression models with heavy-tailed errors
by Li, Ai-Ping & Xie, Feng-Chang
- 4215-4228 The effect of the nugget on Gaussian process emulators of computer models
by Andrianakis, Ioannis & Challenor, Peter G.
- 4229-4242 A model for integer-valued time series with conditional overdispersion
by Xu, Hai-Yan & Xie, Min & Goh, Thong Ngee & Fu, Xiuju
- 4243-4258 Pairwise likelihood estimation for factor analysis models with ordinal data
by Katsikatsou, Myrsini & Moustaki, Irini & Yang-Wallentin, Fan & Jöreskog, Karl G.
- 4259-4265 Likelihood inference in generalized linear mixed models with two components of dispersion using data cloning
by Torabi, Mahmoud
- 4266-4277 Tales from the tail: Robust estimation of moments of environmental data with one-sided detection limits
by Hsieh, Ping-Hung
- 4278-4289 Evaluation of exponentially weighted moving variance control chart subject to linear drifts
by Huang, Wenpo & Shu, Lianjie & Jiang, Wei
- 4290-4300 Separable linear discriminant analysis
by Zhao, Jianhua & Yu, Philip L.H. & Shi, Lei & Li, Shulan
- 4301-4311 Approximating the tail of the Anderson–Darling distribution
by Grace, Adam W. & Wood, Ian A.
- 4312-4319 Induced smoothing for the semiparametric accelerated hazards model
by Li, Haifen & Zhang, Jiajia & Tang, Yincai
- 4320-4326 Generalized interval estimation for the Birnbaum–Saunders distribution
by Wang, Bing Xing
- 4327-4337 Nonparametric estimation of location and scale parameters
by Potgieter, C.J. & Lombard, F.
- 4338-4347 Epsilon half-normal model: Properties and inference
by Castro, Luis M. & Gómez, Héctor W. & Valenzuela, Maria
- 4348-4365 A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
by Tang, Nian-Sheng & Duan, Xing-De
- 4366-4380 Improved confidence regions based on Edgeworth expansions
by Withers, Christopher S. & Nadarajah, Saralees
- 4381-4398 Investigations into refinements of Storey’s method of multiple hypothesis testing minimising the FDR, and its application to test binomial data
by Nixon, John H.
- 4399-4412 A Bayesian generalized multiple group IRT model with model-fit assessment tools
by Azevedo, Caio L.N. & Andrade, Dalton F. & Fox, Jean-Paul
- 4413-4420 Efficient inferences on the varying-coefficient single-index model with empirical likelihood
by Huang, Zhensheng
- 4421-4432 Parameter estimation in the spatial auto-logistic model with working independent subblocks
by Lim, Johan & Lee, Kiseop & Yu, Donghyeon & Liu, Haiyan & Sherman, Michael
- 4433-4449 Reliability analysis and joint assessment of Brown–Proschan preventive maintenance efficiency and intrinsic wear-out
by Doyen, L.
- 4450-4461 Bootstrap variance estimation with survey data when estimating model parameters
by Beaumont, Jean-François & Charest, Anne-Sophie
- 4462-4469 Investigating the multimodality of multivariate data with principal curves
by Ahmed, Murat O. & Walther, Guenther
- 4470-4483 Optimal computation of 3-D similarity: Gauss–Newton vs. Gauss–Helmert
by Kanatani, Kenichi & Niitsuma, Hirotaka
2012, Volume 56, Issue 11
- 2993-3005 Jump robust daily covariance estimation by disentangling variance and correlation components
by Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe
- 3006-3019 A Bayesian conditional autoregressive geometric process model for range data
by Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S.
- 3020-3034 Detection of structural breaks in linear dynamic panel data models
by De Wachter, Stefan & Tzavalis, Elias
- 3035-3054 Bayesian estimation of generalized hyperbolic skewed student GARCH models
by Deschamps, Philippe J.
- 3055-3069 Modeling dynamic effects of promotion on interpurchase times
by Fok, Dennis & Paap, Richard & Franses, Philip Hans
- 3070-3079 Covariate unit root tests with good size and power
by Fossati, Sebastian
- 3080-3090 On the online estimation of local constant volatilities
by Fried, Roland
- 3091-3104 Econometric analysis of volatile art markets
by Bocart, Fabian Y.R.P. & Hafner, Christian M.
- 3105-3119 Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
by Kleppe, Tore Selland & Skaug, Hans Julius
- 3120-3133 The dynamics of UK and US inflation expectations
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
- 3134-3152 Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
by Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius
- 3153-3181 Estimation of SEM with GARCH errors
by Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir
- 3182-3197 Robust small sample accurate inference in moment condition models
by Lô, Serigne N. & Ronchetti, Elvezio
- 3198-3211 Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
by Luger, Richard
- 3212-3229 Counterfactual distributions of wages via quantile regression with endogeneity
by Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker
- 3230-3240 Optimal control of nonlinear dynamic econometric models: An algorithm and an application
by Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R.
- 3241-3259 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
by Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia
- 3260-3275 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes
by Raknerud, Arvid & Skare, Øivind
- 3276-3285 Robust analysis of default intensity
by Bellini, Tiziano & Riani, Marco
- 3286-3306 On the asymptotic t-test for large nonstationary panel models
by Trapani, Lorenzo
- 3309-3321 An application of shrinkage estimation to the nonlinear regression model
by Ahmed, S. Ejaz & Nicol, Christopher J.
- 3322-3344 Localized level crossing random walk test robust to the presence of structural breaks
by Alexeev, Vitali & Maynard, Alex
- 3345-3365 Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
by Tsay, Ruey S. & Ando, Tomohiro
- 3366-3380 A new class of independence tests for interval forecasts evaluation
by Araújo Santos, P. & Fraga Alves, M.I.
- 3381-3397 Forecasting with spatial panel data
by Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain
- 3398-3414 A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
by Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K.
- 3415-3429 On marginal likelihood computation in change-point models
by Bauwens, Luc & Rombouts, Jeroen V.K.
- 3430-3443 On robust tail index estimation
by Beran, Jan & Schell, Dieter
- 3444-3458 Efficient bootstrap with weakly dependent processes
by Bravo, Francesco & Crudu, Federico
- 3459-3476 Modelling and forecasting wind speed intensity for weather risk management
by Caporin, Massimiliano & Preś, Juliusz
- 3477-3490 Structural model of credit migration
by Chan, Ngai Hang & Wong, Hoi Ying & Zhao, Jing
- 3491-3497 A wavelet-based approach to test for financial market contagion
by Gallegati, Marco
- 3498-3516 Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution
by Chen, Qian & Gerlach, Richard & Lu, Zudi
- 3517-3532 Dynamic risk exposures in hedge funds
by Billio, Monica & Getmansky, Mila & Pelizzon, Loriana
- 3533-3545 On the estimation of dynamic conditional correlation models
by Hafner, Christian M. & Reznikova, Olga
- 3546-3566 Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment
by Guidolin, Massimo & Hyde, Stuart
- 3567-3586 Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
by Kiviet, Jan F. & Niemczyk, Jerzy
- 3587-3598 Specification tests for the error distribution in GARCH models
by Klar, B. & Lindner, F. & Meintanis, S.G.
- 3599-3622 Applications of the characteristic function-based continuum GMM in finance
by Kotchoni, Rachidi
- 3623-3631 Recursive computation of piecewise constant volatilities
by Davies, Laurie & Höhenrieder, Christian & Krämer, Walter
- 3632-3644 On the estimation and diagnostic checking of the ARFIMA–HYGARCH model
by Kwan, Wilson & Li, Wai Keung & Li, Guodong
- 3645-3658 A spectral estimation of tempered stable stochastic volatility models and option pricing
by Li, Junye & Favero, Carlo & Ortu, Fulvio
- 3659-3673 Vine copulas with asymmetric tail dependence and applications to financial return data
by Nikoloulopoulos, Aristidis K. & Joe, Harry & Li, Haijun
- 3674-3689 Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors
by Ishihara, Tsunehiro & Omori, Yasuhiro
- 3690-3704 Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution
by Nakajima, Jouchi & Omori, Yasuhiro
- 3705-3729 Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
by Kiviet, Jan F. & Phillips, Garry D.A.
- 3730-3742 Long memory and nonlinearities in realized volatility: A Markov switching approach
by Raggi, Davide & Bordignon, Silvano
- 3743-3756 Likelihood-free Bayesian inference for α-stable models
by Peters, G.W. & Sisson, S.A. & Fan, Y.
- 3757-3773 Modelling multi-output stochastic frontiers using copulas
by Carta, Alessandro & Steel, Mark F.J.
- 3774-3792 Bayesian inference in a Stochastic Volatility Nelson–Siegel model
by Hautsch, Nikolaus & Yang, Fuyu
- 3793-3807 The power of weather
by Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen
2012, Volume 56, Issue 10
- 2840-2855 Small area estimation of poverty proportions under area-level time models
by Esteban, M.D. & Morales, D. & Pérez, A. & Santamaría, L.
- 2856-2863 Modelling over and undercounts for design-based Monte Carlo studies in small area estimation: An application to the German register-assisted census
by Burgard, Jan Pablo & Münnich, Ralf T.
- 2864-2874 Small area estimation using skew normal models
by Ferraz, V.R.S. & Moura, F.A.S.
- 2875-2888 Small area estimation under spatial nonstationarity
by Chandra, Hukum & Salvati, Nicola & Chambers, Ray & Tzavidis, Nikos
- 2889-2902 Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
by Marchetti, Stefano & Tzavidis, Nikos & Pratesi, Monica
- 2903-2917 A new class of semi-mixed effects models and its application in small area estimation
by José Lombardía, María & Sperlich, Stefan
- 2918-2933 Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
by Krieg, Sabine & van den Brakel, Jan A.
- 2934-2948 Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators
by Militino, A.F. & Goicoa, T. & Ugarte, M.D.
- 2949-2962 Estimators of error covariance matrices for small area prediction
by Berg, Emily J. & Fuller, Wayne A.
- 2965-2975 A particle swarm algorithm with broad applicability in shape-constrained estimation
by Wolters, Mark A.
- 2976-2990 An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
by She, Yiyuan
2012, Volume 56, Issue 9
- 2609-2625 Estimating discrete Markov models from various incomplete data schemes
by Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas
- 2626-2636 Fitting very large sparse Gaussian graphical models
by Kiiveri, Harri & de Hoog, Frank
- 2637-2649 Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families
by Balakrishnan, N. & Davies, K.F. & Keating, J.P. & Mason, R.L.
- 2650-2662 The marginal likelihood of dynamic mixture models
by Fiorentini, G. & Planas, C. & Rossi, A.
- 2663-2674 Bayesian variable selection for logistic mixed model with nonparametric random effects
by Yang, Mingan
- 2675-2687 Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model
by Yu, Lili & Peace, Karl E.
- 2688-2704 Model-based replacement of rounded zeros in compositional data: Classical and robust approaches
by Martín-Fernández, J.A. & Hron, K. & Templ, M. & Filzmoser, P. & Palarea-Albaladejo, J.
- 2705-2717 Mantel–Haenszel estimators of odds ratios for stratified dependent binomial data
by Suesse, Thomas & Liu, Ivy
- 2718-2728 Identification of breast cancer prognosis markers via integrative analysis
by Ma, Shuangge & Dai, Ying & Huang, Jian & Xie, Yang
- 2729-2741 Shape restricted nonparametric regression with Bernstein polynomials
by Wang, J. & Ghosh, S.K.
- 2742-2755 Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy
by Chakraborty, Sounak
- 2756-2770 Regression analysis under incomplete linkage
by Kim, Gunky & Chambers, Raymond
- 2771-2781 A doubly optimal ellipse fit
by Al-Sharadqah, A. & Chernov, N.
- 2782-2794 Robust descriptive discriminant analysis for repeated measures data
by Sajobi, Tolulope T. & Lix, Lisa M. & Dansu, Bolanle M. & Laverty, William & Li, Longhai
- 2795-2808 Dissimilarity measures and divisive clustering for symbolic multimodal-valued data
by Kim, Jaejik & Billard, L.
- 2809-2815 Model-averaged Wald confidence intervals
by Turek, Daniel & Fletcher, David
- 2816-2829 EM algorithms for multivariate Gaussian mixture models with truncated and censored data
by Lee, Gyemin & Scott, Clayton
- 2830-2836 Split variable selection for tree modeling on rank data
by Kung, Yi-Hung & Lin, Chang-Ting & Shih, Yu-Shan
2012, Volume 56, Issue 8
- 2375-2387 Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
by Volant, Stevenn & Martin Magniette, Marie-Laure & Robin, Stéphane
- 2388-2403 Large gap imputation in remote sensed imagery of the environment
by Rulloni, Valeria & Bustos, Oscar & Flesia, Ana Georgina
- 2404-2409 On quantile quantile plots for generalized linear models
by Augustin, Nicole H. & Sauleau, Erik-André & Wood, Simon N.
- 2410-2420 Parametric bootstrap under model mis-specification
by Lu, H.Y. Kevin & Young, G. Alastair
- 2421-2429 A simple additivity test for conditionally heteroscedastic nonlinear autoregression
by Levine, Michael & Li, Jinguang (Tony)
- 2430-2441 The cost of using decomposable Gaussian graphical models for computational convenience
by Fitch, A. Marie & Jones, Beatrix
- 2442-2453 Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
by Wang, Min & Sun, Xiaoqian
- 2454-2470 Root selection in normal mixture models
by Seo, Byungtae & Kim, Daeyoung
- 2471-2485 Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data
by Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Abd-Elmougod, Gamal A.
- 2486-2500 Mixtures of weighted distance-based models for ranking data with applications in political studies
by Lee, Paul H. & Yu, Philip L.H.
- 2501-2512 Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
by Torti, Francesca & Perrotta, Domenico & Atkinson, Anthony C. & Riani, Marco
- 2513-2525 Correlated binomial regression models
by Pires, Rubiane M. & Diniz, Carlos A.R.
- 2526-2538 Quantile regression for longitudinal data with a working correlation model
by Fu, Liya & Wang, You-Gan
- 2539-2561 Distribution-free exponentially weighted moving average control charts for monitoring unknown location
by Graham, M.A. & Mukherjee, A. & Chakraborti, S.
- 2562-2573 Sampling designs via a multivariate hypergeometric-Dirichlet process model for a multi-species assemblage with unknown heterogeneity
by Zhang, Hongmei & Ghosh, Kaushik & Ghosh, Pulak
- 2574-2582 Bayesian sample size determination for binary regression with a misclassified covariate and no gold standard
by Beavers, Daniel P. & Stamey, James D.
- 2583-2597 Adaptive LASSO for general transformation models with right censored data
by Li, Jianbo & Gu, Minggao
- 2598-2608 Semiparametric model for the dichotomized functional outcome after stroke: The Northern Manhattan Study
by Chen, Huaihou & Paik, Myunghee Cho & Dhamoon, Mandip S. & Moon, Yeseon Park & Willey, Joshua & Sacco, Ralph L. & Elkind, Mitchell S.V.
2012, Volume 56, Issue 7
- 2183-2205 The Bayesian method for causal discovery of latent-variable models from a mixture of experimental and observational data
by Yoo, Changwon
- 2206-2218 New approaches to nonparametric density estimation and selection of smoothing parameters
by Golyandina, Nina & Pepelyshev, Andrey & Steland, Ansgar
- 2219-2236 Case-deletion type diagnostics for calibration estimators in survey sampling
by Barranco-Chamorro, I. & Jiménez-Gamero, M.D. & Moreno-Rebollo, J.L. & Muñoz-Pichardo, J.M.
- 2237-2250 A goodness-of-fit test for parametric models based on dependently truncated data
by Emura, Takeshi & Konno, Yoshihiko
- 2251-2257 On the Marshall–Olkin transformation as a skewing mechanism
by Rubio, F.J. & Steel, M.F.J.
- 2258-2272 On simultaneously identifying outliers and heteroscedasticity without specific form
by Cheng, Tsung-Chi
- 2273-2287 Classification of image pixels based on minimum distance and hypothesis testing
by Ghimire, Santosh & Wang, Haiyan
- 2288-2302 Least squares type estimation for Cox regression model and specification error
by Gradowska, P.L. & Cooke, R.M.
- 2303-2316 Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
by Chen, Zhanshou & Jin, Zi & Tian, Zheng & Qi, Peiyan
- 2317-2333 Joint adaptive mean–variance regularization and variance stabilization of high dimensional data
by Dazard, Jean-Eudes & Sunil Rao, J.
- 2334-2346 Supervised classification for functional data: A weighted distance approach
by Alonso, Andrés M. & Casado, David & Romo, Juan
- 2347-2359 Robust fitting of mixture regression models
by Bai, Xiuqin & Yao, Weixin & Boyer, John E.
- 2360-2374 Phase and amplitude-based clustering for functional data
by Slaets, Leen & Claeskens, Gerda & Hubert, Mia
2012, Volume 56, Issue 6
- 1303-1318 Frailty modeling via the empirical Bayes–Hastings sampler
by Levine, Richard A. & Fan, Juanjuan & Strickland, Pamela Ohman & Demirel, Shaban
- 1319-1332 On efficient calculations for Bayesian variable selection
by Ruggieri, Eric & Lawrence, Charles E.
- 1333-1349 Estimating the diffusion coefficient function for a diversified world stock index
by Ignatieva, Katja & Platen, Eckhard
- 1350-1361 Predictive inference for a future response using symmetrically trimmed sample from the half-normal model
by Khan, Hafiz M.R.
- 1362-1380 Approximate Bayesian inference for large spatial datasets using predictive process models
by Eidsvik, Jo & Finley, Andrew O. & Banerjee, Sudipto & Rue, Håvard
- 1381-1395 Initializing the EM algorithm in Gaussian mixture models with an unknown number of components
by Melnykov, Volodymyr & Melnykov, Igor
- 1396-1404 Asymmetric type II compound Laplace distribution and its application to microarray gene expression
by Punathumparambath, Bindu & Kulathinal, Sangita & George, Sebastian
- 1405-1416 Residual analysis of linear mixed models using a simulation approach
by Schützenmeister, André & Piepho, Hans-Peter
- 1417-1433 Gaussian component mixtures and CAR models in Bayesian disease mapping
by Moraga, Paula & Lawson, Andrew B.
- 1434-1449 A fast and recursive algorithm for clustering large datasets with k-medians
by Cardot, Hervé & Cénac, Peggy & Monnez, Jean-Marie
- 1450-1467 Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm
by Rigat, F. & Mira, A.
- 1468-1481 Approximate Bayesian computing for spatial extremes
by Erhardt, Robert J. & Smith, Richard L.
- 1482-1498 Wavelets in functional data analysis: Estimation of multidimensional curves and their derivatives
by Pigoli, Davide & Sangalli, Laura M.
- 1499-1510 A Poisson mixed model with nonnormal random effect distribution
by Fabio, Lizandra C. & Paula, Gilberto A. & Castro, Mário de
- 1511-1527 Efficient Bayesian inference for stochastic time-varying copula models
by Almeida, Carlos & Czado, Claudia
- 1528-1544 Objective Bayesian analysis for the normal compositional model
by Kazianka, Hannes
- 1545-1551 Modeling the random effects covariance matrix for generalized linear mixed models
by Lee, Keunbaik & Lee, JungBok & Hagan, Joseph & Yoo, Jae Keun
- 1552-1565 Recursive partitioning on incomplete data using surrogate decisions and multiple imputation
by Hapfelmeier, A. & Hothorn, T. & Ulm, K.
- 1566-1580 Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data
by Kohler, Michael & Krzyżak, Adam
- 1581-1593 Stationary bootstrap for kernel density estimators under ψ-weak dependence
by Hwang, Eunju & Shin, Dong Wan
- 1594-1608 Bandwidth choice for robust nonparametric scale function estimation
by Boente, Graciela & Ruiz, Marcelo & Zamar, Ruben H.
- 1609-1623 A general class of zero-or-one inflated beta regression models
by Ospina, Raydonal & Ferrari, Silvia L.P.
- 1624-1643 A method for increasing the robustness of multiple imputation
by Daniel, Rhian M. & Kenward, Michael G.
- 1644-1661 Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
by Leiva, Ricardo & Roy, Anuradha
- 1662-1680 Diagnostic procedures in Birnbaum–Saunders nonlinear regression models
by Vanegas, Luis Hernando & Rondón, Luz Marina & Cysneiros, Francisco José A.
- 1681-1691 Semi-supervised wavelet shrinkage
by Lee, Kichun & Vidakovic, Brani
- 1692-1702 A confidence region for the largest and the smallest means under heteroscedasticity
by Chen, Hubert J. & Wu, Shu-Fei
- 1703-1713 Correlated destructive generalized power series cure rate models and associated inference with an application to a cutaneous melanoma data
by Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy
- 1714-1722 Bayesian nonparametric mixed random utility models
by Karabatsos, George & Walker, Stephen G.
- 1723-1736 Inference on a stochastic two-compartment model in tumor growth
by Albano, Giuseppina & Giorno, Virginia & Román-Román, Patricia & Torres-Ruiz, Francisco
- 1737-1747 A new class of semiparametric semivariogram and nugget estimators
by Carmack, Patrick S. & Spence, Jeffrey S. & Schucany, William R. & Gunst, Richard F. & Lin, Qihua & Haley, Robert W.
- 1748-1756 High-throughput DNA methylation datasets for evaluating false discovery rate methodologies
by Asomaning, N. & Archer, K.J.
- 1757-1770 The least trimmed quantile regression
by Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N.
- 1771-1783 Constrained spanning tree algorithms for irregularly-shaped spatial clustering
by Costa, Marcelo Azevedo & Assunção, Renato Martins & Kulldorff, Martin
- 1784-1794 Computing highly accurate or exact P-values using importance sampling
by Lloyd, Chris J.
- 1795-1807 Benchmarking historical corporate performance
by Scott, James G.
- 1808-1828 Direct fitting of dynamic models using integrated nested Laplace approximations — INLA
by Ruiz-Cárdenas, Ramiro & Krainski, Elias T. & Rue, Håvard
- 1829-1836 Testing ratio of marginal probabilities in clustered matched-pair binary data
by Yang, Zhao & Sun, Xuezheng & Hardin, James W.
- 1837-1853 Estimation for the single-index models with random effects
by Pang, Zhen & Xue, Liugen
- 1854-1868 Inference in generalized linear regression models with a censored covariate
by Tsimikas, John V. & Bantis, Leonidas E. & Georgiou, Stelios D.
- 1869-1879 Selecting the number of components in principal component analysis using cross-validation approximations
by Josse, Julie & Husson, François
- 1880-1897 Generalized beta-generated distributions
by Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María
- 1898-1907 Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis
by Marín, J.M. & Rodríguez-Bernal, M.T.
- 1908-1919 A new model for explaining long-range correlations in human time interval production
by Diniz, Ana & Barreiros, João & Crato, Nuno
- 1920-1934 A study of variable selection using g-prior distribution with ridge parameter
by Baragatti, M. & Pommeret, D.
- 1935-1943 Adaptive combination of dependent tests
by Sexton, Joseph & Blomhoff, Rune & Karlsen, Anette & Laake, Petter
- 1944-1951 A combined overdispersed and marginalized multilevel model
by Iddi, Samuel & Molenberghs, Geert
- 1952-1965 Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
by Arslan, Olcay
- 1966-1980 Assessing the predictive ability of a multilevel binary regression model
by Van Oirbeek, R. & Lesaffre, E.
- 1981-1993 An alternating determination–optimization approach for an additive multi-index model
by Feng, Zhenghui & Zhu, Lixing
- 1994-2005 The robust estimation method for a finite mixture of Poisson mixed-effect models
by Xiang, Liming & Yau, Kelvin K.W. & Lee, Andy H.
- 2006-2017 Semiparametric regression models with additive nonparametric components and high dimensional parametric components
by Du, Pang & Cheng, Guang & Liang, Hua
- 2018-2030 Progressively first-failure censored reliability sampling plans with cost constraint
by Wu, Shuo-Jye & Huang, Syuan-Rong
- 2031-2040 Weighted kernel Fisher discriminant analysis for integrating heterogeneous data
by Hamid, Jemila S. & Greenwood, Celia M.T. & Beyene, Joseph
- 2041-2050 Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models
by Li, Yang & Sun, Jianguo & Song, Shuguang
- 2051-2058 On efficient estimation in additive hazards regression with current status data
by Lu, Xuewen & Song, Peter X.-K.
- 2059-2072 Improving the efficiency of individualized designs for the mixed logit choice model by including covariates
by Crabbe, M. & Vandebroek, M.
- 2073-2085 Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm
by Delattre, M. & Lavielle, M.
- 2086-2096 Cost-effective designs for trials with discrete-time survival endpoints
by Jóźwiak, Katarzyna & Moerbeek, Mirjam
- 2097-2111 Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data
by Quessy, Jean-François & Éthier, François
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by Ran, Chenjian & Deng, Zili
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by Li, Xinmin & Tian, Lili & Wang, Juan & Muindi, Josephia R.