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Content
2017, Volume 107, Issue C
- 1-17 Density estimation on manifolds with boundary
by Berry, Tyrus & Sauer, Timothy
- 18-31 Estimating a non-homogeneous Gompertz process with jumps as model of tumor dynamics
by Giorno, Virginia & Román-Román, Patricia & Spina, Serena & Torres-Ruiz, Francisco
- 32-47 Poisson mixed models for studying the poverty in small areas
by Boubeta, Miguel & Lombardía, María José & Morales, Domingo
- 48-63 A new class of defective models based on the Marshall–Olkin family of distributions for cure rate modeling
by Rocha, Ricardo & Nadarajah, Saralees & Tomazella, Vera & Louzada, Francisco
- 64-80 On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism
by Cui, Xia & Guo, Jianhua & Yang, Guangren
- 81-91 Deriving optimal data-analytic regimes from benchmarking studies
by Doove, Lisa L. & Wilderjans, Tom F. & Calcagnì, Antonio & Van Mechelen, Iven
- 92-106 Robust estimators of accelerated failure time regression with generalized log-gamma errors
by Agostinelli, Claudio & Locatelli, Isabella & Marazzi, Alfio & Yohai, Víctor J.
- 107-119 Variable selection using shrinkage priors
by Li, Hanning & Pati, Debdeep
- 120-130 Semiparametric regression analysis of multivariate longitudinal data with informative observation times
by Deng, Shirong & Liu, Kin-yat & Zhao, Xingqiu
- 131-148 Canonical kernel dimension reduction
by Tao, Chenyang & Feng, Jianfeng
- 149-161 Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models
by Krivitsky, Pavel N.
- 162-175 Saddlepoint tests for accurate and robust inference on overdispersed count data
by Aeberhard, William H. & Cantoni, Eva & Heritier, Stephane
2017, Volume 106, Issue C
- 1-11 Generalized estimating equations with stabilized working correlation structure
by Kwon, Yongchan & Choi, Young-Geun & Park, Taesung & Ziegler, Andreas & Paik, Myunghee Cho
- 12-26 Parametric methods for confidence interval estimation of overlap coefficients
by Wang, Dan & Tian, Lili
- 27-45 FFT-based fast bandwidth selector for multivariate kernel density estimation
by Gramacki, Artur & Gramacki, Jarosław
- 46-64 Robust estimation in partially linear errors-in-variables models
by Bianco, Ana M. & Spano, Paula M.
- 65-76 Simultaneous confidence intervals for comparisons of several multinomial samples
by Schaarschmidt, Frank & Gerhard, Daniel & Vogel, Charlotte
- 77-89 Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
by Li, J. & Nott, D.J. & Fan, Y. & Sisson, S.A.
- 90-102 An alternative pruning based approach to unbiased recursive partitioning
by Alvarez-Iglesias, Alberto & Hinde, John & Ferguson, John & Newell, John
- 103-126 Sparse seasonal and periodic vector autoregressive modeling
by Baek, Changryong & Davis, Richard A. & Pipiras, Vladas
- 127-137 Cross-validated wavelet block thresholding for non-Gaussian errors
by McGinnity, K. & Varbanov, R. & Chicken, E.
- 138-152 Model selection for discrete regular vine copulas
by Panagiotelis, Anastasios & Czado, Claudia & Joe, Harry & Stöber, Jakob
- 153-164 Estimating functional linear mixed-effects regression models
by Liu, Baisen & Wang, Liangliang & Cao, Jiguo
2017, Volume 105, Issue C
- 1-10 Model-based simultaneous clustering and ordination of multivariate abundance data in ecology
by Hui, Francis K.C.
- 11-23 Quasi-systematic sampling from a continuous population
by Wilhelm, Matthieu & Tillé, Yves & Qualité, Lionel
- 24-45 Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
by Serfling, Robert & Wijesuriya, Uditha
- 46-52 A note on modeling sparse exponential-family functional response curves
by Gertheiss, Jan & Goldsmith, Jeff & Staicu, Ana-Maria
- 53-58 A fast algorithm for two-dimensional Kolmogorov–Smirnov two sample tests
by Xiao, Yuanhui
- 59-75 Fitting large-scale structured additive regression models using Krylov subspace methods
by Schmidt, Paul & Mühlau, Mark & Schmid, Volker
- 76-95 A general hidden state random walk model for animal movement
by Nicosia, Aurélien & Duchesne, Thierry & Rivest, Louis-Paul & Fortin, Daniel
- 96-111 Normal–Gamma–Bernoulli peak detection for analysis of comprehensive two-dimensional gas chromatography mass spectrometry data
by Kim, Seongho & Jang, Hyejeong & Koo, Imhoi & Lee, Joohyoung & Zhang, Xiang
- 112-124 Confidence intervals through sequential Monte Carlo
by Silva, Ivair R.
- 125-143 Asymptotically optimal differenced estimators of error variance in nonparametric regression
by Wang, WenWu & Yu, Ping
- 144-165 Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
by López-Cheda, Ana & Cao, Ricardo & Jácome, M. Amalia & Van Keilegom, Ingrid
- 166-183 Approximate maximum likelihood estimation using data-cloning ABC
by Picchini, Umberto & Anderson, Rachele
- 184-200 Bayesian local influence analysis of general estimating equations with nonignorable missing data
by Zhang, Yan-Qing & Tang, Nian-Sheng
- 201-216 Model free feature screening for ultrahigh dimensional data with responses missing at random
by Lai, Peng & Liu, Yiming & Liu, Zhi & Wan, Yi
- 217-228 A simple approach to sparse clustering
by Arias-Castro, Ery & Pu, Xiao
- 229-242 Rank constrained distribution and moment computations
by Kiatsupaibul, Seksan & J. Hayter, Anthony & Liu, Wei
- 243-267 Robust estimation in stochastic frontier models
by Song, Junmo & Oh, Dong-hyun & Kang, Jiwon
- 268-279 Sequential rank CUSUM charts for angular data
by Lombard, F. & Hawkins, Douglas M. & Potgieter, Cornelis J.
- 280-292 Data-driven algorithms for dimension reduction in causal inference
by Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier
2016, Volume 104, Issue C
- 1-9 A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
by Lyubchich, Vyacheslav & Wang, Xingyu & Heyes, Andrew & Gel, Yulia R.
- 10-23 Power computation for hypothesis testing with high-dimensional covariance matrices
by Lin, Ruitao & Liu, Zhongying & Zheng, Shurong & Yin, Guosheng
- 24-34 Functional archetype and archetypoid analysis
by Epifanio, Irene
- 35-50 Bayesian crossover designs for generalized linear models
by Singh, Satya Prakash & Mukhopadhyay, Siuli
- 51-65 Visualizing the effects of a changing distance on data using continuous embeddings
by Gruenhage, Gina & Opper, Manfred & Barthelme, Simon
- 66-78 Integrative weighted group lasso and generalized local quadratic approximation
by Pan, Qing & Zhao, Yunpeng
- 79-90 Partial identification in the statistical matching problem
by Ahfock, Daniel & Pyne, Saumyadipta & Lee, Sharon X. & McLachlan, Geoffrey J.
- 91-109 n-consistent density estimation in semiparametric regression models
by Li, Shuo & Tu, Yundong
- 110-129 Semi-parametric copula sample selection models for count responses
by Marra, Giampiero & Wyszynski, Karol
- 130-147 Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
by Barbeito, Inés & Cao, Ricardo
- 148-168 Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
by Ameraoui, Abdelkader & Boukhetala, Kamal & Dupuy, Jean-François
- 169-182 Estimating random-intercept models on data streams
by Ippel, L. & Kaptein, M.C. & Vermunt, J.K.
- 183-196 Using the Bayesian Shtarkov solution for predictions
by Le, Tri & Clarke, Bertrand
- 197-208 Cause-specific hazard regression for competing risks data under interval censoring and left truncation
by Li, Chenxi
- 209-222 Robust methods for heteroskedastic regression
by Atkinson, Anthony C. & Riani, Marco & Torti, Francesca
- 223-232 Multiple comparisons of treatments with skewed ordinal responses
by Lu, Tong-Yu & Poon, Wai-Yin & Cheung, Siu Hung
- 233-246 Modeling nonstationary covariance function with convolution on sphere
by Li, Yang & Zhu, Zhengyuan
2016, Volume 103, Issue C
- 1-16 Nonparametric mixture models with conditionally independent multivariate component densities
by Chauveau, Didier & Hoang, Vy Thuy Lynh
- 17-27 On a dispersion model with Pearson residual responses
by Wu, K.Y.K. & Li, W.K.
- 28-55 Copula in a multivariate mixed discrete–continuous model
by Zilko, Aurelius A. & Kurowicka, Dorota
- 56-67 Bandwidth selection for kernel log-density estimation
by Hazelton, Martin L. & Cox, Murray P.
- 68-78 Bayesian model selection in ordinal quantile regression
by Alhamzawi, Rahim
- 79-90 Cox regression analysis of dependent interval-censored failure time data
by Ma, Ling & Hu, Tao & Sun, Jianguo
- 91-110 Multidimensional and longitudinal item response models for non-ignorable data
by Santos, Vera Lúcia F. & Moura, Fernando A.S. & Andrade, Dalton F. & Gonçalves, Kelly C.M.
- 111-123 Iterated imputation estimation for generalized linear models with missing response and covariate values
by Fang, Fang & Shao, Jun
- 124-138 A covariate nonrandomized response model for multicategorical sensitive variables
by Groenitz, Heiko
- 139-150 Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach
by Feng, Sanying & Lian, Heng & Zhu, Fukang
- 151-169 Linear mixed models with marginally symmetric nonparametric random effects
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 170-192 Confidence intervals for an ordinal effect size measure based on partially validated series
by Qiu, Shi-Fang & Poon, Wai-Yin & Tang, Man-Lai
- 193-205 Ensemble sufficient dimension folding methods for analyzing matrix-valued data
by Xue, Yuan & Yin, Xiangrong & Jiang, Xiaolin
- 206-228 A variational Expectation–Maximization algorithm for temporal data clustering
by El Assaad, Hani & Samé, Allou & Govaert, Gérard & Aknin, Patrice
- 229-241 Functional regression approximate Bayesian computation for Gaussian process density estimation
by Rodrigues, G.S. & Nott, David J. & Sisson, S.A.
- 242-249 A multiple imputation approach to the analysis of clustered interval-censored failure time data with the additive hazards model
by Chen, Ling & Sun, Jianguo & Xiong, Chengjie
- 250-262 A relative error-based approach for variable selection
by Hao, Meiling & Lin, Yunyuan & Zhao, Xingqiu
- 263-283 Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach
by Zhu, Xuehu & Chen, Fei & Guo, Xu & Zhu, Lixing
- 284-303 Ridge estimation of inverse covariance matrices from high-dimensional data
by van Wieringen, Wessel N. & Peeters, Carel F.W.
- 304-315 Tolerance limits under normal mixtures: Application to the evaluation of nuclear power plant safety and to the assessment of circular error probable
by Zimmer, Zachary & Park, DoHwan & Mathew, Thomas
- 316-329 A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes
by He, Heping & Severini, Thomas A.
- 330-349 Adaptive spectral estimation for nonstationary multivariate time series
by Zhang, Shibin
- 350-366 Comparing classical criteria for selecting intra-class correlated features in Multimix
by Hunt, Lynette A. & Basford, Kaye E.
- 367-383 Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling
by Garbuno-Inigo, A. & DiazDelaO, F.A. & Zuev, K.M.
- 384-400 Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
by Huang, Lele & Zhao, Junlong & Wang, Huiwen & Wang, Siyang
- 401-412 The use of random-effect models for high-dimensional variable selection problems
by Kwon, Sunghoon & Oh, Seungyoung & Lee, Youngjo
- 413-425 Semiparametric mixture: Continuous scale mixture approach
by Xiang, Sijia & Yao, Weixin & Seo, Byungtae
- 426-437 Efficient computation of the quasi likelihood function for discretely observed diffusion processes
by Höök, Lars Josef & Lindström, Erik
2016, Volume 102, Issue C
- 1-22 Estimation of linear target-layer trajectories using cluttered point cloud data
by Bryner, Darshan & Huffer, Fred & Rosenthal, Michael & Tucker, J. Derek & Srivastava, Anuj
- 23-36 Maximum likelihood estimation of triangular and polygonal distributions
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 37-54 A simple testing procedure for unit root and model specification
by Costantini, Mauro & Sen, Amit
- 55-66 Improved near-exact distributions for the product of independent Generalized Gamma random variables
by Marques, Filipe J. & Loingeville, Florence
- 67-84 On bandwidth selection using minimal spanning tree for kernel density estimation
by Sreevani, & Murthy, C.A.
- 85-97 Feature screening for generalized varying coefficient models with application to dichotomous responses
by Xia, Xiaochao & Yang, Hu & Li, Jialiang
- 98-109 A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
by Feng, Sanying & Lian, Heng & Xue, Liugen
2016, Volume 101, Issue C
- 1-11 EM algorithm in Gaussian copula with missing data
by Ding, Wei & Song, Peter X.-K.
- 12-28 Symmetric adaptive smoothing regimens for estimation of the spatial relative risk function
by Davies, Tilman M. & Jones, Khair & Hazelton, Martin L.
- 29-43 Inference and mixture modeling with the Elliptical Gamma Distribution
by Hosseini, Reshad & Sra, Suvrit & Theis, Lucas & Bethge, Matthias
- 44-56 Computation of the autocovariances for time series with multiple long-range persistencies
by McElroy, Tucker S. & Holan, Scott H.
- 57-63 Covariate-adjusted quantile inference with competing risks
by Lee, Minjung & Han, Junhee
- 64-79 Bayesian nonparametric multiple testing
by Cipolli III, William & Hanson, Timothy & McLain, Alexander C.
- 80-92 Change of spatiotemporal scale in dynamic models
by Kim, Yongku & Berliner, L. Mark
- 93-109 Dynamic GSCANO (Generalized Structured Canonical Correlation Analysis) with applications to the analysis of effective connectivity in functional neuroimaging data
by Zhou, Lixing & Takane, Yoshio & Hwang, Heungsun
- 110-120 Prior selection for panel vector autoregressions
by Korobilis, Dimitris
- 121-136 A Bayesian method for simultaneous registration and clustering of functional observations
by Wu, Zizhen & Hitchcock, David B.
- 137-147 Maximum likelihood estimation of the mixture of log-concave densities
by Hu, Hao & Wu, Yichao & Yao, Weixin
- 148-160 A fast and objective multidimensional kernel density estimation method: fastKDE
by O’Brien, Travis A. & Kashinath, Karthik & Cavanaugh, Nicholas R. & Collins, William D. & O’Brien, John P.
- 161-173 Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial
by Bedair, Khaled & Hong, Yili & Li, Jie & Al-Khalidi, Hussein R.
- 174-185 Using link-preserving imputation for logistic partially linear models with missing covariates
by Chen, Qixuan & Paik, Myunghee Cho & Kim, Minjin & Wang, Cuiling
- 186-208 Structure learning in Bayesian Networks using regular vines
by Hobæk Haff, Ingrid & Aas, Kjersti & Frigessi, Arnoldo & Lacal, Virginia
- 209-225 Robust closed-form estimators for the integer-valued GARCH (1,1) model
by Li, Qi & Lian, Heng & Zhu, Fukang
- 226-235 Data Shared Lasso: A novel tool to discover uplift
by Gross, Samuel M. & Tibshirani, Robert
- 236-249 Random density functions with common atoms and pairwise dependence
by Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.
- 250-276 Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
by Lee, Namgil & Choi, Hyemi & Kim, Sung-Ho
- 277-288 High resolution simulation of nonstationary Gaussian random fields
by Kleiber, William
- 289-299 l1 regularized multiplicative iterative path algorithm for non-negative generalized linear models
by Mandal, B.N. & Ma, Jun
- 300-315 Accurate pairwise convolutions of non-negative vectors via FFT
by Wilson, Huon & Keich, Uri
2016, Volume 100, Issue C
- 4-16 Spectral approach to parameter-free unit root testing
by Bailey, Natalia & Giraitis, Liudas
- 17-36 Estimation and empirical performance of non-scalar dynamic conditional correlation models
by Bauwens, Luc & Grigoryeva, Lyudmila & Ortega, Juan-Pablo
- 37-57 Efficient Gibbs sampling for Markov switching GARCH models
by Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony
- 58-69 Semiparametric score driven volatility models
by Blasques, Francisco & Ji, Jiangyu & Lucas, André
- 70-78 Bayesian nonparametric forecasting for INAR models
by Bisaglia, Luisa & Canale, Antonio
- 79-98 Predicting the yield curve using forecast combinations
by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.
- 99-114 On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
by Creel, Michael & Kristensen, Dennis
- 115-130 State space modeling of Gegenbauer processes with long memory
by Dissanayake, G.S. & Peiris, M.S. & Proietti, T.
- 131-152 Managing risk with a realized copula parameter
by Fengler, Matthias R. & Okhrin, Ostap
- 153-159 Skewness and kurtosis of multivariate Markov-switching processes
by Fiorentini, Gabriele & Planas, Christophe & Rossi, Alessandro
- 160-169 A simple test for a bubble based on growth and acceleration
by Franses, Philip Hans
- 170-185 The uncertainty of conditional returns, volatilities and correlations in DCC models
by Fresoli, Diego E. & Ruiz, Esther
- 186-204 The ability to correct the bias in the stable AD(1,1) model with a feedback effect
by van Giersbergen, Noud P.A.
- 205-220 On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families
by Giorgi, Emanuele & McNeil, Alexander J.
- 221-239 Revisiting useful approaches to data-rich macroeconomic forecasting
by Groen, Jan J.J. & Kapetanios, George
- 240-264 Improved GMM estimation of panel VAR models
by Hayakawa, Kazuhiko
- 265-303 On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
by Hayakawa, Kazuhiko & Nagata, Shuichi
- 304-317 On conditional covariance modelling: An approach using state space models
by Hendrych, R. & Cipra, T.
- 318-330 Testing for the number of states in hidden Markov models
by Holzmann, Hajo & Schwaiger, Florian
- 331-350 Matrix exponential stochastic volatility with cross leverage
by Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu
- 351-368 Asymmetry in tail dependence in equity portfolios
by Jondeau, Eric
- 369-382 Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
by Kapetanios, George & Marcellino, Massimiliano & Papailias, Fotis
- 383-400 Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach
by Laurent, Sébastien & Lecourt, Christelle & Palm, Franz C.
- 401-423 Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
by Li, Rui & Wan, Alan T.K. & You, Jinhong
- 424-444 Generalized nonparametric smoothing with mixed discrete and continuous data
by Li, Degui & Simar, Léopold & Zelenyuk, Valentin
- 445-466 Horizon effect in the term structure of long-run risk-return trade-offs
by Okou, Cédric & Jacquier, Éric
- 467-494 Bootstrap prediction intervals for Markov processes
by Pan, Li & Politis, Dimitris N.
- 495-511 The Fisher effect in the presence of time-varying coefficients
by Panopoulou, Ekaterini & Pantelidis, Theologos
- 512-525 A simple and successful shrinkage method for weighting estimators of treatment effects
by Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya
- 526-544 Neighbourhood GMM estimation of dynamic panel data models
by Sarafidis, Vasilis
- 545-559 Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness
by Spierdijk, Laura
- 560-581 The Split-SV model
by Stojanović, Vladica S. & Popović, Biljana Č. & Milovanović, Gradimir V.
- 582-594 Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
by Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro
- 595-615 Linking Tukey’s legacy to financial risk measurement
by Vijverberg, Chu-Ping C. & Vijverberg, Wim P.M. & Taşpınar, Süleyman
- 616-630 Bayesian model selection for unit root testing with multiple structural breaks
by Vosseler, Alexander
- 633-644 The exact Gaussian likelihood estimation of time-dependent VARMA models
by Alj, Abdelkamel & Jónasson, Kristján & Mélard, Guy
- 645-660 A bootstrap approximation for the distribution of the Local Whittle estimator
by Arteche, Josu & Orbe, Jesus
- 661-675 Real-time factor model forecasting and the effects of instability
by Clements, Michael P.
- 676-693 Adaptive bandwidth selection in the long run covariance estimator of functional time series
by Horváth, Lajos & Rice, Gregory & Whipple, Stephen
- 694-711 Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data
by Lin, Wei & González-Rivera, Gloria
- 712-733 Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors
by McCulloch, J. Huston
- 734-762 Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
by Phillips, Garry D.A. & Liu-Evans, Gareth
- 763-772 A Gini-based unit root test
by Shelef, Amit
- 773-793 Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes
by Ziel, Florian
- 795-813 Dynamic equicorrelation stochastic volatility
by Kurose, Yuta & Omori, Yasuhiro
- 814-829 A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
by Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro
- 830-846 Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
by Lubrano, Michel & Ndoye, Abdoul Aziz Junior
- 847-859 Fast computation of the deviance information criterion for latent variable models
by Chan, Joshua C.C. & Grant, Angelia L.
2016, Volume 99, Issue C
- 1-11 Robust regression estimation and inference in the presence of cellwise and casewise contamination
by Leung, Andy & Zhang, Hongyang & Zamar, Ruben
- 12-24 Identification of proportionality structure with two-part models using penalization
by Fang, Kuangnan & Wang, Xiaoyan & Shia, Ben-Chang & Ma, Shuangge
- 25-37 Testing hypothesis for a simple ordering in incomplete contingency tables
by Li, Hui-Qiong & Tian, Guo-Liang & Jiang, Xue-Jun & Tang, Nian-Sheng
- 38-50 Bayesian inference of Weibull distribution based on left truncated and right censored data
by Kundu, Debasis & Mitra, Debanjan
- 51-67 Generalized Poisson autoregressive models for time series of counts
by Chen, Cathy W.S. & Lee, Sangyeol
- 68-80 A flexible zero-inflated model to address data dispersion
by Sellers, Kimberly F. & Raim, Andrew
- 81-90 General sparse multi-class linear discriminant analysis
by Safo, Sandra E. & Ahn, Jeongyoun
- 91-104 A generalized likelihood ratio test for normal mean when p is greater than n
by Zhao, Junguang & Xu, Xingzhong
- 105-114 A multiple imputation approach for semiparametric cure model with interval censored data
by Zhou, Jie & Zhang, Jiajia & McLain, Alexander C. & Cai, Bo
- 115-130 On point estimation of the abnormality of a Mahalanobis index
by Elfadaly, Fadlalla G. & Garthwaite, Paul H. & Crawford, John R.
- 131-147 The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers
by García-Escudero, Luis Angel & Gordaliza, Alfonso & Greselin, Francesca & Ingrassia, Salvatore & Mayo-Iscar, Agustín
- 148-170 A practical approximation algorithm for the LTS estimator
by Mount, David M. & Netanyahu, Nathan S. & Piatko, Christine D. & Wu, Angela Y. & Silverman, Ruth
- 171-188 SMILE: A novel dissimilarity-based procedure for detecting sparse-specific profiles in sparse contingency tables
by Emily, Mathieu & Hitte, Christophe & Mom, Alain
- 189-203 A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
by Stegeman, Alwin
- 204-222 Classification methods for Hilbert data based on surrogate density
by Bongiorno, Enea G. & Goia, Aldo
- 223-234 Small area estimation of the Gini concentration coefficient
by Fabrizi, Enrico & Trivisano, Carlo
- 235-247 On Liu’s simplicial depth and Randles’ interdirections
by Serfling, Robert & Wang, Yunfei
2016, Volume 98, Issue C
- 1-18 Sparse Tucker2 analysis of three-way data subject to a constrained number of zero elements in a core array
by Ikemoto, Hiroki & Adachi, Kohei
- 19-30 Exact computation of the halfspace depth
by Dyckerhoff, Rainer & Mozharovskyi, Pavlo
- 31-45 Destructive weighted Poisson cure rate models with bivariate random effects: Classical and Bayesian approaches
by Gallardo, Diego I. & Bolfarine, Heleno & Pedroso-de-Lima, Antonio Carlos
- 46-59 High dimensional classifiers in the imbalanced case
by Bak, Britta Anker & Jensen, Jens Ledet
- 60-70 A powerful FDR control procedure for multiple hypotheses
by Zhao, Haibing & Fung, Wing Kam
- 71-78 Regression correlation coefficient for a Poisson regression model
by Takahashi, Akihito & Kurosawa, Takeshi
- 79-90 Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
by Oedekoven, C.S. & King, R. & Buckland, S.T. & Mackenzie, M.L. & Evans, K.O. & Burger, L.W.
- 91-104 Estimating extreme tail risk measures with generalized Pareto distribution
by Park, Myung Hyun & Kim, Joseph H.T.
2016, Volume 97, Issue C
- 1-15 Mixture of functional linear models and its application to CO2-GDP functional data
by Wang, Shaoli & Huang, Mian & Wu, Xing & Yao, Weixin
- 16-32 Fast computation of reconciled forecasts for hierarchical and grouped time series
by Hyndman, Rob J. & Lee, Alan J. & Wang, Earo
- 33-46 A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family
by Hirotsu, Chihiro & Yamamoto, Shoichi & Tsuruta, Harukazu
- 47-59 Semiparametric regression analysis of panel count data allowing for within-subject correlation
by Yao, Bin & Wang, Lianming & He, Xin
- 60-70 Natural coordinate descent algorithm for L1-penalised regression in generalised linear models
by Michoel, Tom
- 71-86 An exact approach to Bayesian sequential change point detection
by Ruggieri, Eric & Antonellis, Marcus
- 87-97 A high-dimension two-sample test for the mean using cluster subspaces
by Zhang, Jie & Pan, Meng
- 98-113 Sequentially Constrained Monte Carlo
by Golchi, Shirin & Campbell, David A.
- 114-132 Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
by Joe, Harry & Sang, Peijun
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