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Content
2015, Volume 83, Issue C
- 65-81 Modeling and forecasting duration-dependent mortality rates
by Christiansen, Marcus C. & Niemeyer, Andreas & Teigiszerová, Lucia
- 82-90 Performance measures of the bivariate random effects model for meta-analyses of diagnostic accuracy
by Diaz, Mireya
- 91-100 Computation of optimum reliability acceptance sampling plans in presence of hybrid censoring
by Bhattacharya, Ritwik & Pradhan, Biswabrata & Dewanji, Anup
- 101-115 Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
by Mbalawata, Isambi S. & Särkkä, Simo & Vihola, Matti & Haario, Heikki
- 116-128 Likelihood inference for generalized Pareto distribution
by Castillo, Joan del & Serra, Isabel
- 129-139 Multi-way PLS regression: Monotony convergence of tri-linear PLS2 and optimality of parameters
by Hanafi, Mohamed & Ouertani, Samia Samar & Boccard, Julien & Mazerolles, Gérard & Rudaz, Serge
- 140-150 Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm
by Wang, Naichen & Wang, Lianming & McMahan, Christopher S.
- 151-167 A class of transformed hazards models for recurrent gap times
by Kang, Fangyuan & Sun, Liuquan & Zhao, Xingqiu
- 168-181 A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
by White, Staci A. & Herbei, Radu
- 182-199 Systematic physics constrained parameter estimation of stochastic differential equations
by Peavoy, Daniel & Franzke, Christian L.E. & Roberts, Gareth O.
- 200-222 Type I multivariate zero-inflated Poisson distribution with applications
by Liu, Yin & Tian, Guo-Liang
- 223-235 Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values
by Wang, Wan-Lun
- 236-250 Domain selection for the varying coefficient model via local polynomial regression
by Kong, Dehan & Bondell, Howard D. & Wu, Yichao
- 251-261 Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
by Touloumis, Anestis
- 262-274 High finite-sample efficiency and robustness based on distance-constrained maximum likelihood
by Maronna, Ricardo A. & Yohai, Victor J.
- 275-286 Testing predictor significance with ultra high dimensional multivariate responses
by Ma, Yingying & Lan, Wei & Wang, Hansheng
- 287-301 Three-step estimation of latent Markov models with covariates
by Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia
2015, Volume 82, Issue C
- 1-18 Weighted kappa statistic for clustered matched-pair ordinal data
by Yang, Zhao & Zhou, Ming
- 19-34 Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall–Olkin bivariate Weibull distribution
by Feizjavadian, S.H. & Hashemi, R.
- 35-46 Using retrospective sampling to estimate models of relationship status in large longitudinal social networks
by O’Malley, A. James & Paul, Sudeshna
- 47-58 Comparison of concordance correlation coefficient via variance components, generalized estimating equations and weighted approaches with model selection
by Tsai, Miao-Yu
- 59-73 Double Generalized Threshold Models with constraint on the dispersion by the mean
by Wu, K.Y.K. & Li, W.K.
- 74-88 An efficient and robust variable selection method for longitudinal generalized linear models
by Lv, Jing & Yang, Hu & Guo, Chaohui
- 89-109 Ridge-based method for finding curvilinear structures from noisy data
by Pulkkinen, Seppo
- 110-125 Stein’s method in high dimensional classification and applications
by Park, Junyong & Park, DoHwan
- 126-136 Cook’s distance for generalized linear mixed models
by Pinho, Luis Gustavo B. & Nobre, Juvêncio S. & Singer, Julio M.
- 137-151 Robust heart rate variability analysis by generalized entropy minimization
by La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide
- 152-163 Ordinal Logic Regression: A classifier for discovering combinations of binary markers for ordinal outcomes
by Wolf, Bethany J. & Slate, Elizabeth H. & Hill, Elizabeth G.
- 164-172 A new adaptive procedure for multiple window scan statistics
by Wu, Tung-Lung & Glaz, Joseph
- 173-185 A hot deck imputation procedure for multiply imputing nonignorable missing data: The proxy pattern-mixture hot deck
by Sullivan, Danielle & Andridge, Rebecca
- 186-198 Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
by Chen, Xiwei & Vexler, Albert & Markatou, Marianthi
- 199-206 Kernel multilogit algorithm for multiclass classification
by Dalmau, Oscar & Alarcón, Teresa E. & González, Graciela
- 207-222 Variable selection in general multinomial logit models
by Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz
- 223-237 A new partially reduced-bias mean-of-order p class of extreme value index estimators
by Gomes, M. Ivette & Brilhante, M. Fátima & Caeiro, Frederico & Pestana, Dinis
2014, Volume 80, Issue C
- 1-16 The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models
by Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli
- 17-25 A Bayesian approach to estimating animal density from binary acoustic transects
by Horrocks, Julie & Rueffer, Matthew
- 26-43 The complexity of computation and approximation of the t-ratio over one-dimensional interval data
by Černý, Michal & Hladík, Milan
- 44-56 Minimum density power divergence estimator for Poisson autoregressive models
by Kang, Jiwon & Lee, Sangyeol
- 57-69 Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature
by Nguyen, Thu Thuy & Mentré, France
- 70-77 Intra-cluster correlation structure in longitudinal data analysis: Selection criteria and misspecification tests
by Xu, Jianwen & Wang, You-Gan
- 78-88 Markov transition model to dementia with death as a competing event
by Wei, Shaoceng & Xu, Liou & Kryscio, Richard J.
- 89-98 Notes on testing equality in binary data under a three period crossover design
by Lui, Kung-Jong & Cumberland, William G. & Chang, Kuang-Chao
- 99-110 RMCMC: A system for updating Bayesian models
by Lau, F. Din-Houn & Gandy, Axel
- 111-116 Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models
by Lee, Keunbaik & Yoo, Jae Keun
- 117-128 Stable estimation of a covariance matrix guided by nuclear norm penalties
by Chi, Eric C. & Lange, Kenneth
- 129-139 Variable selection by Random Forests using data with missing values
by Hapfelmeier, A. & Ulm, K.
- 140-152 Robust estimation for survival partially linear single-index models
by Wang, Xiaoguang & Shi, Xinyong
- 153-166 Bounding rare event probabilities in computer experiments
by Auffray, Yves & Barbillon, Pierre & Marin, Jean-Michel
- 167-183 A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
by Kobayashi, Genya
- 184-196 Stable computational methods for additive binomial models with application to adjusted risk differences
by Donoghoe, Mark W. & Marschner, Ian C.
- 197-208 Partially linear structure identification in generalized additive models with NP-dimensionality
by Lian, Heng & Du, Pang & Li, YuanZhang & Liang, Hua
- 209-222 Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
by Rohart, Florian & San Cristobal, Magali & Laurent, Béatrice
- 223-239 Variational inferences for partially linear additive models with variable selection
by Zhao, Kaifeng & Lian, Heng
- 240-250 Efficient MCMC for temporal epidemics via parameter reduction
by Xiang, Fei & Neal, Peter
2014, Volume 78, Issue C
- 1-20 Center-within-trial versus trial-level evaluation of surrogate endpoints
by Renfro, Lindsay A. & Shi, Qian & Xue, Yuan & Li, Junlong & Shang, Hongwei & Sargent, Daniel J.
- 21-32 Statistical inference for the geometric distribution based on δ-records
by Gouet, Raúl & López, F. Javier & Maldonado, Lina P. & Sanz, Gerardo
- 33-42 M-regression, false discovery rates and outlier detection with application to genetic association studies
by Lourenço, V.M. & Pires, A.M.
- 43-55 Testing proportionality of two large-dimensional covariance matrices
by Xu, Lin & Liu, Baisen & Zheng, Shurong & Bao, Shaokun
- 56-68 Bayesian nonparametric classification for spectroscopy data
by Gutiérrez, Luis & Gutiérrez-Peña, Eduardo & Mena, Ramsés H.
- 69-81 Three-group ROC analysis: A nonparametric predictive approach
by Coolen-Maturi, Tahani & Elkhafifi, Faiza F. & Coolen, Frank P.A.
- 82-99 Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling
by Trevezas, S. & Malefaki, S. & Cournède, P.-H.
- 100-118 Modeling rating data with Nonlinear CUB models
by Manisera, Marica & Zuccolotto, Paola
- 119-134 Efficient classification for longitudinal data
by Wang, Xianlong & Qu, Annie
- 135-140 Model based on skew normal distribution for square contingency tables with ordinal categories
by Yamamoto, Kouji & Murakami, Hidetoshi
- 141-152 A modified conditional Metropolis–Hastings sampler
by Johnson, Alicia A. & Flegal, James M.
- 153-158 Fast highly efficient and robust one-step M-estimators of scale based on Qn
by Smirnov, Pavel O. & Shevlyakov, Georgy L.
- 159-175 Small area prediction for a unit-level lognormal model
by Berg, Emily & Chandra, Hukum
- 176-185 Variable and boundary selection for functional data via multiclass logistic regression modeling
by Matsui, Hidetoshi
- 186-205 Transformation-based estimation
by Feng, Zhenghui & Wang, Tao & Zhu, Lixing
- 206-217 Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
by Wang, Kaibo & Yeh, Arthur B. & Li, Bo
- 218-234 A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
by Zhang, Xibin & King, Maxwell L. & Shang, Han Lin
- 235-242 On infimum Dickey–Fuller unit root tests allowing for a trend break under the null
by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
2014, Volume 77, Issue C
- 1-13 Joint inference about sensitivity and specificity at the optimal cut-off point associated with Youden index
by Yin, Jingjing & Tian, Lili
- 14-24 Exact sequential test of equivalence hypothesis based on bivariate non-central t-statistics
by Liu, Fang & Li, Qing
- 25-37 Fast approximate L∞ minimization: Speeding up robust regression
by Shen, Fumin & Shen, Chunhua & Hill, Rhys & van den Hengel, Anton & Tang, Zhenmin
- 38-53 A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
by Brusco, Michael J.
- 54-69 On the use of marginal posteriors in marginal likelihood estimation via importance sampling
by Perrakis, Konstantinos & Ntzoufras, Ioannis & Tsionas, Efthymios G.
- 70-83 GEE for longitudinal ordinal data: Comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN
by Nooraee, Nazanin & Molenberghs, Geert & van den Heuvel, Edwin R.
- 84-97 A Bayesian mixture of lasso regressions with t-errors
by Cozzini, Alberto & Jasra, Ajay & Montana, Giovanni & Persing, Adam
- 98-112 Multivariate distributions with proportional reversed hazard marginals
by Kundu, Debasis & Franco, Manuel & Vivo, Juana-Maria
- 113-129 Semiparametric Bayesian joint models of multivariate longitudinal and survival data
by Tang, Nian-Sheng & Tang, An-Min & Pan, Dong-Dong
- 130-145 Strong consistency and rates of convergence for a random estimator of a fuzzy set
by Terán, Pedro & López-Díaz, Miguel
- 146-156 Variable assessment in latent class models
by Zhang, Q. & Ip, E.H.
- 157-169 Sample size determination for estimating prevalence and a difference between two prevalences of sensitive attributes using the non-randomized triangular design
by Qiu, Shi-Fang & Zou, G.Y. & Tang, Man-Lai
- 170-187 Partially linear modeling of conditional quantiles using penalized splines
by Wu, Chaojiang & Yu, Yan
- 188-205 Statistical inference for population quantiles and variance in judgment post-stratified samples
by Ozturk, Omer
- 206-222 Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out
by Doyen, L.
- 223-232 Screening active factors in supersaturated designs
by Das, Ujjwal & Gupta, Sudhir & Gupta, Shuva
- 233-251 Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
by Brechmann, Eike C. & Joe, Harry
- 252-266 Discovering and orienting the edges connected to a target variable in a DAG via a sequential local learning approach
by Wang, Changzhang & Zhou, You & Zhao, Qiang & Geng, Zhi
- 267-284 Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion
by Schweer, Sebastian & Weiß, Christian H.
- 285-299 A new sliced inverse regression method for multivariate response
by Coudret, R. & Girard, S. & Saracco, J.
- 300-312 Making classifier performance comparisons when ROC curves intersect
by Gigliarano, Chiara & Figini, Silvia & Muliere, Pietro
- 313-325 Nonparametric additive model with grouped lasso and maximizing area under the ROC curve
by Choi, Sungwoo & Park, Junyong
- 326-335 Mixtures of skew-t factor analyzers
by Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D.
- 336-351 Monotone splines lasso
by Bergersen, Linn Cecilie & Tharmaratnam, Kukatharmini & Glad, Ingrid K.
- 352-370 Adaptive likelihood ratio approaches for the detection of space–time disease clusters
by de Lima, Max Sousa & Duczmal, Luiz Henrique
- 371-382 Asymmetric ν-tube support vector regression
by Huang, Xiaolin & Shi, Lei & Pelckmans, Kristiaan & Suykens, Johan A.K.
2014, Volume 76, Issue C
- 4-19 The univariate MT-STAR model and a new linearity and unit root test procedure
by Addo, Peter Martey & Billio, Monica & Guégan, Dominique
- 20-33 Sovereign credit ratings, market volatility, and financial gains
by Afonso, António & Gomes, Pedro & Taamouti, Abderrahim
- 34-42 Maximum likelihood estimates for positive valued dynamic score models; The DySco package
by Andres, Philipp
- 43-60 Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks
by Audrino, Francesco
- 61-75 Maximum likelihood estimation of the Markov-switching GARCH model
by Augustyniak, Maciej
- 76-94 Modeling tails of aggregate economic processes in a stochastic growth model
by Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric
- 95-115 Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle
by Bada, Oualid & Kneip, Alois
- 116-131 Modified information criteria and selection of long memory time series models
by Baillie, Richard T. & Kapetanios, George & Papailias, Fotis
- 132-143 On the usefulness of cross-validation for directional forecast evaluation
by Bergmeir, Christoph & Costantini, Mauro & Benítez, José M.
- 144-157 Long memory with stochastic variance model: A recursive analysis for US inflation
by Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius
- 158-171 Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood
by Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro
- 172-185 Robust ranking of multivariate GARCH models by problem dimension
by Caporin, Massimiliano & McAleer, Michael
- 186-193 Modelling breaks and clusters in the steady states of macroeconomic variables
by Chan, Joshua C.C. & Koop, Gary
- 194-209 Bayesian estimation of smoothly mixing time-varying parameter GARCH models
by Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H.
- 210-236 Multivariate GARCH estimation via a Bregman-proximal trust-region method
by Chrétien, Stéphane & Ortega, Juan-Pablo
- 237-247 Numerical distribution functions for seasonal unit root tests
by Diaz-Emparanza, Ignacio
- 248-261 Testing for serial independence of panel errors
by Du, Zaichao
- 262-282 Multiple break detection in the correlation structure of random variables
by Galeano, Pedro & Wied, Dominik
- 283-290 Interest rate spreads and output: A time scale decomposition analysis using wavelets
by Gallegati, Marco & Ramsey, James B. & Semmler, Willi
- 291-300 Comparison of specification tests for GARCH models
by Ghoudi, Kilani & Rémillard, Bruno
- 301-319 When long memory meets the Kalman filter: A comparative study
by Grassi, Stefano & Santucci de Magistris, Paolo
- 320-338 EGARCH models with fat tails, skewness and leverage
by Harvey, Andrew & Sucarrat, Genaro
- 339-358 Infinite-order, long-memory heterogeneous autoregressive models
by Hwang, Eunju & Shin, Dong Wan
- 359-376 Estimation of risk measures in energy portfolios using modern copula techniques
by Jäschke, Stefan
- 377-390 Panel cointegration testing in the presence of a time trend
by Karaman Örsal, Deniz Dilan & Droge, Bernd
- 391-407 Testing for unit roots in short panels allowing for a structural break
by Karavias, Yiannis & Tzavalis, Elias
- 408-423 Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models
by Kastner, Gregor & Frühwirth-Schnatter, Sylvia
- 424-448 Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models
by Kiviet, Jan F. & Phillips, Garry D.A.
- 449-463 Efficient importance sampling in mixture frameworks
by Kleppe, Tore Selland & Liesenfeld, Roman
- 464-488 The indirect continuous-GMM estimation
by Kotchoni, Rachidi
- 489-501 A likelihood ratio type test for invertibility in moving average processes
by Larsson, Rolf
- 502-522 Testing for persistence change in fractionally integrated models: An application to world inflation rates
by Martins, Luis F. & Rodrigues, Paulo M.M.
- 523-535 SCOMDY models based on pair-copula constructions with application to exchange rates
by Min, Aleksey & Czado, Claudia
- 536-555 Forecasting with a noncausal VAR model
by Nyberg, Henri & Saikkonen, Pentti
- 556-576 Variance clustering improved dynamic conditional correlation MGARCH estimators
by Aielli, Gian Piero & Caporin, Massimiliano
- 577-587 A joint test for structural stability and a unit root in autoregressions
by Pitarakis, Jean-Yves
- 588-605 Bayesian option pricing using mixed normal heteroskedasticity models
by Rombouts, Jeroen V.K. & Stentoft, Lars
- 606-617 Dynamic factor multivariate GARCH model
by Santos, André A.P. & Moura, Guilherme V.
- 618-641 Realized stochastic volatility with leverage and long memory
by Shirota, Shinichiro & Hizu, Takayuki & Omori, Yasuhiro
- 642-654 A flexible and automated likelihood based framework for inference in stochastic volatility models
by Skaug, Hans J. & Yu, Jun
- 655-671 Vine-copula GARCH model with dynamic conditional dependence
by So, Mike K.P. & Yeung, Cherry Y.T.
- 672-686 Regime switches in the dependence structure of multidimensional financial data
by Stöber, Jakob & Czado, Claudia
- 687-707 Extended stochastic volatility models incorporating realised measures
by Venter, J.H. & de Jongh, P.J.
- 708-722 Optimal design of Fourier estimator in the presence of microstructure noise
by Wang, Fangfang
- 723-736 A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution
by Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel
- 737-759 Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
by Yen, Yu-Min & Yen, Tso-Jung
2014, Volume 75, Issue C
- 1-14 Kalman filter variants in the closed skew normal setting
by Rezaie, Javad & Eidsvik, Jo
- 15-27 A joint convex penalty for inverse covariance matrix estimation
by Maurya, Ashwini
- 28-38 Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation
by Zougab, Nabil & Adjabi, Smail & Kokonendji, Célestin C.
- 39-52 Group subset selection for linear regression
by Guo, Yi & Berman, Mark & Gao, Junbin
- 53-65 Bayesian variable selection under the proportional hazards mixed-effects model
by Lee, Kyeong Eun & Kim, Yongku & Xu, Ronghui
- 66-80 Robust estimation of the parameters of g-and-h distributions, with applications to outlier detection
by Xu, Yihuan & Iglewicz, Boris & Chervoneva, Inna
- 81-95 Classification of molecular sequence data using Bayesian phylogenetic mixture models
by Loza-Reyes, E. & Hurn, M.A. & Robinson, A.
- 96-111 Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm
by Zhang, Mimi & Hu, Qingpei & Xie, Min & Yu, Dan
- 112-123 Nonnegative bias reduction methods for density estimation using asymmetric kernels
by Hirukawa, Masayuki & Sakudo, Mari
- 124-141 A random-projection based test of Gaussianity for stationary processes
by Nieto-Reyes, Alicia & Cuesta-Albertos, Juan Antonio & Gamboa, Fabrice
- 142-150 A frame based shrinkage procedure for fast oscillating functions
by De Canditiis, Daniela
- 151-161 Consistency-adjusted alpha allocation methods for a time-to-event analysis of composite endpoints
by Rauch, G. & Wirths, M. & Kieser, M.
- 162-178 Family of power divergence spatial scan statistics
by Zhang, Tonglin & Lin, Ge
- 179-189 A frequency domain test for detecting nonstationary time series
by Chen, Yen-Hung & Hsu, Nan-Jung
- 190-202 Choice of generalized linear mixed models using predictive crossvalidation
by Braun, Julia & Sabanés Bové, Daniel & Held, Leonhard
- 203-216 Finding the limit of diverging components in three-way Candecomp/Parafac—A demonstration of its practical merits
by Stegeman, Alwin
- 217-226 The influence of a covariate on optimal designs in longitudinal studies with discrete-time survival endpoints
by Safarkhani, Maryam & Moerbeek, Mirjam
- 227-238 Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components
by Baran, Sándor
- 239-247 A hybrid approach for regression analysis with block missing data
by Li, Zhengbang & Li, Qizhai & Han, Chien-Pai & Li, Bo
- 248-264 Computing confidence intervals for log-concave densities
by Azadbakhsh, Mahdis & Jankowski, Hanna & Gao, Xin
2014, Volume 74, Issue C
- 1-16 Wald-type rank tests: A GEE approach
by Fan, Chunpeng & Zhang, Donghui
- 17-25 Improving mixture tree construction using better EM algorithms
by Chen, Shu-Chuan (Grace) & Lindsay, Bruce
- 26-38 A high-dimensional two-sample test for the mean using random subspaces
by Thulin, Måns
- 39-51 Sample size determination for paired right-censored data based on the difference of Kaplan–Meier estimates
by Su, Pei-Fang & Li, Chung-I & Shyr, Yu
- 52-63 Analysis of multivariate survival data with Clayton regression models under conditional and marginal formulations
by He, W.
- 64-80 A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
by Cabral, Celso Rômulo Barbosa & da-Silva, Cibele Queiroz & Migon, Helio S.
- 81-94 Fast balanced sampling for highly stratified population
by Hasler, Caren & Tillé, Yves
- 95-109 TVICA—Time varying independent component analysis and its application to financial data
by Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K.
- 110-124 Improved likelihood inference in generalized linear models
by Vargas, Tiago M. & Ferrari, Silvia L.P. & Lemonte, Artur J.
- 125-141 Spatial prediction in the presence of left-censoring
by Schelin, Lina & Sjöstedt-de Luna, Sara
- 142-156 On the maximum penalized likelihood approach for proportional hazard models with right censored survival data
by Ma, Jun & Heritier, Stephane & Lô, Serigne N.
- 157-179 Dimension reduction in principal component analysis for trees
by Alfaro, Carlos A. & Aydın, Burcu & Valencia, Carlos E. & Bullitt, Elizabeth & Ladha, Alim
- 181-197 Learning algorithms may perform worse with increasing training set size: Algorithm–data incompatibility
by Yousef, Waleed A. & Kundu, Subrata
- 198-208 Bayesian semiparametric model for spatially correlated interval-censored survival data
by Pan, Chun & Cai, Bo & Wang, Lianming & Lin, Xiaoyan
- 209-216 Least squares estimation of a k-monotone density function
by Chee, Chew-Seng & Wang, Yong
- 217-227 Sample size calculation for the proportional hazards model with a time-dependent covariate
by Wang, Songfeng & Zhang, Jiajia & Lu, Wenbin
2014, Volume 73, Issue C
- 1-15 Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults
by Şentürk, Damla & Ghosh, Samiran & Nguyen, Danh V.
- 16-26 Eliminating bias due to censoring in Kendall’s tau estimators for quasi-independence of truncation and failure
by Austin, Matthew D. & Betensky, Rebecca A.
- 27-39 A non-parametric method to estimate the number of clusters
by Fujita, André & Takahashi, Daniel Y. & Patriota, Alexandre G.
- 40-52 Efficient optimization of the likelihood function in Gaussian process modelling
by Butler, A. & Haynes, R.D. & Humphries, T.D. & Ranjan, P.
- 53-68 Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
by Rachdi, Mustapha & Laksaci, Ali & Demongeot, Jacques & Abdali, Abdel & Madani, Fethi
- 69-86 Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
by Dufour, Jean-Marie & Jouini, Tarek
- 87-102 Efficient estimation of the link function parameter in a robust Bayesian binary regression model
by Roy, Vivekananda
- 103-111 Nonparametric tests for panel count data with unequal observation processes
by Li, Yang & Zhao, Hui & Sun, Jianguo & Kim, KyungMann
- 112-128 Confidence intervals for quantiles in finite populations with randomized nomination sampling
by Nourmohammadi, Mohammad & Jafari Jozani, Mohammad & Johnson, Brad C.
- 129-145 Asymptotic distribution of the EPMS estimator for financial derivatives pricing
by Huang, Shih-Feng & Tu, Ya-Ting
- 146-162 Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects
by Karl, Andrew T. & Yang, Yan & Lohr, Sharon L.
- 163-176 Mean field variational Bayesian inference for support vector machine classification
by Luts, Jan & Ormerod, John T.
- 177-188 A Bayesian semiparametric regression model for reliability data using effective age
by Li, Li & Hanson, Timothy E.
- 189-204 Modelling trends in road accident frequency— Bayesian inference for rates with uncertain exposure
by Lloyd, Louise K. & Forster, Jonathan J.
2014, Volume 72, Issue C
- 1-12 Functionally induced priors for componentwise Gibbs sampler in the analysis of supersaturated designs
by Huang, Hengzhen & Yang, Jinyu & Liu, Min-Qian
- 13-29 Unimodal density estimation using Bernstein polynomials
by Turnbull, Bradley C. & Ghosh, Sujit K.
- 30-44 Reinforcement learning-based design of sampling policies under cost constraints in Markov random fields: Application to weed map reconstruction
by Bonneau, Mathieu & Gaba, Sabrina & Peyrard, Nathalie & Sabbadin, Régis
- 45-56 Testing constancy in monotone response models
by Colubi, Ana & Domínguez-Menchero, J. Santos & González-Rodríguez, Gil