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Content
August 2024, Volume 65, Issue 6
- 3769-3788 Bootstrapping generalized linear models to accommodate overdispersed count data
by Katherine Burak & Adam Kashlak - 3789-3820 Confidence distributions and hypothesis testing
by Eugenio Melilli & Piero Veronese - 3821-3852 Hypothesis testing for varying coefficient models in tail index regression
by Koki Momoki & Takuma Yoshida - 3853-3891 The exponentiated exponentially weighted moving average control chart
by Vasileios Alevizakos & Arpita Chatterjee & Kashinath Chatterjee & Christos Koukouvinos - 3893-3915 A sequential feature selection approach to change point detection in mean-shift change point models
by Baolong Ying & Qijing Yan & Zehua Chen & Jinchao Du - 3917-3933 Some practical and theoretical issues related to the quantile estimators
by Dagmara Dudek & Anna Kuczmaszewska - 3935-3958 Matrix-variate generalized linear model with measurement error
by Tianqi Sun & Weiyu Li & Lu Lin - 3959-3969 Deficiency bounds for the multivariate inverse hypergeometric distribution
by Frédéric Ouimet - 3971-3979 Some additional remarks on statistical properties of Cohen’s d in the presence of covariates
by Jürgen Groß & Annette Möller - 3981-3989 Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either
by David Curtis - 3991-4000 An heuristic scree plot criterion for the number of factors
by Ard H. J. den Reijer & Pieter W. Otter & Jan P. A. M. Jacobs
July 2024, Volume 65, Issue 5
- 2641-2666 A weighted average limited information maximum likelihood estimator
by Muhammad Qasim - 2667-2686 Space-filling designs with a Dirichlet distribution for mixture experiments
by Astrid Jourdan - 2687-2717 On the test of covariance between two high-dimensional random vectors
by Yongshuai Chen & Wenwen Guo & Hengjian Cui - 2719-2749 FDR control and power analysis for high-dimensional logistic regression via StabKoff
by Panxu Yuan & Yinfei Kong & Gaorong Li - 2751-2773 Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data
by Yang Liu & Rong Kuang & Guanfu Liu - 2775-2810 Two-piece distribution based semi-parametric quantile regression for right censored data
by Worku Biyadgie Ewnetu & Irène Gijbels & Anneleen Verhasselt - 2811-2834 A p-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design
by Fritjof Freise & Norbert Gaffke & Rainer Schwabe - 2835-2863 Alleviating conditional independence assumption of naive Bayes
by Xu-Qing Liu & Xiao-Cai Wang & Li Tao & Feng-Xian An & Gui-Ren Jiang - 2865-2886 A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method
by Valdério Anselmo Reisen & Céline Lévy-Leduc & Edson Zambon Monte & Pascal Bondon - 2887-2913 Adaptive parametric change point inference under covariance structure changes
by Stergios B. Fotopoulos & Abhishek Kaul & Vasileios Pavlopoulos & Venkata K. Jandhyala - 2915-2936 Regression analysis of clustered panel count data with additive mean models
by Weiwei Wang & Zhiyang Cui & Ruijie Chen & Yijun Wang & Xiaobing Zhao - 2937-2972 Fourier approach to goodness-of-fit tests for Gaussian random processes
by Petr Čoupek & Viktor Dolník & Zdeněk Hlávka & Daniel Hlubinka - 2973-3006 Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model
by Muhammad Jaffri Mohd Nasir & Ramzan Nazim Khan & Gopalan Nair & Darfiana Nur - 3007-3038 Robust signal dimension estimation via SURE
by Joni Virta & Niko Lietzén & Henri Nyberg - 3039-3061 Empirical likelihood inference for the panel count data with informative observation process
by Faysal Satter & Yichuan Zhao & Ni Li - 3063-3092 Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
by Huilan Liu & Xiawei Zhang & Huaiqing Hu & Junjie Ma - 3093-3109 Testing omitted variables in VARs
by Andrea Beccarini - 3111-3134 Inference for continuous-time long memory randomly sampled processes
by Mohamedou Ould Haye & Anne Philippe & Caroline Robet - 3135-3154 Estimating the entropy of a Rayleigh model under progressive first-failure censoring
by Mohammed S. Kotb & Huda M. Alomari - 3155-3180 Using the softplus function to construct alternative link functions in generalized linear models and beyond
by Paul F. V. Wiemann & Thomas Kneib & Julien Hambuckers - 3181-3201 Locally optimal designs for comparing curves in generalized linear models
by Chang-Yu Liu & Xin Liu & Rong-Xian Yue - 3203-3234 Implicit profiling estimation for semiparametric models with bundled parameters
by Yucong Lin & Jinhua Su & Yang Liu & Jue Hou & Feifei Wang - 3235-3259 Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data
by Jierui Du & Xia Cui - 3261-3284 Adaptive slicing for functional slice inverse regression
by Linjuan Zheng & Beiting Liang & Guochang Wang - 3285-3301 Optimal dichotomization of bimodal Gaussian mixtures
by Yan-ni Jhan & Wan-cen Li & Shin-hui Ruan & Jia-jyun Sie & Iebin Lian - 3303-3325 Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates
by Talha Omer & Kristofer Månsson & Pär Sjölander & B. M. Golam Kibria
June 2024, Volume 65, Issue 4
- 1901-1926 A new $$L_2$$ L 2 calibration procedure of computer models based on the smoothing spline ANOVA
by Yang Sun & Xiangzhong Fang - 1927-1945 On the limit distribution of the power function induced by a design prior
by Fulvio De Santis & Stefania Gubbiotti - 1947-1983 A unified study for estimation of order restricted parameters of a general bivariate model under the generalized Pitman nearness criterion
by Naresh Garg & Neeraj Misra - 1985-2009 Prediction in regression models with continuous observations
by Holger Dette & Andrey Pepelyshev & Anatoly Zhigljavsky - 2011-2032 Bayesian and maximin A-optimal designs for spline regression models with unknown knots
by Isaac Rankin & Julie Zhou - 2033-2075 Kendall’s tau-based inference for gradually changing dependence structures
by Félix Camirand Lemyre & Jean-François Quessy - 2077-2108 Smoothed empirical likelihood for the difference of two quantiles with the paired sample
by Pangpang Liu & Yichuan Zhao - 2109-2134 Multi-feature clustering of step data using multivariate functional principal component analysis
by Wookyeong Song & Hee-Seok Oh & Ying Kuen Cheung & Yaeji Lim - 2135-2163 Integrating rather than collecting: statistical matching in the data flood era
by Riccardo D’Alberto & Meri Raggi - 2165-2190 Privacy-preserving and homogeneity-pursuit integrative analysis for high-dimensional censored data
by Xin Ye & Baihua He & Yanyan Liu & Shuangge Ma - 2191-2209 Bartlett corrections for zero-adjusted generalized linear models
by Tiago M. Magalhães & Gustavo H. A. Pereira & Denise A. Botter & Mônica C. Sandoval - 2211-2220 Uniformly most powerful tests under weak restrictions
by Jin Zhang - 2221-2251 Robust optimal subsampling based on weighted asymmetric least squares
by Min Ren & Shengli Zhao & Mingqiu Wang & Xinbei Zhu - 2253-2288 GMM estimation and variable selection of partially linear additive spatial autoregressive model
by Fang Lu & Guoliang Tian & Jing Yang - 2289-2312 Conditions for finiteness and bounds on moments of generalized order statistics
by Mariusz Bieniek & Tomasz Rychlik - 2313-2326 Bounds on generalized family-wise error rates for normal distributions
by Monitirtha Dey & Subir Kumar Bhandari - 2327-2359 Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
by Marie-Christine Düker & Seok-Oh Jeong & Taewook Lee & Changryong Baek - 2361-2396 On the validity of the bootstrap hypothesis testing in functional linear regression
by Omid Khademnoe & S. Mohammad E. Hosseini-Nasab - 2397-2439 Change point in variance of fractionally integrated noise
by Daiqing Xi & Tianxiao Pang - 2441-2459 Least squares estimation for a class of uncertain Vasicek model and its application to interest rates
by Chao Wei - 2461-2488 Variable selection in proportional odds model with informatively interval-censored data
by Bo Zhao & Shuying Wang & Chunjie Wang - 2489-2525 ROBOUT: a conditional outlier detection methodology for high-dimensional data
by Matteo Farnè & Angelos Vouldis - 2527-2553 On strongly dependent zero-inflated INAR(1) processes
by Jan Beran & Frieder Droullier - 2555-2566 Maximum Likelihood With a Time Varying Parameter
by Alberto Lanconelli & Christopher S. A. Lauria - 2567-2604 Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
by Hong-Xia Xu & Guo-Liang Fan & Han-Ying Liang - 2605-2639 Professor Heinz Neudecker and matrix differential calculus
by Shuangzhe Liu & Götz Trenkler & Tõnu Kollo & Dietrich Rosen & Oskar Maria Baksalary
May 2024, Volume 65, Issue 3
- 1135-1162 Mean convergence theorems for arrays of dependent random variables with applications to dependent bootstrap and non-homogeneous Markov chains
by Lê Thành - 1163-1196 Inference of improved adaptive progressively censored competing risks data for Weibull lifetime models
by Ahmed Elshahhat & Mazen Nassar - 1197-1231 Self-exciting hysteretic binomial autoregressive processes
by Kai Yang & Xiuyue Zhao & Xiaogang Dong & Christian H. Weiß - 1233-1257 A unifying framework for rank and pseudo-rank based inference using nonparametric confidence distributions
by Jonas Beck & Arne C. Bathke - 1259-1284 Variance matrix estimation in multivariate classical measurement error models
by Elif Kekeç & Ingrid Van Keilegom - 1285-1308 The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance
by Manabu Kuroki & Taiki Tezuka - 1309-1336 Case-cohort studies for clustered failure time data with a cure fraction
by Ping Xie & Bo Han & Xiaoguang Wang - 1337-1374 Learning CHARME models with neural networks
by José G. Gómez-García & Jalal Fadili & Christophe Chesneau - 1375-1409 Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
by Xianwen Sun & Lixin Zhang - 1411-1436 Deterministic sampling based on Kullback–Leibler divergence and its applications
by Sumin Wang & Fasheng Sun - 1437-1467 On approximation and estimation of distribution function of sum of independent random variables
by N. N. Midhu & Isha Dewan & K. K. Sudheesh & E. P. Sreedevi - 1469-1492 Finite mixtures of mean-parameterized Conway–Maxwell–Poisson models
by Dongying Zhan & Derek S. Young - 1493-1530 Identification of canonical models for vectors of time series: a subspace approach
by Alfredo Garcia-Hiernaux & Jose Casals & Miguel Jerez - 1531-1551 Confidence intervals centred on bootstrap smoothed estimators: an impossibility result
by Paul Kabaila & Christeen Wijethunga - 1553-1573 Information quantity evaluation of multivariate SETAR processes of order one and applications
by Javier E. Contreras-Reyes - 1575-1611 Nonparametric estimation of the shape functions and related asymptotic results
by M. D. Jiménez-Gamero & J. C. Pardo-Fernández - 1613-1643 Parametric quantile autoregressive moving average models with exogenous terms
by Alan Dasilva & Helton Saulo & Roberto Vila & Jose A. Fiorucci & Suvra Pal - 1645-1675 Detecting linear trend changes in data sequences
by Hyeyoung Maeng & Piotr Fryzlewicz - 1677-1702 Inferring the finest pattern of mutual independence from data
by Guillaume Marrelec & Alain Giron - 1703-1729 Computation and analysis of change points with different jump locations in high-dimensional regression
by Jian Huang & Yuling Jiao & Lican Kang & Yanyan Liu & Xinfeng Yang - 1731-1732 Correction to: Posterior alternatives with informative early stopping
by Nancy Flournoy & Sergey Tarima - 1733-1771 Equivariant estimation of the selected location parameter
by Masihuddin & Neeraj Misra - 1773-1803 On the Rényi index of random graphs
by Mingao Yuan - 1805-1839 Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
by Yangbing Tang & Zhongzhan Zhang & Jiang Du - 1841-1867 Improving the power of hypothesis tests in sparse contingency tables
by Federica Nicolussi & Manuela Cazzaro & Tamás Rudas - 1869-1900 On the Baum–Katz theorem for randomly weighted sums of negatively associated random variables with general normalizing sequences and applications in some random design regression models
by Son Ta Cong & Cuong Tran Manh & Hang Bui Khanh & Dung Le Van
April 2024, Volume 65, Issue 2
- 467-510 A review on design inspired subsampling for big data
by Jun Yu & Mingyao Ai & Zhiqiang Ye - 511-555 A multivariate modified skew-normal distribution
by Sagnik Mondal & Reinaldo B. Arellano-Valle & Marc G. Genton - 557-596 Discrete mixture representations of spherical distributions
by Ludwig Baringhaus & Rudolf Grübel - 597-643 Detecting shifts in Conway–Maxwell–Poisson profile with deviance residual-based CUSUM and EWMA charts under multicollinearity
by Ulduz Mammadova & M. Revan Özkale - 645-660 Convergence arguments to bridge cauchy and matérn covariance functions
by Tarik Faouzi & Emilio Porcu & Igor Kondrashuk & Moreno Bevilacqua - 661-685 Simulations and predictions of future values in the time-homogeneous load-sharing model
by Francesco Buono & Jorge Navarro - 687-704 A method of correction for heaping error in the variables using validation data
by Amar S. Ahmad & Munther Al-Hassan & Hamid Y. Hussain & Nirmin F. Juber & Fred N. Kiwanuka & Mohammed Hag-Ali & Raghib Ali - 705-736 Clustering and estimation of finite mixture models under bivariate ranked set sampling with application to a breast cancer study
by Hamid Haji Aghabozorgi & Farzad Eskandari - 737-770 Instrumental variable estimation of weighted local average treatment effects
by Byeong Yeob Choi - 771-794 Parameters not empirically identifiable or distinguishable, including correlation between Gaussian observations
by Christian Hennig - 795-825 Sparse and smooth functional data clustering
by Fabio Centofanti & Antonio Lepore & Biagio Palumbo - 827-864 Efficient robust estimation for single-index mixed effects models with missing observations
by Liugen Xue & Junshan Xie - 865-886 Computational aspects of experimental designs in multiple-group mixed models
by Maryna Prus & Lenka Filová - 887-907 Nonnegative group bridge and application in financial index tracking
by Yonghui Liu & Yichen Lin & Xin Song & Conan Liu & Shuangzhe Liu - 909-944 Kalman recursions Aggregated Online
by Eric Adjakossa & Yannig Goude & Olivier Wintenberger - 945-974 Nonparametric estimation for a functional-circular regression model
by Andrea Meilán-Vila & Rosa M. Crujeiras & Mario Francisco-Fernández - 975-988 Further remarks on constrained over-parameterized linear models
by Nesrin Güler & Melek Eriş Büyükkaya - 989-1019 Consistent group selection using nonlocal priors in regression
by Fang Yang & Liangliang Zhang & Jingyi Zheng & Xuan Cao - 1021-1039 To impute or to adapt? Model specification tests’ perspective
by Marija Cuparić & Bojana Milošević - 1041-1063 A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
by Guilherme Pumi & Taiane S. Prass & Sílvia R. C. Lopes - 1065-1084 A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables
by Omid Karimi - 1085-1123 A semiparametric dynamic higher-order spatial autoregressive model
by Tizheng Li & Yuping Wang & Ke Fang - 1125-1132 Osband’s principle for identification functions
by Timo Dimitriadis & Tobias Fissler & Johanna Ziegel - 1133-1133 Correction to: Some properties of the unified skew-normal distribution
by Reinaldo B. Arellano-Valle & Adelchi Azzalini
February 2024, Volume 65, Issue 1
- 1-18 Estimation of parameters and quantiles of the Weibull distribution
by Alicja Jokiel-Rokita & Sylwester Pia̧tek - 19-44 The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates
by Alessandro Baldi Antognini & Rosamarie Frieri & Maroussa Zagoraiou & Marco Novelli - 45-78 Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
by Bruno Ebner & Lena Eid & Bernhard Klar - 79-92 Jackknife empirical likelihood ratio test for testing mean time to failure order
by Deemat C. Mathew & Reeba Mary Alex & Sudheesh K. Kattumannil - 93-119 Estimation and variable selection for generalized functional partially varying coefficient hybrid models
by Yanxia Liu & Zhihao Wang & Maozai Tian & Keming Yu - 121-138 On the distribution of sample scale-free scatter matrices
by A. M. Mathai & Serge B. Provost - 139-179 Robust estimation of average treatment effects from panel data
by Sayoni Roychowdhury & Indrila Ganguly & Abhik Ghosh - 181-201 Profile likelihood estimation for the cox proportional hazards (PH) cure model and standard errors
by Khandoker Akib Mohammad & Yuichi Hirose & Budhi Surya & Yuan Yao - 203-236 On the use of historical estimates
by Ori Davidov & Tamás Rudas - 237-262 High-dimensional properties for empirical priors in linear regression with unknown error variance
by Xiao Fang & Malay Ghosh - 263-290 A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures
by N. A. Cruz & O. O. Melo & C. A. Martinez - 291-308 Some characterizations of continuous symmetric distributions based on extropy of record values
by Nitin Gupta & Santosh Kumar Chaudhary - 309-334 On some problems of Bayesian region construction with guaranteed coverages
by Michael Evans & Miaoshiqi Liu & Michael Moon & Sabrina Sixta & Siyi Wei & Siyue Yang - 335-356 A Monte Carlo permutation procedure for testing variance components using robust estimation methods
by Yahia S. El-Horbaty & Eman M. Hanafy - 357-379 Several new classes of space-filling designs
by Wenlong Li & Min-Qian Liu & Jian-Feng Yang - 381-413 Generalised score distribution: underdispersed continuation of the beta-binomial distribution
by Bogdan Ćmiel & Jakub Nawała & Lucjan Janowski & Krzysztof Rusek - 415-433 Centre-free kurtosis orderings for asymmetric distributions
by Andreas Eberl & Bernhard Klar - 435-465 Testing normality of a large number of populations
by M. D. Jiménez-Gamero
December 2023, Volume 64, Issue 6
- 1805-1832 Polynomial spline estimation of panel count data model with an unknown link function
by Yijun Wang & Weiwei Wang & Xiaobing Zhao - 1833-1859 Nonparametric classification of high dimensional observations
by Reza Modarres - 1861-1889 A test for normality and independence based on characteristic function
by Wiktor Ejsmont & Bojana Milošević & Marko Obradović - 1891-1912 Improved shrinkage estimators in the beta regression model with application in econometric and educational data
by Reza Arabi Belaghi & Yasin Asar & Rolf Larsson - 1913-1941 Testing for ordered alternatives in heteroscedastic ANOVA under normality
by Anjana Mondal & Markus Pauly & Somesh Kumar - 1943-1968 Optimal subsampling for functional quantile regression
by Qian Yan & Hanyu Li & Chengmei Niu - 1969-1996 New results for adaptive false discovery rate control with p-value weighting
by Aniket Biswas & Gaurangadeb Chattopadhyay - 1997-2013 Bayesian and maximin optimal designs for heteroscedastic multi-factor regression models
by Lei He & Daojiang He - 2015-2055 Multivariate copulas with given values at two arbitrary points
by Erich Peter Klement & Damjana Kokol Bukovšek & Matjaž Omladič & Susanne Saminger-Platz & Nik Stopar - 2057-2080 Sequential design of multi-fidelity computer experiments with effect sparsity
by Hui Chen & Linhan Ouyang & Lijun Liu & Yizhong Ma - 2081-2100 Bounds for Gini’s mean difference based on first four moments, with some applications
by Xuehua Yin & Narayanaswamy Balakrishnan & Chuancun Yin - 2101-2117 Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses
by Marwan Al-Momani & M. Riaz & M. F. Saleh - 2119-2135 New closed-form efficient estimators for the negative binomial distribution
by Jun Zhao & Hyoung-Moon Kim - 2137-2160 A class of estimators based on overlapping sample spacings
by Rahul Singh & Neeraj Misra - 2161-2182 Structural multilevel models for longitudinal mediation analysis: a definition variable approach
by Chiara Maria - 2183-2205 The zonoid region parameter depth
by Ignacio Cascos & Giuseppe Pandolfo & Beatriz Sinova - 2207-2224 Variable selection for nonparametric quantile regression via measurement error model
by Peng Lai & Xi Yan & Xin Sun & Haozhe Pang & Yanqiu Zhou - 2225-2244 Robustness of a truncated estimator for the smaller of two ordered means
by Yasuyuki Hamura & Tatsuya Kubokawa
October 2023, Volume 64, Issue 5
- 1373-1390 Computing waiting time probabilities related to $$ (k_{1},k_{2},\ldots ,k_{l})$$ ( k 1 , k 2 , … , k l ) pattern
by Stathis Chadjiconstantinidis & Serkan Eryilmaz - 1391-1438 Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
by Antonio Di Crescenzo & Paola Paraggio & Patricia Román-Román & Francisco Torres-Ruiz - 1439-1463 Divergence-based tests for the bivariate gamma distribution applied to polarimetric synthetic aperture radar
by Abraão Nascimento & Jodavid Ferreira & Alisson Silva - 1465-1481 Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
by Yijun Zuo - 1483-1506 Assessing the effectiveness of indirect questioning techniques by detecting liars
by Pier Francesco Perri & Eleni Manoli & Tasos C. Christofides - 1507-1525 Optimal equivalence testing in exponential families
by Renren Zhao & Robert L. Paige - 1527-1628 Simultaneous prediction using target function based on principal components estimator with correlated errors
by Gülesen Üstündağ Şiray - 1629-1667 Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation
by Karel Hron & Jitka Machalová & Alessandra Menafoglio - 1669-1697 Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances
by Alessandro Barbiero & Asmerilda Hitaj - 1699-1720 Projection uniformity of nearly balanced designs
by Siyu Pan & Jie Li & Zujun Ou & Peng Zhu - 1721-1747 A general framework for spatial GARCH models
by Philipp Otto & Wolfgang Schmid - 1749-1774 Bayesian inference of multivariate-GARCH-BEKK models
by G. C. Livingston & Darfiana Nur - 1775-1804 Point and Interval Estimation of Powers of Scale Parameters for Two Normal Populations with a Common Mean
by Pravash Jena & Manas Ranjan Tripathy & Somesh Kumar
August 2023, Volume 64, Issue 4
- 1015-1019 Editorial for the special issue for mODa 13: model-oriented data analysis and optimum design
by David C. Woods & Stefanie Biedermann & Chiara Tommasi - 1021-1040 D-optimal and nearly D-optimal exact designs for binary response on the ball
by Martin Radloff & Rainer Schwabe - 1041-1056 An equivalence theorem for design optimality with respect to a multi-objective criterion
by Chiara Tommasi & Juan M. Rodríguez-Díaz & Jesús F. López-Fidalgo - 1057-1068 Optimal designs for prediction in random coefficient regression with one observation per individual
by Maryna Prus - 1069-1093 Information-based optimal subdata selection for non-linear models
by Jun Yu & Jiaqi Liu & HaiYing Wang - 1095-1117 Optimal subsampling design for polynomial regression in one covariate
by Torsten Reuter & Rainer Schwabe - 1119-1135 Accounting for outliers in optimal subsampling methods
by Laura Deldossi & Elena Pesce & Chiara Tommasi - 1137-1157 A model robust subsampling approach for Generalised Linear Models in big data settings
by Amalan Mahendran & Helen Thompson & James M. McGree - 1159-1186 A-optimal designs for state estimation in networks
by Christine H. Müller & Kirsten Schorning - 1187-1208 BLUE against OLSE in the location model: energy minimization and asymptotic considerations
by Luc Pronzato & Anatoly Zhigljavsky - 1209-1231 Adaptive and robust experimental design for linear dynamical models using Kalman filter
by Arno Strouwen & Bart M. Nicolaï & Peter Goos - 1233-1249 Sparse polynomial prediction
by Hugo Maruri-Aguilar & Henry Wynn - 1251-1274 Design of experiments and machine learning with application to industrial experiments
by Roberto Fontana & Alberto Molena & Luca Pegoraro & Luigi Salmaso - 1275-1304 Discrimination between Gaussian process models: active learning and static constructions
by Elham Yousefi & Luc Pronzato & Markus Hainy & Werner G. Müller & Henry P. Wynn - 1305-1328 New insights into adaptive enrichment designs
by Alessandro Baldi Antognini & Rosamarie Frieri & Maroussa Zagoraiou - 1329-1341 Posterior alternatives with informative early stopping
by Nancy Flournoy & Sergey Tarima - 1343-1360 Longitudinal model for a dose-finding study for a rare disease treatment
by Younan Chen & Michael Fries & Sergei Leonov - 1361-1372 Group sequential tests: beyond exponential family models
by Sergey Tarima & Nancy Flournoy
June 2023, Volume 64, Issue 3
- 739-752 On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality
by Bruno Ebner & Norbert Henze - 753-778 A weighted U-statistic based change point test for multivariate time series
by Junwei Hu & Lihong Wang - 779-805 Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks
by Nicoletta D’Angelo & Giada Adelfio & Jorge Mateu - 807-834 Conditional characteristic feature screening for massive imbalanced data
by Ping Wang & Lu Lin - 835-855 Accelerated failure time vs Cox proportional hazards mixture cure models: David vs Goliath?
by Motahareh Parsa & Ingrid Van Keilegom - 857-882 Simple powerful robust tests based on sign depth
by Kevin Leckey & Dennis Malcherczyk & Melanie Horn & Christine H. Müller - 883-921 Seemingly unrelated clusterwise linear regression for contaminated data
by Gabriele Perrone & Gabriele Soffritti - 923-954 Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors
by Mingyue Hu & Yongcheng Qi - 955-985 Compositional cubes: a new concept for multi-factorial compositions
by Kamila Fačevicová & Peter Filzmoser & Karel Hron - 987-1014 Construction of orthogonal general sliced Latin hypercube designs
by Bing Guo & Xiao-Rong Li & Min-Qian Liu & Xue Yang
April 2023, Volume 64, Issue 2
- 367-393 A robust factor analysis model based on the canonical fundamental skew-t distribution
by Tsung-I Lin & I-An Chen & Wan-Lun Wang - 395-420 A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering
by Brenton R. Clarke & Andrew Grose - 421-447 Strong uniform consistency of the local linear relative error regression estimator under left truncation
by Feriel Bouhadjera & Mohamed Lemdani & Elias Ould Saïd - 449-475 Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences
by Mritunjay Rai & Tanmoy Maity & Agha Asim Husain & R. K. Yadav - 477-496 Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments
by Hong-Jiang Wu & Ying-Ying Zhang & Han-Yu Li - 497-507 The modality of skew t-distribution
by Bader Alruwaili - 509-527 Stochastic orders and measures of skewness and dispersion based on expectiles
by Andreas Eberl & Bernhard Klar - 529-556 Measuring and testing homogeneity of distributions by characteristic distance
by Xu Li & Wenjuan Hu & Baoxue Zhang