Printed from https://ideas.repec.org/s/bla/scjsta3.html
Content
June 2017, Volume 44, Issue 2
- 369-395 Local Digital Algorithms Applied to Boolean Models
by Julia Hörrmann & Anne Marie Svane - 396-424 Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear-Index
by Ming-Yueh Huang & Chin-Tsang Chiang - 425-454 Statistical Inference for Expectile-based Risk Measures
by Volker Krätschmer & Henryk Zähle - 455-479 Structure Learning of Contextual Markov Networks using Marginal Pseudo-likelihood
by Johan Pensar & Henrik Nyman & Jukka Corander - 480-499 Asymptotics of Selective Inference
by Xiaoying Tian & Jonathan Taylor - 500-523 Location-invariant Multi-sample U-tests for Covariance Matrices with Large Dimension
by M. Rauf Ahmad - 524-544 Bayesian Analysis of the Proportional Hazards Model with Time-Varying Coefficients
by Gwangsu Kim & Yongdai Kim & Taeryon Choi - 545-562 Nonparametric Two-Sample Tests of the Marginal Mark Distribution with Censored Marks
by Brent A. Johnson - 563-580 Estimating the Number of Block Boundaries from Diagonal Blockwise Matrices Without Penalization
by Vincent Brault & Maud Delattre & Emilie Lebarbier & Tristan Mary-Huard & Céline Lévy-Leduc
March 2017, Volume 44, Issue 1
- 1-20 Analysis of Double Single Index Models
by Kun Chen & Yanyuan Ma - 21-45 Models for Extremal Dependence Derived from Skew-symmetric Families
by Boris Beranger & Simone A. Padoan & Scott A. Sisson - 46-80 Spatio-temporal Ornstein–Uhlenbeck Processes: Theory, Simulation and Statistical Inference
by Michele Nguyen & Almut E. D. Veraart - 81-96 Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models
by Peter Neal & Fei Xiang - 97-111 Empirical Processes in Survey Sampling with (Conditional) Poisson Designs
by Patrice Bertail & Emilie Chautru & Stephan Clémençon - 112-129 A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data
by Fei Jiang & Sebastien Haneuse - 130-149 Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
by Alexis Bienvenüe & Christian Y. Robert - 150-167 Bayesian Estimators for Small Area Models Shrinking Both Means and Variances
by Shonosuke Sugasawa & Hiromasa Tamae & Tatsuya Kubokawa - 168-191 Semi-parametric Estimation in a Single-index Model with Endogenous Variables
by Melanie Birke & Sebastien Van Bellegem & Ingrid Van Keilegom - 192-203 Palm Distributions for Log Gaussian Cox Processes
by Jean-François Coeurjolly & Jesper Møller & Rasmus Waagepetersen - 204-229 Contrast Estimation for Parametric Stationary Determinantal Point Processes
by Christophe Ange Napoléon Biscio & Frédéric Lavancier - 230-248 Impact of Model Choice on LR Assessment in Case of Rare Haplotype Match (Frequentist Approach)
by Giulia Cereda - 249-267 On the Estimation of the Density of a Directional Data Stream
by Aboubacar Amiri & Baba Thiam & Thomas Verdebout - 268-284 Unified Inference for Sparse and Dense Longitudinal Data in Time-varying Coefficient Models
by Yixin Chen & Weixin Yao
December 2016, Volume 43, Issue 4
- 921-938 Semiparametric Quantile Regression Analysis of Right-censored and Length-biased Failure Time Data with Partially Linear Varying Effects
by Xuerong Chen & Yeqian Liu & Jianguo Sun & Yong Zhou - 939-961 Parameter Estimation for Inhomogeneous Space-Time Shot-Noise Cox Point Processes
by Jiří Dvořák & Michaela Prokešová - 962-977 Compositional Tables Analysis in Coordinates
by Kamila Fačevicová & Karel Hron & Valentin Todorov & Matthias Templ - 978-995 Approaches to the Estimation of the Local Average Treatment Effect in a Regression Discontinuity Design
by Aidan G. O'Keeffe & Gianluca Baio - 996-1018 Linear Increments with Non-monotone Missing Data and Measurement Error
by Shaun R. Seaman & Daniel Farewell & Ian R. White - 1019-1034 Robust Inference in Two-phase Sampling Designs with Application to Unit Nonresponse
by Cyril Favre-Martinoz & David Haziza & Jean-François Beaumont - 1035-1045 Generic Identifiability of Linear Structural Equation Models by Ancestor Decomposition
by Mathias Drton & Luca Weihs - 1046-1063 A Framework for Monte Carlo based Multiple Testing
by Axel Gandy & Georg Hahn - 1064-1077 Bayesian Conditional Mean Estimation in Log-Normal Linear Regression Models with Finite Quadratic Expected Loss
by Enrico Fabrizi & Carlo Trivisano - 1078-1102 Inference for Multi-dimensional High-frequency Data with an Application to Conditional Independence Testing
by Markus Bibinger & Per A. Mykland - 1103-1123 An Automatic Test for the Umbrella Alternatives
by Grzegorz Wyłupek - 1124-1139 Generalized Method of Moments for Additive Hazards Model with Clustered Dental Survival Data
by Hui Li & Xiaogang Duan & Guosheng Yin - 1140-1152 An Extended Single-index Model with Missing Response at Random
by Qihua Wang & Tao Zhang & Wolfgang Karl Härdle - 1153-1161 Visualization for Large-scale Gaussian Updates
by Jonathan Rougier & Andrew Zammit-Mangion - 1162-1177 Restricted most powerful Bayesian tests for linear models
by Scott D. Goddard & Valen E. Johnson - 1178-1191 Testing parametric models in linear-directional regression
by Eduardo GarcÍa-Portugués & Ingrid Van Keilegom & Rosa M. Crujeiras and & Wenceslao González-Manteiga - 1192-1213 Statistical Analysis Of Mixture Vector Autoregressive Models
by Maddalena Cavicchioli - 1214-1235 Conditional Akaike Information Criteria for a Class of Poisson Mixture Models with Random Effects
by Dalei Yu
September 2016, Volume 43, Issue 3
- 625-648 Graphs for Margins of Bayesian Networks
by Robin J. Evans - 649-663 A Semiparametrically Efficient Estimator of the Time-Varying Effects for Survival Data with Time-Dependent Treatment
by Huazhen Lin & Zhe Fei & Yi Li - 664-682 On Local Power Properties of Frequency Domain-based Tests for Stationarity
by Efstathios Paparoditis & Philip Preuß - 683-699 Doubly Robust Inference for the Distribution Function in the Presence of Missing Survey Data
by Helene Boistard & Guillaume Chauvet & David Haziza - 700-720 Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity
by Jungsik Noh & Sangyeol Lee - 721-735 Empirical Likelihood Inference for the Rao-Hartley-Cochran Sampling Design
by Yves G. Berger - 736-756 Penalized Weighted Least Squares to Small Area Estimation
by Rong Zhu & Guohua Zou & Hua Liang & Lixing Zhu - 757-773 Asymptotic Properties of the Empirical Spatial Extremogram
by Yong Bum Cho & Richard A. Davis & Souvik Ghosh - 774-787 Exponential Family Techniques for the Lognormal Left Tail
by Søren Asmussen & Jens Ledet Jensen & Leonardo Rojas-Nandayapa - 788-805 Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers
by Tore Selland Kleppe - 806-826 Outlier Robust Small-Area Estimation Under Spatial Correlation
by Timo Schmid & Nikos Tzavidis & Ralf Münnich & Ray Chambers - 827-844 An Empirical Process View of Inverse Regression
by François Portier - 845-862 A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo-observations
by Martin Jacobsen & Torben Martinussen - 863-878 Subgroup Analysis with Time-to-Event Data Under a Logistic-Cox Mixture Model
by Ruo-fan Wu & Ming Zheng & Wen Yu - 879-885 Simultaneous Confidence Tubes in Multivariate Linear Regression
by Wei Liu & Yang Han & Fang Wan & Frank Bretz & Anthony J. Hayter - 886-903 Functional Mixed Effects Model for Small Area Estimation
by Tapabrata Maiti & Samiran Sinha & Ping-Shou Zhong - 904-920 Frame Correction Modelling with Applications to the German Register-Assisted Census 2011
by Lucie Dostál & Siegfried Gabler & Matthias Ganninger & Ralf Münnich
June 2016, Volume 43, Issue 2
- 321-348 Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
by Søren Johansen & Bent Nielsen - 349-352 Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen
by Anthony C. Atkinson & Andrea Cerioli & Marco Riani - 353-356 Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’
by Christophe Croux & Ines Wilms - 357-359 An Example of Instability: Discussion of the Paper by Søren Johansen and Bent Nielsen
by Jurgen A. Doornik - 360-365 Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen
by Jurgen A. Doornik & David F. Hendry - 366-367 Discussion on "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Problems" by Søren Johansen and Bent Nielsen
by Hannu Oja - 368-370 Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen
by Elvezio Ronchetti - 371-373 Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Søren Johansen and Bent Nielsen
by Silvelyn Zwanzig - 374-381 Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
by Søren Johansen & Bent Nielsen - 382-395 Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory
by Jussi Määttä & Daniel F. Schmidt & Teemu Roos - 396-415 Composite Estimating Equation Method for the Accelerated Failure Time Model with Length-biased Sampling Data
by Zhiping Qiu & Jing Qin & Yong Zhou - 416-435 Consistent Smooth Bootstrap Kernel Intensity Estimation for Inhomogeneous Spatial Poisson Point Processes
by Isabel Fuentes-Santos & Wenceslao González-Manteiga & Jorge Mateu - 436-454 Likelihood-based Inference with Missing Data Under Missing-at-Random
by Shu Yang & Jae Kwang Kim - 455-475 Hidden Second-order Stationary Spatial Point Processes
by Ute Hahn & Eva B. Vedel Jensen - 476-486 Fitting Cox Models with Doubly Censored Data Using Spline-Based Sieve Marginal Likelihood
by Zhiguo Li & Kouros Owzar - 487-504 An Additive–Multiplicative Restricted Mean Residual Life Model
by Zahra Mansourvar & Torben Martinussen & Thomas H. Scheike - 505-519 On the Estimation Accuracy of Causal Effects using Supplementary Variables
by Manabu Kuroki & Takahiro Hayashi - 520-542 Asymptotic Inference for Jump Diffusions with State-Dependent Intensity
by I. Gaia Becheri & Feike C. Drost & Bas J.M. Werker - 543-557 Collective versus Individual Effects in Survival Analysis of Multiple Failures
by Jialiang Li & Zhipeng Huang & Shuangge Ma & Mei-Ling Ting Lee - 558-572 Locally Efficient Semiparametric Estimators for Proportional Hazards Models with Measurement Error
by Yuhang Xu & Yehua Li & Xiao Song - 573-586 Estimating Abundance from Presence–Absence Maps via a Paired Negative-Binomial Model
by Wen-Han Hwang & Richard Huggins - 587-609 Modelling Aggregation on the Large Scale and Regularity on the Small Scale in Spatial Point Pattern Datasets
by Frédéric Lavancier & Jesper Møller - 610-624 A Necessary Condition for the Strong Oracle Property
by Yongdai Kim & Jong-June Jeon & Sangmi Han
March 2016, Volume 43, Issue 1
- 1-2 Editorial
by Niels Richard Hansen & Peter Dalgaard - 3-19 A Rejection Principle for Sequential Tests of Multiple Hypotheses Controlling Familywise Error Rates
by Jay Bartroff & Jinlin Song - 20-34 Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs
by Jørund Gåsemyr - 35-48 Model-Averaged Confidence Intervals
by Paul Kabaila & A. H. Welsh & Waruni Abeysekera - 49-69 On Nonsmooth Estimating Functions via Jackknife Empirical Likelihood
by Zhouping Li & Jinfeng Xu & Wang Zhou - 70-82 Estimation of the Spectral Density with Assigned Risk
by Sam Efromovich - 83-102 A class of Stein-rules in multivariate regression model with structural changes
by Fuqi Chen & Sévérien Nkurunziza - 103-122 A Proportional Hazards Regression Model for the Subdistribution with Covariates-adjusted Censoring Weight for Competing Risks Data
by Peng He & Frank Eriksson & Thomas H. Scheike & Mei-Jie Zhang - 123-138 Minimum Scoring Rule Inference
by A. Philip Dawid & Monica Musio & Laura Ventura - 139-155 On a Mixture Model for Directional Data on the Sphere
by Jürgen Franke & Claudia Redenbach & Na Zhang - 156-171 Optimal Estimator for Logistic Model with Distribution-free Random Intercept
by Tanya P. Garcia & Yanyuan Ma - 172-190 A Sample Selection Model with Skew-normal Distribution
by Emmanuel O. Ogundimu & Jane L. Hutton - 191-201 Integrated Likelihood Inference in Small Sample Meta-analysis for Continuous Outcomes
by Ruggero Bellio & Annamaria Guolo - 202-212 Trimmed Mean Isotonic Regression
by Subhra sankar Dhar - 213-227 Second-order Accurate Confidence Regions Based on Members of the Generalized Power Divergence Family
by Nicola Lunardon & Gianfranco Adimari - 228-245 The Identification of Direct and Indirect Effects in Studies with an Unmeasured Intermediate Variable
by Manabu Kuroki - 246-260 Combining Inverse Probability Weighting and Multiple Imputation to Improve Robustness of Estimation
by Peisong Han - 261-274 Functional Partial Linear Single-index Model
by Guochang Wang & Xiang-Nan Feng & Min Chen - 275-291 Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models
by Xinyu Zhang & Hua Liang & Anna Liu & David Ruppert & Guohua Zou - 292-320 Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
by Vicky Fasen
December 2015, Volume 42, Issue 4
- 891-910 Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model
by Enrico Bibbona & Ilia Negri - 911-924 The Extensively Corrected Score for Measurement Error Models
by Yih-Huei Huang & Chi-Chung Wen & Yu-Hua Hsu - 925-946 Non-parametric Copula Estimation Under Bivariate Censoring
by Svetlana Gribkova & Olivier Lopez - 947-966 An Objective Bayesian Criterion to Determine Model Prior Probabilities
by Cristiano Villa & Stephen Walker - 967-987 Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation
by Petter Arnesen & Håkon Tjelmeland - 988-1009 Likelihood Ratio Tests for High-Dimensional Normal Distributions
by Tiefeng Jiang & Yongcheng Qi - 1010-1022 Estimation of Fibre Length Distributions from Fibre Endpoints
by Malte Kuhlmann & Claudia Redenbach - 1023-1044 Estimation of the Jump Size Density in a Mixed Compound Poisson Process
by Fabienne Comte & Celine Duval & Valentine Genon-Catalot & Johanna Kappus - 1045-1064 Data Dependent Cells Chi-Square Test With Recurrent Events
by Akim Adekpedjou & WITHANAGE A. De Mel & Gideon KD Zamba - 1065-1077 Cluster-Specific Variable Selection for Product Partition Models
by Fernando A. Quintana & Peter Müller & Ana Luisa Papoila - 1078-1091 Variance Estimation under Two-Phase Sampling
by Takumi Saegusa - 1092-1108 Generalized Maximum Spacing Estimation for Multivariate Observations
by Kristi Kuljus & Bo Ranneby - 1109-1126 Estimation of a Copula when a Covariate Affects only Marginal Distributions
by Irène Gijbels & Marek Omelka & Noël Veraverbeke - 1127-1135 Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures
by Alessio Farcomeni - 1136-1148 Optimal PPS Sampling with Vanishing Auxiliary Variables – with Applications in Microscopy
by Ina Trolle Andersen & Ute Hahn & Eva B. Vedel Jensen - 1149-1166 Clustered Survival Data with Left-truncation
by Frank Eriksson & Torben Martinussen & Thomas H. Scheike - 1167-1193 A Model Specification Test For GARCH(1,1) Processes
by Anne Leucht & Jens-Peter Kreiss & Michael H. Neumann - 1194-1213 Adaptive Bayesian Procedures Using Random Series Priors
by Weining Shen & Subhashis Ghosal - 1214-1224 Model Selection Criterion Based on the Multivariate Quasi-Likelihood for Generalized Estimating Equations
by Shinpei Imori
September 2015, Volume 42, Issue 3
- 649-664 Tests for Coefficients in High-dimensional Additive Hazard Models
by Ping-Shou Zhong & Tao Hu & Jun Li - 665-684 Moment Consistency of the Exchangeably Weighted Bootstrap for Semiparametric M-estimation
by Guang Cheng - 685-700 Laplace Error Penalty-based Variable Selection in High Dimension
by Canhong Wen & Xueqin Wang & Shaoli Wang - 701-712 A Semi-empirical Bayesian Chart to Monitor Weibull Percentiles
by Pasquale Erto & Giuliana Pallotta & Christina M. Mastrangelo - 713-731 Nonparametric Benchmark Dose Estimation with Continuous Dose-Response Data
by Lizhen Lin & Walter W. Piegorsch & Rabi Bhattacharya - 732-745 Focused and Model Average Estimation for Regression Analysis of Panel Count Data
by Haiying Wang & Yang Li & Jianguo Sun - 746-759 Adjusted Supremum Score-Type Statistics for Evaluating Non-Standard Hypotheses
by Wei-Wen Hsu & David Todem & Kyungmann Kim - 760-774 An Inverse-regression Method of Dependent Variable Transformation for Dimension Reduction with Non-linear Confounding
by Heng-Hui Lue - 775-797 Uniform Ergodicity of the Particle Gibbs Sampler
by Fredrik Lindsten & Randal Douc & Eric Moulines - 798-812 Empirical Likelihood for Censored Linear Regression and Variable Selection
by Tong Tong Wu & Gang Li & Chengyong Tang - 813-831 Estimating Particle Shape and Orientation Using Volume Tensors
by Johanna F. Ziegel & Jens R. Nyengaard & Eva B. Vedel Jensen - 832-847 Iterative Scaling in Curved Exponential Families
by Anna Klimova & Tamás Rudas - 848-871 Mixture Model Analysis of Partially Rank-Ordered Set Samples: Age Groups of Fish from Length-Frequency Data
by Armin Hatefi & Mohammad Jafari Jozani & Omer Ozturk - 872-890 Geostatistical Modelling Using Non-Gaussian Matérn Fields
by Jonas Wallin & David Bolin
June 2015, Volume 42, Issue 2
- 329-335 A Proof of Bell's Inequality in Quantum Mechanics Using Causal interactions
by James M. Robins & Tyler J. VanderWeele & Richard D. Gill - 336-360 Adaptive Warped Kernel Estimators
by Gaëlle Chagny - 361-377 Study Design in Causal Models
by Juha Karvanen - 378-396 Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models
by Peter Neal & Chien Lin Terry Huang - 397-413 Estimating Mean Survival Time: When is it Possible?
by Ying Ding & Bin Nan - 414-426 A Cox-Aalen Model for Interval-censored Data
by Audrey Boruvka & Richard J. Cook - 427-437 The Identifiability of Dependent Competing Risks Models Induced by Bivariate Frailty Models
by Antai Wang & Krishnendu Chandra & Ruihua Xu & Junfeng Sun - 438-452 Regression Analysis of Length-biased and Right-censored Failure Time Data with Missing Covariates
by Na Hu & Xuerong Chen & Jianguo Sun - 453-470 Optimal and Robust Designs for Estimating the Concentration Curve and the AUC
by Mohamad Belouni & Karim Benhenni - 471-484 Fiducial and Confidence Distributions for Real Exponential Families
by Piero Veronese & Eugenio Melilli - 485-503 Statistical Estimation for a Class of Self-Regulating Processes
by Antoine Echelard & Jacques Lévy Véhel & Anne Philippe - 504-517 A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models
by Yang Ning & Yong Chen - 518-529 Bayesian Estimators for Small Area Models when Auxiliary Information is Measured with Error
by Serena Arima & Gauri S. Datta & Brunero Liseo - 530-544 On False Discovery and Non-discovery Proportions of the Dynamic Adaptive Procedure
by Kong Xin-Bing & Xu Qin-Feng - 545-561 Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results
by Pier Luigi Conti & Daniela Marella - 562-579 A J -function for Inhomogeneous Spatio-temporal Point Processes
by O. Cronie & M. N. M. Van Lieshout - 580-608 The Partial Linear Model in High Dimensions
by Patric Müller & Sara Geer - 609-626 Non-parametric Bayesian Hazard Regression for Chronic Disease Risk Assessment
by Olli Saarela & Elja Arjas - 627-648 Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations
by Alberto Roverato
March 2015, Volume 42, Issue 1
- 1-31 Semiparametric Time Series Models with Log-concave Innovations: Maximum Likelihood Estimation and its Consistency
by Yining Chen - 32-42 Classification Error of the Thresholded Independence Rule
by Britta Anker Bak & Jens Ledet Jensen & Morten Fenger-Grøn - 43-62 A Note on Estimation in Hilbertian Linear Models
by Siegfried Hörmann & Łukasz Kidziński - 63-86 Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non-stationary Volatility
by Ke-Li Xu & Jui-Chung Yang - 87-103 Marginal and Conditional Distribution Estimation from Double-sampled Semi-competing Risks Data
by Menggang Yu & Constantin T. Yiannoutsos - 104-117 Instrument Assisted Regression for Errors in Variables Models with Binary Response
by Kun Xu & Yanyuan Ma & Liqun Wang - 118-136 Regression Analysis of Current Status Data Under the Additive Hazards Model with Auxiliary Covariates
by Yanqin Feng & Ling Ma & Jianguo Sun - 137-154 Inference of Seasonal Long-memory Time Series with Measurement Error
by Henghsiu Tsai & Heiko Rachinger & Edward M.H. Lin - 155-179 Enriching Surveys with Supplementary Data and its Application to Studying Wage Regression
by Denis Heng Yan Leung & Ken Yamada & Biao Zhang - 180-196 Deterministic Evolution of Strength in Multiple Comparisons Models: Who is the Greatest Golfer?
by Rose D. Baker & Ian G. McHale - 197-213 A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions
by Juan Carlos Pardo-Fernández & María Dolores Jiménez-Gamero & Anouar El Ghouch - 214-233 Guided Censored Regression
by Majda Talamakrouni & Anouar El Ghouch & Ingrid Van Keilegom - 234-255 Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root
by Yu Miao & Yanling Wang & Guangyu Yang - 256-269 A Central Limit Theorem in Non-parametric Regression with Truncated, Censored and Dependent Data
by Han-Ying Liang & Jacobo Uña-álvarez & María Iglesias-pérez - 270-289 Sparse Principal Component Analysis in Hilbert Space
by Xin Qi & Ruiyan Luo - 290-305 Parametric Estimation of Menarcheal Age Distribution Based on Recall Data
by Sedigheh Mirzaei Salehabadi & Debasis Sengupta & Rituparna Das - 306-328 Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data
by Xuewen Lu & Peter X.-K. Song
December 2014, Volume 41, Issue 4
- 845-865 Statistical Inference for High-Dimensional Global Minimum Variance Portfolios
by Konstantin Glombek - 866-892 Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
by Mátyás Barczy & Márton Ispány & Gyula Pap - 893-912 Extending Integrated Nested Laplace Approximation to a Class of Near-Gaussian Latent Models
by Thiago G. Martins & Håvard Rue - 913-931 Strong Consistency of Reduced K-means Clustering
by Yoshikazu Terada - 932-949 Likelihood Ratio Tests for Dependent Data with Applications to Longitudinal and Functional Data Analysis
by Ana-Maria Staicu & Yingxing Li & Ciprian M. Crainiceanu & David Ruppert - 950-969 Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
by Romain Azaïs & François Dufour & Anne Gégout-Petit - 970-987 Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
by Thomas A. Dean & Sumeetpal S. Singh & Ajay Jasra & Gareth W. Peters - 988-1012 Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions
by Jonathan El Methni & Laurent Gardes & Stéphane Girard - 1013-1030 Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables
by Albert Vexler & Young Min Kim & Jihnhee Yu & Nicole A. Lazar & Alan D. Hutson - 1031-1050 Semiparametric Regression Analysis of Longitudinal Skewed Data
by Huazhen Lin & Ling Zhou & Xiaohua Zhou - 1051-1063 The Impact of Measurement Error on Principal Component Analysis
by Kristoffer Herland Hellton & Magne Thoresen - 1064-1082 Selection of Latent Variables for Multiple Mixed-outcome Models
by Ling Zhou & Huazhen Lin & Xinyuan Song & Yi Li - 1083-1101 MMCTest—A Safe Algorithm for Implementing Multiple Monte Carlo Tests
by Axel Gandy & Georg Hahn - 1102-1123 Sample Path Asymmetries in Non-Gaussian Random Processes
by Anastassia Baxevani & Krzysztof Podgórski & Jörg Wegener - 1124-1135 A New Model for Multivariate Markov Chains
by João Nicolau - 1136-1152 Parameter Change Test for Poisson Autoregressive Models
by Jiwon Kang & Sangyeol Lee - 1153-1166 Local Influence Analysis in AB–BA Crossover Designs
by Chengcheng Hao & Dietrich Rosen & Tatjana Rosen - 1167-1194 On Efficient Estimators of the Proportion of True Null Hypotheses in a Multiple Testing Setup
by Van Hanh Nguyen & Catherine Matias - 1195-1195 Acknowledgement of Priority
by Weixin Yao & Longhai Li
September 2014, Volume 41, Issue 3
- 557-579 Spatial Matérn Fields Driven by Non-Gaussian Noise
by David Bolin - 580-605 A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting
by Sara Wade & Stephen G. Walker & Sonia Petrone - 606-621 A Latent Process Model for Temporal Extremes
by Paola Bortot & Carlo Gaetan - 622-638 Semiparametric Inference for the Two-way Layout Under Order Restrictions
by OrI Davidov & Konstantinos Fokianos & George Iliopoulos - 639-655 Sparse Markov Chains for Sequence Data
by Väinö Jääskinen & Jie Xiong & Jukka Corander & Timo Koski - 656-671 A New Regression Model: Modal Linear Regression
by Weixin Yao & Longhai Li - 672-692 Generalized Mann–Whitney Type Tests for Microarray Experiments
by Daniel Fischer & Hannu Oja & Johanna Schleutker & Pranab K. Sen & Tiina Wahlfors - 693-724 Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
by Ole E. Barndorff-Nielsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart - 725-741 New Robust Variable Selection Methods for Linear Regression Models
by Ziqi Chen & Man-Lai Tang & Wei Gao & Ning-Zhong Shi