Printed from https://ideas.repec.org/s/bla/scjsta4.html
Content
September 2014, Volume 41, Issue 3
- 742-761 Weighted Logrank Permutation Tests for Randomly Right Censored Life Science Data
by Michael Brendel & Arnold Janssen & Claus-Dieter Mayer & Markus Pauly - 762-774 Some Statistical Properties of Efficiency Robust Tests with Applications to Genetic Association Studies
by Gang Zheng & Qizhai Li & Ao Yuan - 775-790 Prediction Error of Small Area Predictors Shrinking Both Means and Variances
by Tapabrata Maiti & Hao Ren & Samiran Sinha - 791-808 Generalized Scan Statistics for Disease Surveillance
by Pei-Sheng Lin - 809-829 Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed
by David Dereudre & Frédéric Lavancier & Kateřina Staňková Helisová - 830-843 Statistical Inference for Single-index Panel Data Models
by Liping Zhu & Jinhong You & Qunfang Xu
June 2014, Volume 41, Issue 2
- 277-290 How to Select Representative Samples
by Anton Grafström & Lina Schelin - 291-300 Coverage-adjusted Confidence Intervals for a Binomial Proportion
by Måns Thulin - 301-310 Poll of Polls: A Compositional Loess Model
by Jakob Bergman & Björn Holmquist - 311-324 Self-normalization for Spatial Data
by Xianyang Zhang & Bo Li & Xiaofeng Shao - 325-345 Deconvolution Estimation of Onset of Pregnancy with Replicate Observations
by Fabienne Comte & Adeline Samson & Julien J Stirnemann - 346-364 Is a Brownian Motion Skew?
by Antoine Lejay & Ernesto Mordecki & Soledad Torres - 365-381 Focused information criterion and model averaging based on weighted composite quantile regression
by Ganggang Xu & Suojin Wang & Jianhua Z. Huang - 382-393 Methods to Distinguish Between Polynomial and Exponential Tails
by Joan Del Castillo & Jalila Daoudi & Richard Lockhart - 394-413 On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate
by Tatsuya Kubokawa & Mana Hasukawa & Kunihiko Takahashi - 414-435 Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes
by Jesper Møller & Håkon Toftaker - 436-459 The Copula Information Criteria
by Steffen Grønneberg & Nils Lid Hjort - 460-481 An estimator for the cumulative co-volatility of asynchronously observed semimartingales with jumps
by Yuta Koike - 482-496 Variance Components Testing in ANOVA-Type Mixed Models
by Zaixing Li & Fei Chen & Lixing Zhu - 497-515 Accurate Confidence Interval Estimation of Small Area Parameters Under the Fay–Herriot Model
by Lixia Diao & David D. Smith & Gauri Sankar Datta & Tapabrata Maiti & Jean D. Opsomer - 516-534 Variance Estimation and Asymptotic Confidence Bands for the Mean Estimator of Sampled Functional Data with High Entropy Unequal Probability Sampling Designs
by Hervé Cardot & Camelia Goga & Pauline Lardin - 535-555 Simple Formula for Calculating Bias-corrected AIC in Generalized Linear Models
by Shinpei Imori & Hirokazu Yanagihara & Hirofumi Wakaki
March 2014, Volume 41, Issue 1
- 3-7 Connections and Extensions: A Discussion of the Paper by Girolami and Byrne
by Persi Diaconis & Christof Seiler & Susan Holmes - 8-9 Comment on Geodesic Monte Carlo on Embedded Manifolds by Byrne and Girolami
by Ian L. Dryden - 10-11 Contribution to the Discussion of the Paper Geodesic Monte Carlo on Embedded Manifolds
by John T. Kent - 12-13 Discussion on the Paper by Byrne and Girolami
by Marcelo Pereyra - 14-15 Contribution to the Discussion of the Paper ‘Geodesic Monte Carlo on Embedded Manifolds’
by Babak Shahbaba & Shiwei Lan & Jeffrey Streets - 16-18 Contribution to the Discussion of the Paper “Geodesic Monte Carlo on Embedded Manifolds”
by Daniel Simpson - 19-21 Rejoinder: Geodesic Monte Carlo on Embedded Manifolds
by Simon Byrne & Mark Girolami - 22-22 Six Papers on Dynamic Statistical Models
by Susanne Ditlevsen & Thomas Scheike & Michael Søensen - 23-50 Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
by Markus Bibinger & Markus Reiß - 51-71 One-Way anova for Functional Data via Globalizing the Pointwise F-test
by Jin-Ting Zhang & Xuehua Liang - 72-86 Weakly decomposable regularization penalties and structured sparsity
by Sara Geer - 87-103 Integrative Analysis of Cancer Diagnosis Studies with Composite Penalization
by Jin Liu & Shuangge Ma & Jian Huang - 104-140 Inference in Targeted Group-Sequential Covariate-Adjusted Randomized Clinical Trials
by Antoine Chambaz & Mark J. Laan - 141-151 Estimation of Causal Odds of Concordance using the Aalen Additive Model
by Torben Martinussen & Christian Bressen Pipper - 152-166 Combining Multivariate Bioassays: Accurate Inference Using Small Sample Asymptotics
by Gaurav Sharma & Thomas Mathew & Ionut Bebu - 167-186 Multistate Survival Models as Transient Electrical Networks
by Ronald W. Butler & Douglas A. Bronson - 187-199 Bayesian Transformation Models for Multivariate Survival Data
by Mário Castro & Ming-Hui Chen & Joseph G. Ibrahim & John P. Klein - 200-226 Wavelet Thresholding Estimation in a Poissonian Interactions Model with Application to Genomic Data
by Laure Sansonnet - 227-239 Semiparametric Mixtures of Symmetric Distributions
by Cristina Butucea & Pierre Vandekerkhove - 240-258 Block-threshold-adapted Estimators via a Maxiset Approach
by Florent Autin & Jean-Marc Freyermuth & Rainer Von Sachs - 259-275 Goodness-of-fit Test for Directional Data
by Graciela Boente & Daniela Rodriguez & Wenceslao González Manteiga
December 2013, Volume 40, Issue 4
- 647-668 Guaranteed Conditional Performance of Control Charts via Bootstrap Methods
by Axel Gandy & Jan Terje Kvaløy - 669-684 Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process
by Jean-François Coeurjolly & Ege Rubak - 685-705 Flexible Copula Density Estimation with Penalized Hierarchical B-splines
by Göran Kauermann & Christian Schellhase & David Ruppert - 706-723 Efficient Bayesian Multivariate Surface Regression
by Feng Li & Mattias Villani - 724-733 On Sampling Designs with Ordered Conditional Inclusion Probabilities
by Lennart Bondesson & Imbi Traat - 734-751 Discrete Multicolour Random Mosaics with an Application to Network Extraction
by M.N.M. Lieshout - 752-769 Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
by Camilo Rivera & Guenther Walther - 770-788 Testing for a Change of the Innovation Distribution in Nonparametric Autoregression: The Sequential Empirical Process Approach
by Leonie Selk & Natalie Neumeyer - 789-806 Fast Censored Linear Regression
by Yijian Huang - 807-824 Statistical Corrections of Invalid Correlation Matrices
by Anders Løland & Ragnar Bang Huseby & Nils Lid Hjort & Arnoldo Frigessi - 825-845 Geodesic Monte Carlo on Embedded Manifolds
by Simon Byrne & Mark Girolami - 846-867 Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model
by Olivier Wintenberger - 868-885 Uncertainty Quantification in the Ensemble Kalman Filter
by Jon Sætrom & Henning Omre - 886-898 Powerful Parametric Tests Based on Sum-Functions of Spacings
by Magnus Ekström
September 2013, Volume 40, Issue 3
- 387-402 Weak Convergence of the Wild Bootstrap for the Aalen–Johansen Estimator of the Cumulative Incidence Function of a Competing Risk
by Jan Beyersmann & Susanna Di Termini & Markus Pauly - 403-416 Outcome Prediction for Heart Failure Telemonitoring Via Generalized Linear Models with Functional Covariates
by Stefano Baraldo & Francesca Ieva & Anna Maria Paganoni & Valeria Vitelli - 417-437 Testing Semiparametric Hypotheses in Locally Stationary Processes
by Philip Preuss & Mathias Vetter & Holger Dette - 438-454 Testing Monotonicity of Regression Functions – An Empirical Process Approach
by Melanie Birke & Natalie Neumeyer - 455-470 Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
by Anouar El Ghouch & Marc G. Genton & Taoufik Bouezmarni - 471-490 Characteristic Function-based Semiparametric Inference for Skew-symmetric Models
by Cornelis J. Potgieter & Marc G. Genton - 491-510 Component Selection in the Additive Regression Model
by Xia Cui & Heng Peng & Songqiao Wen & Lixing Zhu - 511-529 Lévy-based Modelling in Brain Imaging
by Kristjana Ýr Jónsdóttir & Anders Rønn-Nielsen & Kim Mouridsen & Eva B. Vedel Jensen - 530-548 Maximum Likelihood Estimation for Multinomial-Poisson Models: A Generalization of Birch's Numerical Invariance Results
by Joseph B. Lang - 549-570 Bayesian Optimal Adaptive Estimation Using a Sieve Prior
by Julyan Arbel & Ghislaine Gayraud & Judith Rousseau - 571-591 M-estimation for general ARMA Processes with Infinite Variance
by Rongning Wu - 592-618 How Many Iterations are Sufficient for Efficient Semiparametric Estimation?
by Guang Cheng - 619-646 Shape Constrained Non-parametric Estimators of the Baseline Distribution in Cox Proportional Hazards Model
by Hendrik P. Lopuhaä & Gabriela F. Nane
June 2013, Volume 40, Issue 2
- 191-203 Collapsibility of Conditional Graphical Models
by Binghui Liu & Jianhua Guo - 204-218 Estimating the Period of a Cyclic Non-Homogeneous Poisson Process
by Eduard Belitser & Paulo Serra & Harry Van Zanten - 219-237 On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach
by Luke A. Prendergast & Simon J. Sheather - 238-255 Non-parametric Regression for Circular Responses
by Marco Di Marzio & Agnese Panzera & Charles C. Taylor - 256-273 Evaluating Statistical Hypotheses Using Weakly-Identifiable Estimating Functions
by Guanqun Cao & David Todem & Lijian Yang & Jason P. Fine - 274-293 Estimation in Discretely Observed Diffusions Killed at a Threshold
by Enrico Bibbona & Susanne Ditlevsen - 294-321 Markov Chain Monte Carlo for Exact Inference for Diffusions
by Giorgos Sermaidis & Omiros Papaspiliopoulos & Gareth O. Roberts & Alexandros Beskos & Paul Fearnhead - 322-343 Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects
by Maud Delattre & Valentine Genon-Catalot & Adeline Samson - 344-362 Joint Estimation of Intersecting Context Tree Models
by Antonio Galves & Aurélien Garivier & Elisabeth Gassiat - 363-386 On Projection-type Estimators of Multivariate Isotonic Functions
by Abdelaati Daouia & Byeong U. Park
March 2013, Volume 40, Issue 1
- 1-1 Editorial
by Holger Rootzén & Mats Rudemo - 2-20 Quantile Regression Estimator for GARCH Models
by Sangyeol Lee & Jungsik Noh - 21-41 A Copula-Based Non-parametric Measure of Regression Dependence
by Holger Dette & Karl F. Siburg & Pavel A. Stoimenov - 42-62 Shannon Entropy and Mutual Information for Multivariate Skew-Elliptical Distributions
by Reinaldo B. Arellano-Valle & Javier E. Contreras-Reyes & Marc G. Genton - 63-85 Objective Bayesian Analysis of Skew-t Distributions
by Marcia D'Elia Branco & Marc G. Genton & Brunero Liseo - 86-104 Leverage and Influence Diagnostics for Spatial Point Processes
by Adrian Baddeley & Ya-Mei Chang & Yong Song - 105-118 Quality of Fit Measures in the Framework of Quantile Regression
by Hohsuk Noh & Anouar El Ghouch & Ingrid Van Keilegom - 119-137 Decomposition of Variance for Spatial Cox Processes
by Abdollah Jalilian & Yongtao Guan & Rasmus Waagepetersen - 138-152 Testing the Equality of Covariance Operators in Functional Samples
by Stefan Fremdt & Josef G. Steinebach & Lajos Horváth & Piotr Kokoszka - 153-173 Non-Parametric Change-Point Tests for Long-Range Dependent Data
by Herold Dehling & Aeneas Rooch & Murad S. Taqqu - 174-189 Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence
by Yuri Goegebeur & Armelle Guillou
December 2012, Volume 39, Issue 4
- 591-617 Geometrically Corrected Second Order Analysis of Events on a Linear Network, with Applications to Ecology and Criminology
by Qi Wei Ang & Adrian Baddeley & Gopalan Nair - 618-634 A Sequential Point Process Model and Bayesian Inference for Spatial Point Patterns with Linear Structures
by Jesper Møller & Jakob Gulddahl Rasmussen - 635-644 Conditional Score Approach to Errors-in-Variable Current Status Data Under the Proportional Odds Model
by Chi-Chung Wen & Yi-Hau Chen - 645-662 Likelihood Ratio Type Two-Sample Tests for Current Status Data
by Piet Groeneboom - 663-680 Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables
by Irina Irincheeva & Eva Cantoni & Marc G. Genton - 681-694 Statistical Analysis of the Hirsch Index
by Luca Pratelli & Alberto Baccini & Lucio Barabesi & Marzia Marcheselli - 695-713 Near Optimal Prediction from Relevant Components
by Inge S. Helland & Solve Saebø & Ha˚Kon Tjelmeland - 714-728 Advantages of Variance Stabilization
by Stephan Morgenthaler & Robert G. Staudte - 729-742 Comparing Normal Random Samples, with Uncertainty About the Priors and Utilities
by Nicholas T. Longford - 743-756 Objective Bayes Factors for Gaussian Directed Acyclic Graphical Models
by Guido Consonni & Luca La Rocca - 757-771 Estimation of Correlation for Continuous Semimartingales
by Mathias Vetter - 772-783 Parametric Inference in Stationary Time Series Models with Dependent Errors
by Xiaofeng Shao - 784-797 Outliers and Patterns of Outliers in Contingency Tables with Algebraic Statistics
by Fabio Rapallo - 798-812 Adaptive Multiple Importance Sampling
by Jean-Marie Cornuet & Jean-Michel Marin & Antonietta Mira & Christian P. Robert - 813-829 On Sampling with Prescribed Second-order Inclusion Probabilities
by Lennart Bondesson - 830-838 Negative Dependence in Sampling
by Petter Brändén & Johan Jonasson
September 2012, Volume 39, Issue 3
- 399-415 Clustering Gene Expression Data using a Posterior Split-Merge-Birth Procedure
by Erlandson F. Saraiva & Luis A. Milan - 416-443 Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes
by Jean-Franois Coeurjolly & David Dereudre & Rémy Drouilhet & Frédéric Lavancier - 444-460 A Class of Normalized Random Measures with an Exact Predictive Sampling Scheme
by Lorenzo Trippa & Stefano Favaro - 461-479 Estimating Archimedean Copulas in High Dimensions
by Christian Hering & Ulrich Stadtmüller - 480-496 A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
by Ivan Kojadinovic & Jun Yan - 497-514 Testing for Bivariate Extreme Dependence Using Kendall's Process
by Jean-François Quessy - 515-527 Orthogonalized Residuals for Estimation of Marginally Specified Association Parameters in Multivariate Binary Data
by Bahjat F. Qaqish & Richard C. Zink & John S. Preisser - 528-542 Model-Based Non-parametric Variance Estimation for Systematic Sampling
by Jean D. Opsomer & Mario Francisco-Fernández & Xiaoxi Li - 543-553 Simultaneous Confidence Bands for Linear Regression with Covariates Constrained in Intervals
by Wei Liu & Pascal Ah-Kine & Sanyu Zhou - 554-567 Checking the Short-Term and Long-Term Hazard Ratio Model for Survival Data
by Song Yang & Yichuan Zhao - 568-589 Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters
by Sangyeol Lee & Taewook Lee
June 2012, Volume 39, Issue 2
- 185-204 The Current Duration Approach to Estimating Time to Pregnancy
by Niels Keiding & Oluf K. Højbjerg Hansen & Ditte Nørbo Sørensen & Rémy Slama - 205-206 Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’
by Odd O. Aalen - 207-209 Discussion of ‘The Current Duration Approach to Estimating Time to Pregnancy’
by Philip Hougaard - 210-213 Reply to the Comments by Drs Aalen and Hougaard on ‘The Current Duration Approach to Estimating Time to Pregnancy’ by Niels Keiding et al
by Niels Keiding & Oluf K. Højbjerg Hansen & Ditte Nørbo Sørensen & Rémy Slama - 214-235 Regularized Posteriors in Linear Ill-Posed Inverse Problems
by Jean-Pierre Florens & Anna Simoni - 236-247 A Matching Prior for the Shape Parameter of the Skew-Normal Distribution
by Stefano Cabras & Walter Racugno & María Eugenia Castellanos & Laura Ventura - 248-258 Regression Analysis of Longitudinal Data with Time-Dependent Covariates and Informative Observation Times
by Xinyuan Song & Xiaoyun Mu & Liuquan Sun - 259-281 Estimating the Conditional Error Distribution in Non-parametric Regression
by Sebastian Kiwitt & Natalie Neumeyer - 282-304 A Convolution Estimator for the Density of Nonlinear Regression Observations
by Bård Støve & Dag Tjøstheim - 305-322 Model Checks in Inverse Regression Models with Convolution-Type Operators
by Nicolai Bissantz & Holger Dette & Katharina Proksch - 323-339 Scale Checks in Censored Regression
by Holger Dette & Cedric Heuchenne - 340-357 Confidence Regions for Means of Random Sets Using Oriented Distance Functions
by Hanna Jankowski & Larissa Stanberry - 358-381 Two-Sample Test Against One-Sided Alternatives
by Teresa Ledwina & Grzegorz Wyłupek - 382-397 False Discovery Rate Control of Step-Up-Down Tests with Special Emphasis on the Asymptotically Optimal Rejection Curve
by Helmut Finner & Veronika Gontscharuk & Thorsten Dickhaus
March 2012, Volume 39, Issue 1
- 1-14 A Statistical Analysis of Probabilistic Counting Algorithms
by Peter Clifford & Ioana A. Cosma - 15-33 Smooth Plug‐in Inverse Estimators in the Current Status Continuous Mark Model
by Piet Groeneboom & Geurt Jongbloed & Birgit I. Witte - 34-52 Estimation of Stratified Mark‐Specific Proportional Hazards Models with Missing Marks
by Yanqing Sun & Peter B. Gilbert - 53-74 Coverage Properties of Confidence Intervals for Generalized Additive Model Components
by Giampiero Marra & Simon N. Wood - 75-96 Polynomial Histograms for Multivariate Density and Mode Estimation
by Junmei Jing & Inge Koch & Kanta Naito - 97-115 Performance of Robust GCV and Modified GCV for Spline Smoothing
by Mark A. Lukas & Frank R. De Hoog & Robert S. Anderssen - 116-130 Iterative Bias Correction of the Cross‐Validation Criterion
by Hirokazu Yanagihara & Hironori Fujisawa - 131-152 A General Statistical Framework for Multistage Designs
by Maria Grünewald & Ola Hössjer - 153-165 Average Collapsibility of Distribution Dependence and Quantile Regression Coefficients
by P. Vellaisamy - 166-184 Rubbery Polya Tree
by Luis E. Nieto‐Barajas & Peter Müller
December 2011, Volume 38, Issue 4
- 617-630 Residual Analysis for Inhomogeneous Neyman–Scott Processes
by Abdollah H. Jalilian & Mohammad Q. Vahidi‐Asl - 631-649 On the Local Polynomial Estimators of the Counting Process Intensity Function and its Derivatives
by Feng Chen & Paul S. F. Yip & K. F. Lam - 650-665 Generalized Additive Models for Zero‐Inflated Data with Partial Constraints
by Hai Liu & Kung‐Sik Chan - 666-690 Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data
by Floryt Van Wesel & Herbert Hoijtink & Irene Klugkist - 691-711 Bayesian Robustness Modelling of Location and Scale Parameters
by Jose Ailton Alencar Andrade & Anthony O'Hagan - 712-725 Simultaneous Credible Bands for Latent Gaussian Models
by Sigrunn H. Sørbye & Håvard Rue - 726-747 Non‐stationary Cross‐Covariance Models for Multivariate Processes on a Globe
by Mikyoung Jun - 748-765 Central Limit Theorems for the Non‐Parametric Estimation of Time‐Changed Lévy Models
by José E. Figueroa‐López - 766-780 Estimation of a Conditional Copula and Association Measures
by Noël Veraverbeke & Marek Omelka & Irène Gijbels - 781-787 Empirical Likelihood Intervals for Conditional Value‐at‐Risk in Heteroscedastic Regression Models
by Zhouping Li & Yun Gong & Liang Peng - 788-800 Inference on Polychotomous Responses in Finite Populations
by Sumanta Adhya & Tathagata Banerjee & Gaurangadeb Chattopadhyay
September 2011, Volume 38, Issue 3
- 393-408 Image‐Based Empirical Importance Sampling: An Efficient Way of Estimating Intensities
by Linda V. Hansen & Markus Kiderlen & Eva B. Vedel Jensen - 409-423 The Additive Risk Model for Estimation of Effect of Haplotype Match in BMT Studies
by Thomas H. Scheike & Torben Martinussen & Mei‐Jie Zhang - 424-446 Inference on 3D Procrustes Means: Tree Bole Growth, Rank Deficient Diffusion Tensors and Perturbation Models
by Stephan Huckemann - 447-465 Quasi‐Symmetric Graphical Log‐Linear Models
by Anna Gottard & Giovanni Maria Marchetti & Alan Agresti - 466-479 The Loss Rank Criterion for Variable Selection in Linear Regression Analysis
by Minh‐Ngoc Tran - 480-498 Supervised Classification for a Family of Gaussian Functional Models
by Amparo Baíllo & Antonio Cuevas & Juan Antonio Cuesta‐Albertos - 499-513 A Method for Bayesian Monotonic Multiple Regression
by Olli Saarela & Elja Arjas - 514-528 Approximate Bayesian Inference for Survival Models
by Sara Martino & Rupali Akerkar & Håvard Rue - 529-550 A Graphical Diagnostic for Identifying Influential Model Choices in Bayesian Hierarchical Models
by Ida Scheel & Peter J. Green & Jonathan C. Rougier - 551-563 Controlled Direct and Mediated Effects: Definition, Identification and Bounds
by Tyler J. Vanderweele - 564-577 Statistical Analysis of ‘Probabilities of Causation’ Using Co‐variate Information
by Manabu Kuroki & Zhihong Cai - 578-599 Inference for Epidemics with Three Levels of Mixing: Methodology and Application to a Measles Outbreak
by Tom Britton & Theodore Kypraios & Philip D. O'Neill - 600-616 Bayesian Inference for Contact Networks Given Epidemic Data
by Chris Groendyke & David Welch & David R. Hunter
June 2011, Volume 38, Issue 2
- 185-194 On Future Directions in Statistical Methodologies – Some Speculations
by Elja Arjas - 195-196 Reflections on Future Directions
by Ulf Grenander - 197-214 Estimation for High‐Dimensional Linear Mixed‐Effects Models Using ℓ 1 ‐Penalization
by Jürg Schelldorfer & Peter Bühlmann & Sara Van De Geer - 215-236 The Double Gaussian Approximation for High Frequency Data
by Per A. Mykland & Lan Zhang - 237-251 Measurement Error Correction by Exploiting Gene–Environment Independence in Family‐Based Case–Control Studies
by Annamaria Guolo - 252-267 Buckley–James Type Estimator for Censored Data with Covariates Missing by Design
by Menggang Yu - 268-287 Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria
by Benoit Liquet & Daniel Commenges - 288-310 Goodness‐of‐Fit based on Downsampling with Applications to Linear Drift Diffusions
by Julie L. Forman & Bo Markussen & Helle Sørensen - 311-331 On the Product of Inverse Wishart and Normal Distributions with Applications to Discriminant Analysis and Portfolio Theory
by Taras Bodnar & Yarema Okhrin - 332-341 On the Optimality of Multivariate S‐Estimators
by Christophe Croux & Catherine Dehon & Abdelilah Yadine - 342-358 On the Flexibility of Metropolis–Hastings Acceptance Probabilities in Auxiliary Variable Proposal Generation
by Geir Storvik - 359-376 On a Class of Random Probability Measures with General Predictive Structure
by Stefano Favaro & Igor Prünster & Stephen G. Walker - 377-392 An Extension of Sampford's Method for Unequal Probability Sampling
by Lennart Bondesson & Anton Grafström
March 2011, Volume 38, Issue 1
- 1-22 Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
by Ajay Jasra & David A. Stephens & Arnaud Doucet & Theodoros Tsagaris - 23-45 Efficient Covariance Estimation for Asynchronous Noisy High‐Frequency Data
by Markus Bibinger - 46-62 Efficient Estimation of an Additive Quantile Regression Model
by Yebin Cheng & Jan G. De Gooijer & Dawit Zerom - 63-88 Comparing Conditional Quantile Curves
by Holger Dette & Jens Wagener & Stanislav Volgushev - 89-107 Series Estimation in Partially Linear In‐Slide Regression Models
by Jinhong You & Xian Zhou & Yong Zhou - 108-129 Estimators Based on Data‐Driven Generalized Weighted Cramér‐von Mises Distances under Censoring – with Applications to Mixture Models
by Eric Beutner & Laurent Bordes - 130-146 Maximum Entropy Approximations for Asymptotic Distributions of Smooth Functions of Sample Means
by Ximing Wu & Suojin Wang - 147-168 Testing for Equivalence of Means under Heteroskedasticity by an Approximate Solution of a Partial Differential Equation of Infinite Order
by Martin Bachmaier - 169-184 ROC Curves in Non‐Parametric Location‐Scale Regression Models
by Wenceslao González‐Manteiga & Juan Carlos Pardo‐Fernández & Ingrid Van Keilegom
December 2010, Volume 37, Issue 4
- 531-552 The Dantzig Selector in Cox's Proportional Hazards Model
by Anestis Antoniadis & Piotr Fryzlewicz & Frédérique Letué - 553-567 A Class of Convolution‐Based Models for Spatio‐Temporal Processes with Non‐Separable Covariance Structure
by Alexandre Rodrigues & Peter J. Diggle - 568-587 Two‐Sample Bootstrap Hypothesis Tests for Three‐Dimensional Labelled Landmark Data
by Simon P. Preston & Andrew T. A. Wood - 588-611 Influence Functions for Dimension Reduction Methods: An Example Influence Study of Principal Hessian Direction Analysis
by Luke A. Prendergast & Jodie A. Smith - 612-631 On the Bumpy Road to the Dominant Mode
by Hua Zhou & Kenneth L. Lange - 632-643 Flat and Multimodal Likelihoods and Model Lack of Fit in Curved Exponential Families
by Rolf Sundberg - 644-663 Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
by Liugen Xue - 664-679 Optimal Composite Markers for Time‐Dependent Receiver Operating Characteristic Curves with Censored Survival Data
by Hung Hung & Chin‐Tsang Chiang - 680-700 Inverse Probability of Censoring Weighted U‐statistics for Right‐Censored Data with an Application to Testing Hypotheses
by Somnath Datta & Dipankar Bandyopadhyay & Glen A. Satten - 701-714 Goodness‐of‐Fit Tests for Bivariate and Multivariate Skew‐Normal Distributions
by Simos G. Meintanis & Zdeněk Hlávka