Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only.
Series handle: RePEc:eee:csdana
ISSN: 0167-9473
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Content
2013, Volume 58, Issue C
- 292-307 Spatial interaction models with individual-level data for explaining labor flows and developing local labor markets
by Chakraborty, A. & Beamonte, M.A. & Gelfand, A.E. & Alonso, M.P. & Gargallo, P. & Salvador, M.
- 308-325 Small area estimation with spatio-temporal Fay–Herriot models
by Marhuenda, Yolanda & Molina, Isabel & Morales, Domingo
- 326-338 Resistant estimates for high dimensional and functional data based on random projections
by Fraiman, Ricardo & Svarc, Marcela
- 339-351 SURE-tuned tapering estimation of large covariance matrices
by Yi, Feng & Zou, Hui
- 352-367 The compound class of extended Weibull power series distributions
by Silva, Rodrigo B. & Bourguignon, Marcelo & Dias, Cícero R.B. & Cordeiro, Gauss M.
- 368-382 Smoothing survival densities in practice
by Gámiz Pérez, M. Luz & Martínez Miranda, María Dolores & Nielsen, Jens Perch
- 383-396 A semiparametric approach to source separation using independent component analysis
by Eloyan, Ani & Ghosh, Sujit K.
- 397-406 Comparison among run order algorithms for sequential factorial experiments
by Hilow, Hisham
- 407-419 Optimal reduction of a spatial monitoring grid: Proposals and applications in process control
by Borgoni, Riccardo & Radaelli, Luigi & Tritto, Valeria & Zappa, Diego
2013, Volume 57, Issue 1
- 1-16 Minimum quadratic distance density estimation using nonparametric mixtures
by Chee, Chew-Seng & Wang, Yong
- 17-32 Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128
by Chattopadhyay, Asis Kumar & Mondal, Saptarshi & Chattopadhyay, Tanuka
- 33-40 Robust estimation for panel count data with informative observation times
by Zhao, Xingqiu & Tong, Xingwei & Sun, Jianguo
- 41-51 An EM algorithm for the proportional hazards model with doubly censored data
by Kim, Yongdai & Kim, Joungyoun & Jang, Woncheol
- 52-58 On simulating Balakrishnan skew-normal variates
by Teimouri, Mahdi & Nadarajah, Saralees
- 59-67 A maximum entropy type test of fit: Composite hypothesis case
by Lee, Sangyeol
- 68-81 Improved Birnbaum–Saunders inference under type II censoring
by Barreto, Larissa Santana & Cysneiros, Audrey H.M.A. & Cribari-Neto, Francisco
- 82-94 Hyperparameter estimation and plug-in kernel density estimates for maximum a posteriori land-cover classification with multiband satellite data
by Stover, Jason H. & Ulm, Matthew C.
- 95-111 Exact methods for variable selection in principal component analysis: Guide functions and pre-selection
by Pacheco, Joaquín & Casado, Silvia & Porras, Santiago
- 112-124 Statistical analysis of discrete-valued time series using categorical ARMA models
by Song, Peter X.-K. & Freeland, R. Keith & Biswas, Atanu & Zhang, Shulin
- 125-140 Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
by Kim, Byungsoo & Lee, Sangyeol
- 141-148 Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means
by Liu, W. & Ah-Kine, P. & Bretz, F. & Hayter, A.J.
- 149-165 Simulating the characteristics of populations at the small area level: New validation techniques for a spatial microsimulation model in Australia
by Rahman, Azizur & Harding, Ann & Tanton, Robert & Liu, Shuangzhe
- 166-209 Hybrid censoring: Models, inferential results and applications
by Balakrishnan, N. & Kundu, Debasis
- 210-222 Association estimation for clustered failure time data with a cure fraction
by Chen, Chyong-Mei & Lu, Tai-Fang C. & Hsu, Chao-Min
- 223-232 Sparse sufficient dimension reduction using optimal scoring
by Wang, Tao & Zhu, Lixing
- 233-245 A hierarchical Bayesian approach for the analysis of longitudinal count data with overdispersion: A simulation study
by Aregay, Mehreteab & Shkedy, Ziv & Molenberghs, Geert
- 246-261 Some tests for detecting trends based on the modified Baumgartner–Weiß–Schindler statistics
by Shan, Guogen & Ma, Changxing & Hutson, Alan D. & Wilding, Gregory E.
- 262-270 A multivariate control quantile test using data depth
by Liu, Zhenyu & Modarres, Reza & Yang, Mengta
- 271-281 Bayes estimation for the Marshall–Olkin bivariate Weibull distribution
by Kundu, Debasis & Gupta, Arjun K.
- 282-296 Interpretable dimension reduction for classifying functional data
by Tian, Tian Siva & James, Gareth M.
- 297-308 Testing the significance of index parameters in varying-coefficient single-index models
by Wong, Heung & Zhang, Riquan & Leung, Bartholomew & Huang, Zhensheng
- 309-319 Testing the fit of the logistic model for matched case-control studies
by Chen, Li-Ching & Wang, Jiun-Yi
- 320-335 Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data
by Drovandi, Christopher C. & McGree, James M. & Pettitt, Anthony N.
- 336-348 Statistical inference and visualization in scale-space using local likelihood
by Park, Cheolwoo & Huh, Jib
- 349-363 The robustness of the hyperbolic efficiency estimator
by Bruffaerts, C. & De Rock, B. & Dehon, C.
- 364-376 Full bandwidth matrix selectors for gradient kernel density estimate
by Horová, Ivana & Koláček, Jan & Vopatová, Kamila
- 377-391 Drift mining in data: A framework for addressing drift in classification
by Hofer, Vera & Krempl, Georg
- 392-403 Limited information estimation in binary factor analysis: A review and extension
by Wu, Jianmin & Bentler, Peter M.
- 404-416 Λ-neighborhood wavelet shrinkage
by Reményi, Norbert & Vidakovic, Brani
- 417-428 Parameter estimation for multivariate diffusion systems
by Varughese, Melvin M.
- 429-434 A note on the lack of symmetry in the graphical lasso
by Rolfs, Benjamin T. & Rajaratnam, Bala
- 435-449 Variable selection in quantile varying coefficient models with longitudinal data
by Tang, Yanlin & Wang, Huixia Judy & Zhu, Zhongyi
- 450-464 Influence diagnostics in linear and nonlinear mixed-effects models with censored data
by Matos, Larissa A. & Lachos, Victor H. & Balakrishnan, N. & Labra, Filidor V.
- 465-478 An efficient proposal distribution for Metropolis–Hastings using a B-splines technique
by Shao, Wei & Guo, Guangbao & Meng, Fanyu & Jia, Shuqin
- 479-490 Halfline tests for multivariate one-sided alternatives
by Lu, Zeng-Hua
- 491-503 Variable selection in the additive rate model for recurrent event data
by Chen, Xiaolin & Wang, Qihua
- 504-517 An EM algorithm for continuous-time bivariate Markov chains
by Mark, Brian L. & Ephraim, Yariv
- 518-535 A simple generalisation of the Hill estimator
by Fátima Brilhante, M. & Ivette Gomes, M. & Pestana, Dinis
- 536-548 One-step robust estimation of fixed-effects panel data models
by Aquaro, M. & Čížek, P.
- 549-557 Likelihood inference in generalized linear mixed measurement error models
by Torabi, Mahmoud
- 558-569 Assessing model adequacy in possibly misspecified quantile regression
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 570-588 Stochastic models for multiple pathways of temporal natural history on co-morbidity of chronic disease
by Yen, Amy Ming-Fang & Chen, Hsiu-Hsi
- 589-599 Modeling respiratory illnesses with change point: A lesson from the SARS epidemic in Hong Kong
by Wong, Heung & Shao, Quanxi & Ip, Wai-cheung
- 600-614 A Bayesian model averaging approach to analyzing categorical data with nonignorable nonresponse
by Janicki, Ryan & Malec, Donald
- 615-630 Smoothed rank correlation of the linear transformation regression model
by Lin, Huazhen & Peng, Heng
- 631-644 An extended variable inclusion and shrinkage algorithm for correlated variables
by Mkhadri, Abdallah & Ouhourane, Mohamed
- 645-660 On Crevecoeur’s bathtub-shaped failure rate model
by Liu, Junfeng & Wang, Yi
- 661-671 Variational Bayesian inference for the Latent Position Cluster Model for network data
by Salter-Townshend, Michael & Murphy, Thomas Brendan
- 672-683 Parameter estimation for growth interaction processes using spatio-temporal information
by Redenbach, Claudia & Särkkä, Aila
- 684-698 Change point models for cognitive tests using semi-parametric maximum likelihood
by van den Hout, Ardo & Muniz-Terrera, Graciela & Matthews, Fiona E.
2012, Volume 56, Issue 12
- 3809-3820 Mixtures of Gaussian wells: Theory, computation, and application
by Manolopoulou, Ioanna & Kepler, Thomas B. & Merl, Daniel M.
- 3821-3842 A new similarity measure for nonlocal filtering in the presence of multiplicative noise
by Teuber, T. & Lang, A.
- 3843-3864 Computational aspects of fitting mixture models via the expectation–maximization algorithm
by O’Hagan, Adrian & Murphy, Thomas Brendan & Gormley, Isobel Claire
- 3865-3875 The use of historical controls in estimating simultaneous confidence intervals for comparisons against a concurrent control
by Kitsche, A. & Hothorn, L.A. & Schaarschmidt, F.
- 3876-3886 Nonparametric estimation of quantile density function
by Soni, Pooja & Dewan, Isha & Jain, Kanchan
- 3887-3897 Shape and change point analyses of the Birnbaum–Saunders-t hazard rate and associated estimation
by Azevedo, Cecilia & Leiva, Víctor & Athayde, Emilia & Balakrishnan, N.
- 3898-3908 A plug-in rule for bandwidth selection in circular density estimation
by Oliveira, M. & Crujeiras, R.M. & Rodríguez-Casal, A.
- 3909-3920 EM vs MM: A case study
by Zhou, Hua & Zhang, Yiwen
- 3921-3934 Comparing non-stationary and irregularly spaced time series
by Salcedo, Gladys E. & Porto, Rogério F. & Morettin, Pedro A.
- 3935-3944 Learned-loss boosting
by Hooker, Giles & Ramsay, James O.
- 3945-3958 Bayesian smoothing spline analysis of variance
by Cheng, Chin-I. & Speckman, Paul L.
- 3959-3974 Calibration of computer models with multivariate output
by Paulo, Rui & García-Donato, Gonzalo & Palomo, Jesús
- 3975-3987 Information ratio test for model misspecification on parametric structures in stochastic diffusion models
by Zhang, Shulin & Song, Peter X.-K. & Shi, Daimin & Zhou, Qian M.
- 3988-3999 A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
by Bermúdez, Lluís & Karlis, Dimitris
- 4000-4010 A stickiness coefficient for longitudinal data
by Gottlieb, Andrea & Müller, Hans-Georg
- 4011-4025 Left truncated and right censored Weibull data and likelihood inference with an illustration
by Balakrishnan, N. & Mitra, Debanjan
- 4026-4036 Simulated annealing for higher dimensional projection depth
by Shao, Wei & Zuo, Yijun
- 4037-4046 An alternating direction method for finding Dantzig selectors
by Lu, Zhaosong & Pong, Ting Kei & Zhang, Yong
- 4047-4066 Generalized exponential–power series distributions
by Mahmoudi, Eisa & Jafari, Ali Akbar
- 4067-4080 Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data
by Bartolucci, Francesco & Scaccia, Luisa & Farcomeni, Alessio
- 4081-4096 Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory
by Schaumburg, Julia
- 4097-4110 Bayesian approaches to the model selection problem in the analysis of latent stage-sequential process
by Chung, Hwan & Chang, Hsiu-Ching
- 4111-4121 Model-robust designs for split-plot experiments
by Smucker, Byran J. & Castillo, Enrique del & Rosenberger, James L.
- 4122-4137 Acceleration of the EM algorithm: P-EM versus epsilon algorithm
by Berlinet, A.F. & Roland, Ch.
- 4138-4145 Efficient calculation of test sizes for non-inferiority
by Almendra-Arao, Félix
- 4146-4156 BOPA: A Bayesian hierarchical model for outlier expression detection
by Hong, Zhaoping & Lian, Heng
- 4157-4164 Optimal design for p-value consistent step-up procedures for multiple comparisons with a control in direction-mixed families
by Kwong, Koon Shing & Cheung, Siu Hung
- 4165-4179 Bayesian multi-regime smooth transition regression with ordered categorical variables
by Wang, Jianqiang C. & Holan, Scott H.
- 4180-4189 Model-based estimation of the attributable risk: A loglinear approach
by Cox, Christopher & Li, Xiuhong
- 4190-4203 A Bayesian approach for generalized random coefficient structural equation models for longitudinal data with adjacent time effects
by Song, Xin-Yuan & Tang, Nian-Sheng & Chow, Sy-Miin
- 4204-4214 Diagnostics for a class of survival regression models with heavy-tailed errors
by Li, Ai-Ping & Xie, Feng-Chang
- 4215-4228 The effect of the nugget on Gaussian process emulators of computer models
by Andrianakis, Ioannis & Challenor, Peter G.
- 4229-4242 A model for integer-valued time series with conditional overdispersion
by Xu, Hai-Yan & Xie, Min & Goh, Thong Ngee & Fu, Xiuju
- 4243-4258 Pairwise likelihood estimation for factor analysis models with ordinal data
by Katsikatsou, Myrsini & Moustaki, Irini & Yang-Wallentin, Fan & Jöreskog, Karl G.
- 4259-4265 Likelihood inference in generalized linear mixed models with two components of dispersion using data cloning
by Torabi, Mahmoud
- 4266-4277 Tales from the tail: Robust estimation of moments of environmental data with one-sided detection limits
by Hsieh, Ping-Hung
- 4278-4289 Evaluation of exponentially weighted moving variance control chart subject to linear drifts
by Huang, Wenpo & Shu, Lianjie & Jiang, Wei
- 4290-4300 Separable linear discriminant analysis
by Zhao, Jianhua & Yu, Philip L.H. & Shi, Lei & Li, Shulan
- 4301-4311 Approximating the tail of the Anderson–Darling distribution
by Grace, Adam W. & Wood, Ian A.
- 4312-4319 Induced smoothing for the semiparametric accelerated hazards model
by Li, Haifen & Zhang, Jiajia & Tang, Yincai
- 4320-4326 Generalized interval estimation for the Birnbaum–Saunders distribution
by Wang, Bing Xing
- 4327-4337 Nonparametric estimation of location and scale parameters
by Potgieter, C.J. & Lombard, F.
- 4338-4347 Epsilon half-normal model: Properties and inference
by Castro, Luis M. & Gómez, Héctor W. & Valenzuela, Maria
- 4348-4365 A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data
by Tang, Nian-Sheng & Duan, Xing-De
- 4366-4380 Improved confidence regions based on Edgeworth expansions
by Withers, Christopher S. & Nadarajah, Saralees
- 4381-4398 Investigations into refinements of Storey’s method of multiple hypothesis testing minimising the FDR, and its application to test binomial data
by Nixon, John H.
- 4399-4412 A Bayesian generalized multiple group IRT model with model-fit assessment tools
by Azevedo, Caio L.N. & Andrade, Dalton F. & Fox, Jean-Paul
- 4413-4420 Efficient inferences on the varying-coefficient single-index model with empirical likelihood
by Huang, Zhensheng
- 4421-4432 Parameter estimation in the spatial auto-logistic model with working independent subblocks
by Lim, Johan & Lee, Kiseop & Yu, Donghyeon & Liu, Haiyan & Sherman, Michael
- 4433-4449 Reliability analysis and joint assessment of Brown–Proschan preventive maintenance efficiency and intrinsic wear-out
by Doyen, L.
- 4450-4461 Bootstrap variance estimation with survey data when estimating model parameters
by Beaumont, Jean-François & Charest, Anne-Sophie
- 4462-4469 Investigating the multimodality of multivariate data with principal curves
by Ahmed, Murat O. & Walther, Guenther
- 4470-4483 Optimal computation of 3-D similarity: Gauss–Newton vs. Gauss–Helmert
by Kanatani, Kenichi & Niitsuma, Hirotaka
2012, Volume 56, Issue 11
- 2993-3005 Jump robust daily covariance estimation by disentangling variance and correlation components
by Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe
- 3006-3019 A Bayesian conditional autoregressive geometric process model for range data
by Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S.
- 3020-3034 Detection of structural breaks in linear dynamic panel data models
by De Wachter, Stefan & Tzavalis, Elias
- 3035-3054 Bayesian estimation of generalized hyperbolic skewed student GARCH models
by Deschamps, Philippe J.
- 3055-3069 Modeling dynamic effects of promotion on interpurchase times
by Fok, Dennis & Paap, Richard & Franses, Philip Hans
- 3070-3079 Covariate unit root tests with good size and power
by Fossati, Sebastian
- 3080-3090 On the online estimation of local constant volatilities
by Fried, Roland
- 3091-3104 Econometric analysis of volatile art markets
by Bocart, Fabian Y.R.P. & Hafner, Christian M.
- 3105-3119 Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
by Kleppe, Tore Selland & Skaug, Hans Julius
- 3120-3133 The dynamics of UK and US inflation expectations
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
- 3134-3152 Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
by Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius
- 3153-3181 Estimation of SEM with GARCH errors
by Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir
- 3182-3197 Robust small sample accurate inference in moment condition models
by Lô, Serigne N. & Ronchetti, Elvezio
- 3198-3211 Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
by Luger, Richard
- 3212-3229 Counterfactual distributions of wages via quantile regression with endogeneity
by Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker
- 3230-3240 Optimal control of nonlinear dynamic econometric models: An algorithm and an application
by Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R.
- 3241-3259 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
by Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia
- 3260-3275 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes
by Raknerud, Arvid & Skare, Øivind
- 3276-3285 Robust analysis of default intensity
by Bellini, Tiziano & Riani, Marco
- 3286-3306 On the asymptotic t-test for large nonstationary panel models
by Trapani, Lorenzo
- 3309-3321 An application of shrinkage estimation to the nonlinear regression model
by Ahmed, S. Ejaz & Nicol, Christopher J.
- 3322-3344 Localized level crossing random walk test robust to the presence of structural breaks
by Alexeev, Vitali & Maynard, Alex
- 3345-3365 Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
by Tsay, Ruey S. & Ando, Tomohiro
- 3366-3380 A new class of independence tests for interval forecasts evaluation
by Araújo Santos, P. & Fraga Alves, M.I.
- 3381-3397 Forecasting with spatial panel data
by Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain
- 3398-3414 A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
by Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K.
- 3415-3429 On marginal likelihood computation in change-point models
by Bauwens, Luc & Rombouts, Jeroen V.K.
- 3430-3443 On robust tail index estimation
by Beran, Jan & Schell, Dieter
- 3444-3458 Efficient bootstrap with weakly dependent processes
by Bravo, Francesco & Crudu, Federico
- 3459-3476 Modelling and forecasting wind speed intensity for weather risk management
by Caporin, Massimiliano & Preś, Juliusz
- 3477-3490 Structural model of credit migration
by Chan, Ngai Hang & Wong, Hoi Ying & Zhao, Jing
- 3491-3497 A wavelet-based approach to test for financial market contagion
by Gallegati, Marco
- 3498-3516 Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution
by Chen, Qian & Gerlach, Richard & Lu, Zudi
- 3517-3532 Dynamic risk exposures in hedge funds
by Billio, Monica & Getmansky, Mila & Pelizzon, Loriana
- 3533-3545 On the estimation of dynamic conditional correlation models
by Hafner, Christian M. & Reznikova, Olga
- 3546-3566 Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment
by Guidolin, Massimo & Hyde, Stuart
- 3567-3586 Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
by Kiviet, Jan F. & Niemczyk, Jerzy
- 3587-3598 Specification tests for the error distribution in GARCH models
by Klar, B. & Lindner, F. & Meintanis, S.G.
- 3599-3622 Applications of the characteristic function-based continuum GMM in finance
by Kotchoni, Rachidi
- 3623-3631 Recursive computation of piecewise constant volatilities
by Davies, Laurie & Höhenrieder, Christian & Krämer, Walter
- 3632-3644 On the estimation and diagnostic checking of the ARFIMA–HYGARCH model
by Kwan, Wilson & Li, Wai Keung & Li, Guodong
- 3645-3658 A spectral estimation of tempered stable stochastic volatility models and option pricing
by Li, Junye & Favero, Carlo & Ortu, Fulvio
- 3659-3673 Vine copulas with asymmetric tail dependence and applications to financial return data
by Nikoloulopoulos, Aristidis K. & Joe, Harry & Li, Haijun
- 3674-3689 Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors
by Ishihara, Tsunehiro & Omori, Yasuhiro
- 3690-3704 Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution
by Nakajima, Jouchi & Omori, Yasuhiro
- 3705-3729 Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
by Kiviet, Jan F. & Phillips, Garry D.A.
- 3730-3742 Long memory and nonlinearities in realized volatility: A Markov switching approach
by Raggi, Davide & Bordignon, Silvano
- 3743-3756 Likelihood-free Bayesian inference for α-stable models
by Peters, G.W. & Sisson, S.A. & Fan, Y.
- 3757-3773 Modelling multi-output stochastic frontiers using copulas
by Carta, Alessandro & Steel, Mark F.J.
- 3774-3792 Bayesian inference in a Stochastic Volatility Nelson–Siegel model
by Hautsch, Nikolaus & Yang, Fuyu
- 3793-3807 The power of weather
by Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen
2012, Volume 56, Issue 10
- 2840-2855 Small area estimation of poverty proportions under area-level time models
by Esteban, M.D. & Morales, D. & Pérez, A. & Santamaría, L.
- 2856-2863 Modelling over and undercounts for design-based Monte Carlo studies in small area estimation: An application to the German register-assisted census
by Burgard, Jan Pablo & Münnich, Ralf T.
- 2864-2874 Small area estimation using skew normal models
by Ferraz, V.R.S. & Moura, F.A.S.
- 2875-2888 Small area estimation under spatial nonstationarity
by Chandra, Hukum & Salvati, Nicola & Chambers, Ray & Tzavidis, Nikos
- 2889-2902 Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators
by Marchetti, Stefano & Tzavidis, Nikos & Pratesi, Monica
- 2903-2917 A new class of semi-mixed effects models and its application in small area estimation
by José Lombardía, María & Sperlich, Stefan
- 2918-2933 Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends
by Krieg, Sabine & van den Brakel, Jan A.
- 2934-2948 Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators
by Militino, A.F. & Goicoa, T. & Ugarte, M.D.
- 2949-2962 Estimators of error covariance matrices for small area prediction
by Berg, Emily J. & Fuller, Wayne A.
- 2965-2975 A particle swarm algorithm with broad applicability in shape-constrained estimation
by Wolters, Mark A.
- 2976-2990 An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
by She, Yiyuan
2012, Volume 56, Issue 9
- 2609-2625 Estimating discrete Markov models from various incomplete data schemes
by Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas
- 2626-2636 Fitting very large sparse Gaussian graphical models
by Kiiveri, Harri & de Hoog, Frank
- 2637-2649 Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families
by Balakrishnan, N. & Davies, K.F. & Keating, J.P. & Mason, R.L.
- 2650-2662 The marginal likelihood of dynamic mixture models
by Fiorentini, G. & Planas, C. & Rossi, A.
- 2663-2674 Bayesian variable selection for logistic mixed model with nonparametric random effects
by Yang, Mingan
- 2675-2687 Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model
by Yu, Lili & Peace, Karl E.
- 2688-2704 Model-based replacement of rounded zeros in compositional data: Classical and robust approaches
by Martín-Fernández, J.A. & Hron, K. & Templ, M. & Filzmoser, P. & Palarea-Albaladejo, J.
- 2705-2717 Mantel–Haenszel estimators of odds ratios for stratified dependent binomial data
by Suesse, Thomas & Liu, Ivy
- 2718-2728 Identification of breast cancer prognosis markers via integrative analysis
by Ma, Shuangge & Dai, Ying & Huang, Jian & Xie, Yang
- 2729-2741 Shape restricted nonparametric regression with Bernstein polynomials
by Wang, J. & Ghosh, S.K.
- 2742-2755 Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy
by Chakraborty, Sounak
- 2756-2770 Regression analysis under incomplete linkage
by Kim, Gunky & Chambers, Raymond
- 2771-2781 A doubly optimal ellipse fit
by Al-Sharadqah, A. & Chernov, N.
- 2782-2794 Robust descriptive discriminant analysis for repeated measures data
by Sajobi, Tolulope T. & Lix, Lisa M. & Dansu, Bolanle M. & Laverty, William & Li, Longhai
- 2795-2808 Dissimilarity measures and divisive clustering for symbolic multimodal-valued data
by Kim, Jaejik & Billard, L.
- 2809-2815 Model-averaged Wald confidence intervals
by Turek, Daniel & Fletcher, David
- 2816-2829 EM algorithms for multivariate Gaussian mixture models with truncated and censored data
by Lee, Gyemin & Scott, Clayton
- 2830-2836 Split variable selection for tree modeling on rank data
by Kung, Yi-Hung & Lin, Chang-Ting & Shih, Yu-Shan
2012, Volume 56, Issue 8
- 2375-2387 Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
by Volant, Stevenn & Martin Magniette, Marie-Laure & Robin, Stéphane
- 2388-2403 Large gap imputation in remote sensed imagery of the environment
by Rulloni, Valeria & Bustos, Oscar & Flesia, Ana Georgina
- 2404-2409 On quantile quantile plots for generalized linear models
by Augustin, Nicole H. & Sauleau, Erik-André & Wood, Simon N.
- 2410-2420 Parametric bootstrap under model mis-specification
by Lu, H.Y. Kevin & Young, G. Alastair
- 2421-2429 A simple additivity test for conditionally heteroscedastic nonlinear autoregression
by Levine, Michael & Li, Jinguang (Tony)
Printed from https://ideas.repec.org/s/eee/csdana12.html
