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Content
January 2011, Volume 55, Issue 1
- 184-198 Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)
by Xu, Chonggang & Gertner, George
- 199-212 Simulation smoothing for state-space models: A computational efficiency analysis
by McCausland, William J. & Miller, Shirley & Pelletier, Denis
- 213-217 Generating generalized inverse Gaussian random variates by fast inversion
by Leydold, Josef & Hörmann, Wolfgang
- 218-225 A note on influence diagnostics in nonlinear mixed-effects elliptical models
by Patriota, Alexandre G.
- 226-235 Cutpoint selection for discretizing a continuous covariate for generalized estimating equations
by Tunes-da-Silva, Gisela & Klein, John P.
- 236-247 Optimal allocation of change points in simple step-stress experiments under Type-II censoring
by Kateri, Maria & Kamps, Udo & Balakrishnan, Narayanaswamy
- 248-260 The hierarchical-likelihood approach to autoregressive stochastic volatility models
by Lee, Woojoo & Lim, Johan & Lee, Youngjo & del Castillo, Joan
- 261-279 A Bayesian approach to model-based clustering for binary panel probit models
by Aßmann, Christian & Boysen-Hogrefe, Jens
- 280-290 Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method
by Pedersen, M.W. & Thygesen, U.H. & Madsen, H.
- 291-300 Semiparametric regression analysis of panel count data with informative observation times
by Zhao, Xingqiu & Tong, Xingwei
- 301-311 MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness
by Sotto, Cristina & Beunckens, Caroline & Molenberghs, Geert & Kenward, Michael G.
- 312-323 Derivation of centralized and distributed filters using covariance information
by García-Ligero, M.J. & Hermoso-Carazo, A. & Linares-Pérez, J.
- 324-337 A smoothing principle for the Huber and other location M-estimators
by Hampel, Frank & Hennig, Christian & Ronchetti, Elvezio
- 338-352 Mapping electron density in the ionosphere: A principal component MCMC algorithm
by Khorsheed, Eman & Hurn, Merrilee & Jennison, Christopher
- 353-365 Bayesian inference for a skew-normal IRT model under the centred parameterization
by Azevedo, Caio L.N. & Bolfarine, Heleno & Andrade, Dalton F.
- 366-374 Generalized additive models and inflated type I error rates of smoother significance tests
by Young, Robin L. & Weinberg, Janice & Vieira, Verónica & Ozonoff, Al & Webster, Thomas F.
- 375-388 On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models
by Kuha, Jouni & Firth, David
- 389-400 Partially varying coefficient single index proportional hazards regression models
by Li, Jianbo & Zhang, Riquan
- 401-420 Dimensionality reduction when data are density functions
by Delicado, P.
- 421-428 Quadratic approximation on SCAD penalized estimation
by Kwon, Sunghoon & Choi, Hosik & Kim, Yongdai
- 429-445 Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
by Lambert, Philippe
- 446-456 Inference in HIV dynamics models via hierarchical likelihood
by Commenges, D. & Jolly, D. & Drylewicz, J. & Putter, H. & Thiébaut, R.
- 457-465 Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
by Zhan, Tingting & Chevoneva, Inna & Iglewicz, Boris
- 466-474 An extension of an over-dispersion test for count data
by Baksh, M. Fazil & Böhning, Dankmar & Lerdsuwansri, Rattana
- 475-490 A space-time filter for panel data models containing random effects
by Parent, Olivier & LeSage, James P.
- 491-497 Computational issues with fitting joint location/dispersion models in unreplicated 2k factorials
by Loughin, Thomas M. & Rodríguez, Jorge E.
- 498-519 Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction
by Dereudre, D. & Lavancier, F.
- 520-529 Model-based classification via mixtures of multivariate t-distributions
by Andrews, Jeffrey L. & McNicholas, Paul D. & Subedi, Sanjeena
- 530-543 Hierarchical multilinear models for multiway data
by Hoff, Peter D.
- 544-553 Error rates for multivariate outlier detection
by Cerioli, Andrea & Farcomeni, Alessio
- 554-566 A weighted quantile regression for randomly truncated data
by Zhou, Weihua
- 567-577 Feature selection in the Laplacian support vector machine
by Lee, Sangjun & Park, Changyi & Koo, Ja-Yong
- 578-587 A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics
by Iranpanah, N. & Mohammadzadeh, M. & Taylor, C.C.
- 588-602 Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics
by Cancho, Vicente G. & Dey, Dipak K. & Lachos, Victor H. & Andrade, Marinho G.
- 603-614 On testing the equivalence of treatments using the measure of range
by Chen, Hubert J. & Wen, Miin-Jye & Chuang, Chia-Jui
- 615-626 Estimation from aggregate data
by Gouno, E. & Courtrai, L. & Fredette, M.
- 627-640 Estimating inter-group interaction radius for point processes with nested spatial structures
by Chadoeuf, J. & Certain, G. & Bellier, E. & Bar-Hen, A. & Couteron, P. & Monestiez, P. & Bretagnolle, V.
- 641-643 A note on mean-field variational approximations in Bayesian probit models
by Armagan, Artin & Zaretzki, Russell L.
- 644-654 The bivariate generalized linear failure rate distribution and its multivariate extension
by Sarhan, Ammar M. & Hamilton, David C. & Smith, Bruce & Kundu, Debasis
- 655-666 Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe
by Qian, Guoqi & Li, Ning & Huggins, Richard
- 667-676 A semi-parametric generalization of the Cox proportional hazards regression model: Inference and applications
by Devarajan, Karthik & Ebrahimi, Nader
- 677-686 The Poisson-exponential lifetime distribution
by Cancho, Vicente G. & Louzada-Neto, Franscisco & Barriga, Gladys D.C.
- 687-702 Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
by Wan, Wai-Yin & Chan, Jennifer So-Kuen
- 703-714 Detecting random-effects model misspecification via coarsened data
by Huang, Xianzheng
- 715-724 Hidden Markov models with arbitrary state dwell-time distributions
by Langrock, R. & Zucchini, W.
- 725-730 Interval estimation for response adaptive clinical trials
by Tolusso, David & Wang, Xikui
- 731-737 A generalized false discovery rate in microarray studies
by Kang, Moonsu & Chun, Heuiju
- 738-751 2D wavelet-based spectra with applications
by Nicolis, Orietta & Ramírez-Cobo, Pepa & Vidakovic, Brani
- 752-764 A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
by Prendergast, Luke A. & Li Wai Suen, Connie
- 765-773 Model selection for zero-inflated regression with missing covariates
by Chen, Xue-Dong & Fu, Ying-Zi
- 774-788 Semiparametrically weighted robust estimation of regression models
by Cízek, Pavel
- 789-801 Supervised multidimensional scaling for visualization, classification, and bipartite ranking
by Witten, Daniela M. & Tibshirani, Robert
- 802-812 A latent class selection model for nonignorably missing data
by Jung, Hyekyung & Schafer, Joseph L. & Seo, Byungtae
- 813-823 Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data
by Rahardja, Dewi & Young, Dean M.
- 824-837 Analysis of zero-inflated clustered count data: A marginalized model approach
by Lee, Keunbaik & Joo, Yongsung & Song, Joon Jin & Harper, Dee Wood
- 838-851 Post-stratified calibration method for estimating quantiles
by Martínez, S. & Rueda, M. & Arcos, A. & Martínez, H. & Sánchez-Borrego, I.
- 852-862 Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures
by Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris
- 863-873 Modelling using an extended Yule distribution
by Martínez-Rodríguez, A.M. & Sáez-Castillo, A.J. & Conde-Sánchez, A.
- 874-887 Robust accelerated failure time regression
by Locatelli, Isabella & Marazzi, Alfio & Yohai, Victor J.
- 888-902 Comparative study of ROC regression techniques--Applications for the computer-aided diagnostic system in breast cancer detection
by Rodríguez-Álvarez, María Xosé & Tahoces, Pablo G. & Cadarso-Suárez, Carmen & Lado, María José
- 903-913 Floating prioritized subset analysis: A powerful method to detect differentially expressed genes
by Lin, Wan-Yu & Lee, Wen-Chung
- 914-923 The joint model of the logistic model and linear random effect model -- An application to predict orthostatic hypertension for subacute stroke patients
by Hwang, Yi-Ting & Tsai, Hao-Yun & Chang, Yeu-Jhy & Kuo, Hsun-Chih & Wang, Chun-Chao
- 924-934 A unified Bayesian inference on treatment means with order constraints
by Oh, Man-Suk & Shin, Dong Wan
- 935-943 A statistical approach to high-throughput screening of predicted orthologs
by Min, Jeong Eun & Whiteside, Matthew D. & Brinkman, Fiona S.L. & McNeney, Brad & Graham, Jinko
- 944-954 Cost-efficiency considerations in the choice of a microarray platform for time course experimental designs
by Lima Passos, Valéria & Tan, Frans E.S. & Berger, Martijn P.F.
December 2010, Volume 54, Issue 12
- 2879-2882 Special issue on variable selection and robust procedures
by Van Aelst, Stefan & Welsch, Roy & Zamar, Ruben H.
- 2883-2898 Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
by Abanto-Valle, C.A. & Bandyopadhyay, D. & Lachos, V.H. & Enriquez, I.
- 2899-2913 Globally robust confidence intervals for simple linear regression
by Adrover, Jorge & Salibian-Barrera, Matias
- 2914-2925 Assessing when a sample is mostly normal
by Alvarez-Esteban, Pedro C. & del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos
- 2926-2941 Robust mixture modeling based on scale mixtures of skew-normal distributions
by Basso, Rodrigo M. & Lachos, Víctor H. & Cabral, Celso Rômulo Barbosa & Ghosh, Pulak
- 2942-2966 Robust inference in generalized partially linear models
by Boente, Graciela & Rodriguez, Daniela
- 2967-2975 Detecting influential observations in principal components and common principal components
by Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
- 2976-2989 Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
by Borra, Simone & Di Ciaccio, Agostino
- 2990-2998 A new approach for selecting the number of factors
by Chen, Yin-Ping & Huang, Hsin-Cheng & Tu, I-Ping
- 2999-3006 Robust exponential smoothing of multivariate time series
by Croux, Christophe & Gelper, Sarah & Mahieu, Koen
- 3007-3019 Detecting influential observations in Kernel PCA
by Debruyne, Michiel & Hubert, Mia & Van Horebeek, Johan
- 3020-3032 Robust estimation of constrained covariance matrices for confirmatory factor analysis
by Dupuis Lozeron, E. & Victoria-Feser, M.P.
- 3033-3043 A goodness-of-fit test for Archimedean copula models in the presence of right censoring
by Emura, Takeshi & Lin, Chien-Wei & Wang, Weijing
- 3044-3056 On the efficient computation of robust regression estimators
by Flores, Salvador
- 3057-3069 Robust clusterwise linear regression through trimming
by García-Escudero, L.A. & Gordaliza, A. & Mayo-Iscar, A. & San Martín, R.
- 3070-3079 Robust concentration graph model selection
by Gottard, Anna & Pacillo, Simona
- 3080-3094 A cross-validation deletion-substitution-addition model selection algorithm: Application to marginal structural models
by Haight, Thaddeus J. & Wang, Yue & van der Laan, Mark J. & Tager, Ira B.
- 3095-3107 Imputation of missing values for compositional data using classical and robust methods
by Hron, K. & Templ, M. & Filzmoser, P.
- 3108-3120 Rank tests and regression rank score tests in measurement error models
by Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes
- 3121-3130 Fast robust estimation of prediction error based on resampling
by Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H.
- 3131-3143 Robust smoothing: Smoothing parameter selection and applications to fluorescence spectroscopy
by Lee, Jong Soo & Cox, Dennis D.
- 3144-3157 Sparse CCA using a Lasso with positivity constraints
by Lykou, Anastasia & Whittaker, Joe
- 3158-3167 A comparison of design and model selection methods for supersaturated experiments
by Marley, Christopher J. & Woods, David C.
- 3168-3173 Correcting MM estimates for "fat" data sets
by Maronna, Ricardo A. & Yohai, Victor J.
- 3174-3180 Testing for the generalized normal-Laplace distribution with applications
by Meintanis, Simos G. & Tsionas, Efthimios
- 3181-3193 A diagnostic method for simultaneous feature selection and outlier identification in linear regression
by Menjoge, Rajiv S. & Welsch, Roy E.
- 3194-3211 Model selection strategies for identifying most relevant covariates in homoscedastic linear models
by Min, Aleksey & Holzmann, Hajo & Czado, Claudia
- 3212-3226 Outlier detection and least trimmed squares approximation using semi-definite programming
by Nguyen, T.D. & Welsch, R.
- 3227-3241 Bayesian projection approaches to variable selection in generalized linear models
by Nott, David J. & Leng, Chenlei
- 3242-3248 An evolutionary algorithm for robust regression
by Nunkesser, Robin & Morell, Oliver
- 3249-3268 Bayesian variable selection and model averaging in the arbitrage pricing theory model
by Ouysse, Rachida & Kohn, Robert
- 3269-3288 Default Bayesian model determination methods for generalised linear mixed models
by Overstall, Antony M. & Forster, Jonathan J.
- 3289-3299 Bayesian variable selection for Poisson regression with underreported responses
by Powers, Stephanie & Gerlach, Richard & Stamey, James
- 3300-3312 Robust model selection with flexible trimming
by Riani, Marco & Atkinson, Anthony C.
- 3313-3323 Combining regular and irregular histograms by penalized likelihood
by Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula
- 3324-3335 New approaches to compute Bayes factor in finite mixture models
by Rufo, M.J. & Martín, J. & Pérez, C.J.
- 3336-3347 Frequentist Model Averaging with missing observations
by Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian
- 3348-3358 A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
by Unkel, S. & Trendafilov, N.T.
- 3359-3370 Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection
by Wang, You-Gan & Hin, Lin-Yee
- 3371-3378 Robustness of design for the testing of lack of fit and for estimation in binary response models
by Wiens, Douglas P.
- 3379-3380 3rd Special issue on matrix computations and statistics
by Barlow, Jesse & Eldén, Lars & Foschi, Paolo
- 3381-3391 Update formulas for split-plot and block designs
by Arnouts, Heidi & Goos, Peter
- 3392-3403 Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
by Hofmann, Marc & Kontoghiorghes, Erricos John
- 3404-3410 A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions
by Ichimura, Tsuyoshi & Fukuda, Daisuke
- 3411-3420 Approximate low-rank factorization with structured factors
by Markovsky, Ivan & Niranjan, Mahesan
- 3421-3429 Local-moment nonparametric density estimation of pre-binned data
by Papkov, Galen I. & Scott, David W.
- 3430-3445 Regularization parameter estimation for large-scale Tikhonov regularization using a priori information
by Renaut, Rosemary A. & Hnetynková, Iveta & Mead, Jodi
- 3446-3457 Stepwise estimation of common principal components
by Trendafilov, Nickolay T.
- 3458-3465 -optimal designs for a hierarchically ordered system of regression models
by Yue, Rong-Xian & Liu, Xin
November 2010, Volume 54, Issue 11
- 2359-2359 The Fifth Special Issue on Computational Econometrics
by Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K.
- 2360-2371 Joint forecasts of Dow Jones stocks under general multivariate loss function
by Alp, Tansel & Demetrescu, Matei
- 2372-2382 Modeling tick-by-tick realized correlations
by Audrino, Francesco & Corsi, Fulvio
- 2383-2399 Time-varying joint distribution through copulas
by Ausin, M. Concepcion & Lopes, Hedibert F.
- 2400-2418 Intradaily dynamic portfolio selection
by Bauwens, Luc & Ben Omrane, Walid & Rengifo, Erick
- 2419-2431 Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
by Ben Omrane, Walid & Heinen, Andréas
- 2432-2442 From short to long memory: Aggregation and estimation
by Beran, Jan & Schützner, Martin & Ghosh, Sucharita
- 2443-2458 Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion
by Billio, Monica & Caporin, Massimiliano
- 2459-2469 Robust M-estimation of multivariate GARCH models
by Boudt, Kris & Croux, Christophe
- 2470-2486 Automated variable selection in vector multiplicative error models
by Cipollini, Fabrizio & Gallo, Giampiero M.
- 2487-2497 Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
by Dai, J. & Sperlich, S.
- 2498-2511 Tests for cointegration with structural breaks based on subsamples
by Davidson, James & Monticini, Andrea
- 2512-2531 On testing for serial correlation of unknown form using wavelet thresholding
by Duchesne, Pierre & Li, Linyuan & Vandermeerschen, Jill
- 2532-2553 Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
by Dufour, Jean-Marie & Taamouti, Abderrahim
- 2554-2561 Estimation uncertainty in structural inflation models with real wage rigidities
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral
- 2562-2579 Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects
by Fantazzini, Dean
- 2580-2593 Wavelet-based detection of outliers in financial time series
by Grané, Aurea & Veiga, Helena
- 2594-2608 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
by Griffin, J.E. & Steel, M.F.J.
- 2609-2627 Efficient estimation of a semiparametric dynamic copula model
by Hafner, Christian M. & Reznikova, Olga
- 2628-2640 Real time detection of structural breaks in GARCH models
by He, Zhongfang & Maheu, John M.
- 2641-2654 Exact maximum likelihood estimation for non-stationary periodic time series models
by Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius
- 2655-2675 Factor-GMM estimation with large sets of possibly weak instruments
by Kapetanios, George & Marcellino, Massimiliano
- 2676-2692 Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
by Lux, Thomas & Morales-Arias, Leonardo
- 2693-2706 Optimization heuristics for determining internal rating grading scales
by Lyra, M. & Paha, J. & Paterlini, S. & Winker, P.
- 2707-2720 Exploratory data analysis and model criticism with posterior plots
by Naylor, J.C. & Tremayne, A.R. & Marriott, J.M.
- 2721-2735 Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach
by Ohtsuka, Yoshihiro & Oga, Takashi & Kakamu, Kazuhiko
- 2736-2752 Tobit model with covariate dependent thresholds
by Omori, Yasuhiro & Miyawaki, Koji
- 2753-2762 Efficient importance sampling maximum likelihood estimation of stochastic differential equations
by Pastorello, S. & Rossi, E.
- 2763-2775 Semiparametric indirect utility and consumer demand
by Pendakur, Krishna & Scholz, Michael & Sperlich, Stefan
- 2776-2785 A regression tree algorithm for the identification of convergence clubs
by Postiglione, Paolo & Benedetti, Roberto & Lafratta, Giovanni
- 2786-2800 Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
by Rossi, E. & Spazzini, F.
- 2801-2813 Robust panel unit root tests for cross-sectionally dependent multiple time series
by Shin, Dong Wan & Park, Sangun
- 2814-2835 Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach
by Strid, Ingvar
- 2836-2849 A linearly distributed lag estimator with r-convex coefficients
by Vassiliou, E.E. & Demetriou, I.C.
- 2850-2865 Non-linear time series clustering based on non-parametric forecast densities
by Vilar, J.A. & Alonso, A.M. & Vilar, J.M.
- 2866-2877 Sparse seemingly unrelated regression modelling: Applications in finance and econometrics
by Wang, Hao
October 2010, Volume 54, Issue 10
- 2203-2213 Early stopping in L2Boosting
by Ivan Chang, Yuan-Chin & Huang, Yufen & Huang, Yu-Pai
- 2214-2229 Design-based estimation for geometric quantiles with application to outlier detection
by Chaouch, Mohamed & Goga, Camelia
- 2230-2243 Variable selection via combined penalization for high-dimensional data analysis
by Wang, Xiaoming & Park, Taesung & Carriere, K.C.
- 2244-2252 A multivariate control chart for simultaneously monitoring process mean and variability
by Zhang, Jiujun & Li, Zhonghua & Wang, Zhaojun
- 2253-2266 Mixtures of regressions with predictor-dependent mixing proportions
by Young, D.S. & Hunter, D.R.
- 2267-2275 Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables
by White, Ian R. & Daniel, Rhian & Royston, Patrick
- 2276-2283 Estimating the mixing proportion in a semiparametric mixture model
by Song, Seongjoo & Nicolae, Dan L. & Song, Jongwoo
- 2284-2295 Order selection tests with multiply imputed data
by Consentino, Fabrizio & Claeskens, Gerda
- 2296-2305 Confidence intervals for dependent data: Equating non-overlap with statistical significance
by Afshartous, David & Preston, Richard A.
- 2306-2316 A bootstrap test for equality of variances
by Cahoy, Dexter O.
- 2317-2327 Statistical simulation and the distribution of distances between identical elements in a random sequence
by Zörnig, Peter
- 2328-2342 New EWMA control charts for monitoring process dispersion
by Huwang, Longcheen & Huang, Chun-Jung & Wang, Yi-Hua Tina
- 2343-2357 Representation of individual differences in rectangular proximity data through anti-Q matrix decomposition
by Köhn, Hans-Friedrich
- 2358-2358 Retracted: The functional singular value decomposition for bivariate stochastic processes
by Gervini, Daniel
September 2010, Volume 54, Issue 9
- 2053-2065 Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study
by Kössler, Wolfgang
- 2066-2081 Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint
by Han, Donghoon & Balakrishnan, N.
- 2082-2093 A new image segmentation algorithm with applications to image inpainting
by Ojeda, Silvia & Vallejos, Ronny & Bustos, Oscar
- 2094-2102 An encompassing prior generalization of the Savage-Dickey density ratio
by Wetzels, Ruud & Grasman, Raoul P.P.P. & Wagenmakers, Eric-Jan
- 2103-2112 Extending the long-term survivor mixture model with random effects for clustered survival data
by Lai, Xin & Yau, Kelvin K.W.
- 2113-2127 James-Stein shrinkage to improve k-means cluster analysis
by Gao, Jinxin & Hitchcock, David B.
- 2128-2144 A variance shift model for detection of outliers in the linear mixed model
by Gumedze, Freedom N. & Welham, Sue J. & Gogel, Beverley J. & Thompson, Robin
- 2145-2158 Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
by Chen, Xue-Dong & Tang, Nian-Sheng
- 2159-2171 Small area estimation using a nonparametric model-based direct estimator
by Salvati, Nicola & Chandra, Hukum & Giovanna Ranalli, M. & Chambers, Ray
- 2172-2186 Semiparametric Bayes hierarchical models with mean and variance constraints
by Yang, Mingan & Dunson, David B. & Baird, Donna
- 2187-2201 On the measure and the estimation of evenness and diversity
by Ginebra, Josep & Puig, Xavier
August 2010, Volume 54, Issue 8
- 1895-1905 Testing and estimation of purely nonparametric effects in repeated measures designs
by Konietschke, F. & Bathke, A.C. & Hothorn, L.A. & Brunner, E.
- 1906-1920 D-optimality of unequal versus equal cluster sizes for mixed effects linear regression analysis of randomized trials with clusters in one treatment arm
by Candel, Math J.J.M. & Van Breukelen, Gerard J.P.
- 1921-1929 A Bayesian MCMC approach to survival analysis with doubly-censored data
by Yu, Binbing
- 1930-1941 A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
by Seo, Byungtae & Lindsay, Bruce G.
- 1942-1951 Goodness-of-fit tests for the error distribution in nonparametric regression
by Heuchenne, Cédric & Van Keilegom, Ingrid
- 1952-1961 An analysis of three-level orthogonal saturated designs
by Chen, Ying & Chan, Chi Kin & Leung, Bartholomew P.K.
- 1962-1974 Bayesian analysis for outliers in survey sampling
by Unnikrishnan, N.K.
- 1975-1982 On sufficient dimension reduction for proportional censorship model with covariates
by Wen, Xuerong Meggie
- 1983-1998 Data-driven smooth tests for the martingale difference hypothesis
by Escanciano, Juan Carlos & Mayoral, Silvia
- 1999-2011 A clipped latent variable model for spatially correlated ordered categorical data
by Higgs, Megan Dailey & Hoeting, Jennifer A.
- 2012-2020 Bayesian classification for bivariate normal gene expression
by Ramos, Sandra & Amaral Turkman, Antónia & Antunes, Marília
- 2021-2034 A new skew generalization of the normal distribution: Properties and applications
by García, V.J. & Gómez-Déniz, E. & Vázquez-Polo, F.J.
- 2035-2045 Nonparametric k-sample test based on kernel density estimator for paired design
by Martínez-Camblor, Pablo
- 2046-2051 Familial database search on two-person mixture
by Chung, Yuk-Ka & Fung, Wing K. & Hu, Yue-Qing
July 2010, Volume 54, Issue 7
- 1707-1718 Fast kernel conditional density estimation: A dual-tree Monte Carlo approach
by Holmes, Michael P. & Gray, Alexander G. & Isbell Jr., Charles Lee
- 1719-1731 A path sampling identity for computing the Kullback-Leibler and J divergences
by Lefebvre, Geneviève & Steele, Russell & Vandal, Alain C.
- 1732-1743 Prediction for Pareto distribution based on progressively Type-II censored samples
by Raqab, Mohammad Z. & Asgharzadeh, A. & Valiollahi, R.
- 1744-1755 Fisher scoring: An interpolation family and its Monte Carlo implementations
by Wang, Yong
- 1756-1765 Parameter estimation for generalized Dirichlet distributions from the sample estimates of the first and the second moments of random variables
by Wong, Tzu-Tsung
- 1766-1776 Statistical inference on attributed random graphs: Fusion of graph features and content: An experiment on time series of Enron graphs
by Priebe, Carey E. & Park, Youngser & Marchette, David J. & Conroy, John M. & Grothendieck, John & Gorin, Allen L.
- 1777-1790 Statistical inference on attributed random graphs: Fusion of graph features and content
by Grothendieck, John & Priebe, Carey E. & Gorin, Allen L.
- 1791-1807 Prediction of multivariate responses with a selected number of principal components
by Koch, Inge & Naito, Kanta
- 1808-1816 Multiple imputation method for the semiparametric accelerated failure time mixture cure model
by Xu, Linzhi & Zhang, Jiajia
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