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Content
2023, Volume 185, Issue C
- S0167947323000774 Functional clustering methods for binary longitudinal data with temporal heterogeneity
by Sohn, Jinwon & Jeong, Seonghyun & Cho, Young Min & Park, Taeyoung
- S0167947323000774 Functional clustering methods for binary longitudinal data with temporal heterogeneity
by Sohn, Jinwon & Jeong, Seonghyun & Cho, Young Min & Park, Taeyoung
- S0167947323000786 Predictive performance of psychological tests: Is it better to use items than subscales?
by Pratiwi, Bunga C. & Dusseldorp, Elise & Karch, Julian D. & de Rooij, Mark
- S0167947323000786 Predictive performance of psychological tests: Is it better to use items than subscales?
by Pratiwi, Bunga C. & Dusseldorp, Elise & Karch, Julian D. & de Rooij, Mark
- S0167947323000798 Max-sum test based on Spearman's footrule for high-dimensional independence tests
by Shi, Xiangyu & Xu, Min & Du, Jiang
- S0167947323000798 Max-sum test based on Spearman's footrule for high-dimensional independence tests
by Shi, Xiangyu & Xu, Min & Du, Jiang
- S0167947323000804 Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
by Moscovich, Amit
- S0167947323000804 Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics
by Moscovich, Amit
- S0167947323000907 Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
by Zhao, Kaige & Zou, Tingting & Zheng, Shurong & Chen, Jing
- S0167947323000907 Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix
by Zhao, Kaige & Zou, Tingting & Zheng, Shurong & Chen, Jing
- S0167947323000920 Online renewable smooth quantile regression
by Sun, Xiaofei & Wang, Hongwei & Cai, Chao & Yao, Mei & Wang, Kangning
- S0167947323000920 Online renewable smooth quantile regression
by Sun, Xiaofei & Wang, Hongwei & Cai, Chao & Yao, Mei & Wang, Kangning
2023, Volume 184, Issue C
- S0167947323000518 Subsampling based variable selection for generalized linear models
by Capanu, Marinela & Giurcanu, Mihai & Begg, Colin B. & Gönen, Mithat
- S0167947323000531 Estimating heterogeneous causal effects in observational studies using small area predictors
by Ranjbar, Setareh & Salvati, Nicola & Pacini, Barbara
- S0167947323000543 Weighted least squares model averaging for accelerated failure time models
by Dong, Qingkai & Liu, Binxia & Zhao, Hui
- S0167947323000555 Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models
by Wang, Xuqin & Li, Muyi
- S0167947323000567 Functional principal component analysis for partially observed elliptical process
by Park, Yeonjoo & Kim, Hyunsung & Lim, Yaeji
- S0167947323000579 How to implement signed-rank wilcox.test() type procedures when a center of symmetry is unknown
by Vexler, Albert & Gao, Xinyu & Zhou, Jiaojiao
- S0167947323000580 Accelerate the warm-up stage in the Lasso computation via a homotopic approach
by Zhao, Yujie & Huo, Xiaoming
- S016794732300052X Small area estimation of general finite-population parameters based on grouped data
by Kawakubo, Yuki & Kobayashi, Genya
2023, Volume 183, Issue C
2023, Volume 182, Issue C
- S0167947323000129 Explaining classifiers with measures of statistical association
by Borgonovo, Emanuele & Ghidini, Valentina & Hahn, Roman & Plischke, Elmar
- S0167947323000130 Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis
by Wang, Kai Y.K. & Chen, Cathy W.S. & So, Mike K.P.
- S0167947323000142 Regularized regression for two phase failure time studies
by Soave, David & Lawless, Jerald F.
- S0167947323000154 Order determination for spiked-type models with a divergent number of spikes
by Zeng, Yicheng & Zhu, Lixing
- S0167947323000166 Change-point testing for parallel data sets with FDR control
by Cui, Junfeng & Wang, Guanghui & Zou, Changliang & Wang, Zhaojun
- S0167947323000178 Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates
by Roy, Arkaprava & Sarkar, Abhra
- S0167947323000191 Two-sample nonparametric test for proportional reversed hazards
by Khan, Ruhul Ali
- S0167947323000221 Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial
by Zou, Yuye & Wu, Chengxin
- S0167947323000233 GMM estimation of partially linear additive spatial autoregressive model
by Cheng, Suli & Chen, Jianbao
- S0167947323000245 Imputed quantile tensor regression for near-sited spatial-temporal data
by Liang, Jinwen & Härdle, Wolfgang Karl & Tian, Maozai
- S0167947323000257 SMLSOM: The shrinking maximum likelihood self-organizing map
by Motegi, Ryosuke & Seki, Yoichi
- S0167947323000269 Density estimation for spherical data using nonparametric mixtures
by Xu, Danli & Wang, Yong
- S0167947323000348 How to test the missing data mechanism in a hidden Markov model
by Chassan, Malika & Concordet, Didier
- S0167947323000385 Semiparametric function-on-function quantile regression model with dynamic single-index interactions
by Zhu, Hanbing & Zhang, Yuanyuan & Li, Yehua & Lian, Heng
- S016794732300018X On a nonlinear extension of the principal fitted component model
by Song, Jun & Kim, Kyongwon & Yoo, Jae Keun
- S016794732300021X Fast estimation of multiple group generalized linear latent variable models for categorical observed variables
by Andersson, Björn & Jin, Shaobo & Zhang, Maoxin
2023, Volume 181, Issue C
- S0167947322002018 Identification of microbial features in multivariate regression under false discovery rate control
by Srinivasan, Arun & Xue, Lingzhou & Zhan, Xiang
- S0167947322002638 On the optimal binary classifier with an application
by López-Díaz, María Concepción & López-Díaz, Miguel & Martínez-Fernández, Sergio
- S0167947322002651 A Gaussian copula joint model for longitudinal and time-to-event data with random effects
by Zhang, Zili & Charalambous, Christiana & Foster, Peter
- S0167947322002663 An impartial trimming algorithm for robust circle fitting
by Greco, Luca & Pacillo, Simona & Maresca, Piera
- S0167947322002675 Functional classification of bitcoin addresses
by Febrero-Bande, Manuel & González-Manteiga, Wenceslao & Prallon, Brenda & Saporito, Yuri F.
- S0167947322002687 Local inference for functional linear mixed models
by Pini, Alessia & Sørensen, Helle & Tolver, Anders & Vantini, Simone
- S0167947322002699 Efficient permutation testing of variable importance measures by the example of random forests
by Hapfelmeier, Alexander & Hornung, Roman & Haller, Bernhard
- S0167947323000014 Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models
by Sui, Yuelei & Holan, Scott H. & Yang, Wen-Hsi
- S0167947323000026 Densely connected sub-Gaussian linear structural equation model learning via ℓ1- and ℓ2-regularized regressions
by Choi, Semin & Kim, Yesool & Park, Gunwoong
- S0167947323000038 A new avenue for Bayesian inference with INLA
by Van Niekerk, Janet & Krainski, Elias & Rustand, Denis & Rue, Håvard
2023, Volume 180, Issue C
- S0167947322001906 Empirical Gittins index strategies with ε-explorations for multi-armed bandit problems
by Li, Xiao & Li, Yuqiang & Wu, Xianyi
- S0167947322001967 Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models
by Liu, Ran & Zhu, Lixing
- S0167947322001980 Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening
by Li, Lu & Ke, Chenlu & Yin, Xiangrong & Yu, Zhou
- S0167947322002298 Jackstraw inference for AJIVE data integration
by Yang, Xi & Hoadley, Katherine A. & Hannig, Jan & Marron, J.S.
- S0167947322002389 BART-based inference for Poisson processes
by Lamprinakou, Stamatina & Barahona, Mauricio & Flaxman, Seth & Filippi, Sarah & Gandy, Axel & McCoy, Emma J.
- S0167947322002407 Adjusting for unmeasured confounding in survival causal effect using validation data
by Cao, Yongxiu & Yu, Jichang
- S0167947322002419 Robust mixture regression modeling based on the normal mean-variance mixture distributions
by Naderi, Mehrdad & Mirfarah, Elham & Wang, Wan-Lun & Lin, Tsung-I
- S0167947322002420 Covariate dependent Beta-GOS process
by Chen, Kunzhi & Shen, Weining & Zhu, Weixuan
- S0167947322002432 Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data
by Gangloff, Hugo & Morales, Katherine & Petetin, Yohan
- S0167947322002444 Covariate-modulated large-scale multiple testing under dependence
by Wang, Jiangzhou & Cui, Tingting & Zhu, Wensheng & Wang, Pengfei
- S0167947322002456 Polya tree Monte Carlo method
by Zhuang, Haoxin & Diao, Liqun & Yi, Grace Y.
- S0167947322002468 Projection expectile regression for sufficient dimension reduction
by Soale, Abdul-Nasah
- S0167947322002481 Fast and fully-automated histograms for large-scale data sets
by Zelaya Mendizábal, Valentina & Boullé, Marc & Rossi, Fabrice
- S0167947322002584 Systematic enumeration of two-level even-odd designs of strength 3
by Eendebak, Pieter T. & Schoen, Eric D. & Vazquez, Alan R. & Goos, Peter
- S0167947322002596 Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes
by D'Angelo, Nicoletta & Adelfio, Giada & Mateu, Jorge
- S0167947322002602 The multi-aspect tests in the presence of ties
by Yamaguchi, Hikaru & Murakami, Hidetoshi
- S0167947322002626 Dimension reduction in time series under the presence of conditional heteroscedasticity
by da Silva, Murilo & Sriram, T.N. & Ke, Yuan
- S016794732200202X Estimation of predictive performance in high-dimensional data settings using learning curves
by Goedhart, Jeroen M. & Klausch, Thomas & van de Wiel, Mark A.
- S016794732200247X Spatial heterogeneity automatic detection and estimation
by Wang, Xin & Zhu, Zhengyuan & Zhang, Hao Helen
- S016794732200264X Unified model-free interaction screening via CV-entropy filter
by Xiong, Wei & Chen, Yaxian & Ma, Shuangge
2023, Volume 179, Issue C
- S0167947322002031 Multilevel mediation analysis with structured unmeasured mediator-outcome confounding
by Zhao, Yi & Luo, Xi
- S0167947322002043 A sparse additive model for high-dimensional interactions with an exposure variable
by Bhatnagar, Sahir R. & Lu, Tianyuan & Lovato, Amanda & Olds, David L. & Kobor, Michael S. & Meaney, Michael J. & O'Donnell, Kieran & Yang, Archer Y. & Greenwood, Celia M.T.
- S0167947322002055 Group symmetric Latin hypercube designs for symmetrical global sensitivity analysis
by Wang, Xiaodi & Huang, Hengzhen
- S0167947322002067 Online learning for the Dirichlet process mixture model via weakly conjugate approximation
by Jeong, Kuhwan & Chae, Minwoo & Kim, Yongdai
- S0167947322002079 Sequential estimation of temporally evolving latent space network models
by Turnbull, Kathryn & Nemeth, Christopher & Nunes, Matthew & McCormick, Tyler
- S0167947322002080 Tree-based ensembles for multi-output regression: Comparing multivariate approaches with separate univariate ones
by Schmid, Lena & Gerharz, Alexander & Groll, Andreas & Pauly, Markus
- S0167947322002092 Bayesian nonparametric hypothesis testing for longitudinal data analysis
by Pereira, Luz Adriana & Gutiérrez, Luis & Taylor-Rodríguez, Daniel & Mena, Ramsés H.
- S0167947322002109 Block-diagonal precision matrix regularization for ultra-high dimensional data
by Yang, Yihe & Dai, Hongsheng & Pan, Jianxin
- S0167947322002110 Cluster-robust estimators for multivariate mixed-effects meta-regression
by Welz, Thilo & Viechtbauer, Wolfgang & Pauly, Markus
- S0167947322002122 Variable screening based on Gaussian Centered L-moments
by An, Hyowon & Zhang, Kai & Oja, Hannu & Marron, J.S.
- S0167947322002134 Robust tests for scatter separability beyond Gaussianity
by Kim, Seungkyu & Park, Seongoh & Lim, Johan & Lee, Sang Han
- S0167947322002146 Clustering multivariate count data via Dirichlet-multinomial network fusion
by Zhao, Xin & Zhang, Jingru & Lin, Wei
- S0167947322002225 Balancing covariates in multi-arm trials via adaptive randomization
by Yang, Haoyu & Qin, Yichen & Wang, Fan & Li, Yang & Hu, Feifang
- S0167947322002237 Adaptive spatial designs minimizing the integrated Bernoulli variance in spatial logistic regression models - with an application to benthic habitat mapping
by Anyosa, Susan & Eidsvik, Jo & Pizarro, Oscar
- S0167947322002249 Smoothly varying regularization
by Kim, Daeju & Kawano, Shuichi & Ninomiya, Yoshiyuki
- S0167947322002250 Nonparametric inference on smoothed quantile regression process
by Hao, Meiling & Lin, Yuanyuan & Shen, Guohao & Su, Wen
- S0167947322002262 A unified framework of multiply robust estimation approaches for handling incomplete data
by Chen, Sixia & Haziza, David
- S0167947322002274 Classification of social media users with generalized functional data analysis
by Weishampel, Anthony & Staicu, Ana-Maria & Rand, William
- S0167947322002286 Robust multiscale estimation of time-average variance for time series segmentation
by McGonigle, Euan T. & Cho, Haeran
- S0167947322002304 Mean regression model for the zero-truncated Poisson distribution and its generalization
by Li, Xun-Jian & Sun, Yuan & Tian, Guo-Liang & Liang, Jiajuan & Shi, Jianhua
- S0167947322002316 Mixture models with decreasing weights
by Hatjispyros, Spyridon J. & Merkatas, Christos & Walker, Stephen G.
- S0167947322002328 A latent slice sampling algorithm
by Li, Yanxin & Walker, Stephen G.
- S0167947322002341 Efficient and feasible inference for high-dimensional normal copula regression models
by Nikoloulopoulos, Aristidis K.
- S0167947322002353 Topology-based goodness-of-fit tests for sliced spatial data
by Cipriani, Alessandra & Hirsch, Christian & Vittorietti, Martina
- S0167947322002365 Extending the Fellegi-Sunter record linkage model for mixed-type data with application to the French national health data system
by Vo, Thanh Huan & Chauvet, Guillaume & Happe, André & Oger, Emmanuel & Paquelet, Stéphane & Garès, Valérie
- S0167947322002377 Robust factored principal component analysis for matrix-valued outlier accommodation and detection
by Ma, Xuan & Zhao, Jianhua & Wang, Yue & Shang, Changchun & Jiang, Fen
- S0167947322002390 A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant
by Hannaford, Naomi E. & Heaps, Sarah E. & Nye, Tom M.W. & Curtis, Thomas P. & Allen, Ben & Golightly, Andrew & Wilkinson, Darren J.
- S016794732200233X Data-driven stabilizations of goodness-of-fit tests
by Fernández-de-Marcos, Alberto & García-Portugués, Eduardo
2023, Volume 178, Issue C
- S0167947322001761 Fast Bayesian inference on spectral analysis of multivariate stationary time series
by Hu, Zhixiong & Prado, Raquel
- S0167947322001773 Robust prediction interval estimation for Gaussian processes by cross-validation method
by Acharki, Naoufal & Bertoncello, Antoine & Garnier, Josselin
- S0167947322001785 Visualization and assessment of model selection uncertainty
by Qin, Yichen & Wang, Linna & Li, Yang & Li, Rong
- S0167947322001797 A Markov decision process for response-adaptive randomization in clinical trials
by Merrell, David & Chandereng, Thevaa & Park, Yeonhee
- S0167947322001803 Prediction in functional regression with discretely observed and noisy covariates
by Hörmann, Siegfried & Jammoul, Fatima
- S0167947322001815 Grouped spatial autoregressive model
by Huang, Danyang & Hu, Wei & Jing, Bingyi & Zhang, Bo
- S0167947322001918 A robust spline approach in partially linear additive models
by Boente, Graciela & Martínez, Alejandra Mercedes
- S0167947322001931 Hierarchical clustered multiclass discriminant analysis via cross-validation
by Hirose, Kei & Miura, Kanta & Koie, Atori
- S0167947322001943 Shape-constrained estimation in functional regression with Bernstein polynomials
by Ghosal, Rahul & Ghosh, Sujit & Urbanek, Jacek & Schrack, Jennifer A. & Zipunnikov, Vadim
- S0167947322001955 Optimal designs for semi-parametric dose-response models under random contamination
by Yu, Jun & Meng, Xiran & Wang, Yaping
- S0167947322001979 Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum
by Zhang, Yangchun & Zhou, Yirui & Liu, Xiaowei
- S0167947322001992 Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA
by Chakraborty, Nilanjan & Sakhanenko, Lyudmila
- S0167947322002006 Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
by Yang, Yuehan & Xia, Siwei & Yang, Hu
- S016794732200189X Smoothed tensor quantile regression estimation for longitudinal data
by Ke, Baofang & Zhao, Weihua & Wang, Lei
- S016794732200192X The circular quantile residual
by Andrade, Ana C.C. & Pereira, Gustavo H.A. & Artes, Rinaldo
2023, Volume 177, Issue C
- S0167947322001311 Online non-parametric changepoint detection with application to monitoring operational performance of network devices
by Austin, Edward & Romano, Gaetano & Eckley, Idris A. & Fearnhead, Paul
- S0167947322001487 Shared Bayesian variable shrinkage in multinomial logistic regression
by Uddin, Md Nazir & Gaskins, Jeremy T.
- S0167947322001499 Assessment of the effect of constraints in a new multivariate mixed method for statistical matching
by Claramunt González, Juan & van Delden, Arnout & de Waal, Ton
- S0167947322001591 Modeling and inference for multivariate time series of counts based on the INGARCH scheme
by Lee, Sangyeol & Kim, Dongwon & Kim, Byungsoo
- S0167947322001608 Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
by McElroy, Tucker S. & Jach, Agnieszka
- S0167947322001621 Mixture-based estimation of entropy
by Robin, Stéphane & Scrucca, Luca
- S0167947322001633 Nonparametric bagging clustering methods to identify latent structures from a sequence of dependent categorical data
by Abramowicz, Konrad & Sjöstedt de Luna, Sara & Strandberg, Johan
- S0167947322001645 Estimation for partial functional partially linear additive model
by Tang, Qingguo & Tu, Wei & Kong, Linglong
- S0167947322001657 The dimension-wise quadrature estimation of dynamic latent variable models for count data
by Bianconcini, Silvia & Cagnone, Silvia
- S0167947322001669 Bayesian joint modeling for causal mediation analysis with a binary outcome and a binary mediator: Exploring the role of obesity in the association between cranial radiation therapy for childhood acute lymphoblastic leukemia treatment and the long-term risk of insulin resistance
by Caubet, Miguel & Samoilenko, Mariia & Drouin, Simon & Sinnett, Daniel & Krajinovic, Maja & Laverdière, Caroline & Marcil, Valérie & Lefebvre, Geneviève
- S0167947322001670 Parallel-and-stream accelerator for computationally fast supervised learning
by Hector, Emily C. & Luo, Lan & Song, Peter X.-K.
- S016794732200161X Sparse spatially clustered coefficient model via adaptive regularization
by Zhong, Yan & Sang, Huiyan & Cook, Scott J. & Kellstedt, Paul M.
2022, Volume 176, Issue C
- S0167947322001359 Nonparametric Bayesian modelling of longitudinally integrated covariance functions on spheres
by Bissiri, Pier Giovanni & Cleanthous, Galatia & Emery, Xavier & Nipoti, Bernardo & Porcu, Emilio
- S0167947322001360 Smooth LASSO estimator for the Function-on-Function linear regression model
by Centofanti, Fabio & Fontana, Matteo & Lepore, Antonio & Vantini, Simone
- S0167947322001372 Time series graphical lasso and sparse VAR estimation
by Dallakyan, Aramayis & Kim, Rakheon & Pourahmadi, Mohsen
- S0167947322001384 Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
by Raices Cruz, Ivette & Lindström, Johan & Troffaes, Matthias C.M. & Sahlin, Ullrika
- S0167947322001396 A comparison of allocation strategies for optimising clinical trial designs under variance heterogeneity
by Mavrogonatou, Lida & Sun, Yuxuan & Robertson, David S. & Villar, Sofía S.
- S0167947322001414 Vine copula statistical disclosure control for mixed-type data
by Chu, Amanda M.Y. & Ip, Chun Yin & Lam, Benson S.Y. & So, Mike K.P.
- S0167947322001426 On cross-distance selection algorithm for hybrid sufficient dimension reduction
by Park, Yujin & Kim, Kyongwon & Yoo, Jae Keun
- S0167947322001438 Extremal quantile autoregression for heavy-tailed time series
by He, Fengyang & Wang, Huixia Judy & Zhou, Yuejin
- S0167947322001451 Functional non-parametric latent block model: A multivariate time series clustering approach for autonomous driving validation
by Goffinet, Etienne & Lebbah, Mustapha & Azzag, Hanane & Loïc, Giraldi & Coutant, Anthony
- S0167947322001463 Agglomerative and divisive hierarchical Bayesian clustering
by Burghardt, Elliot & Sewell, Daniel & Cavanaugh, Joseph
- S0167947322001475 High-dimensional robust regression with Lq-loss functions
by Wang, Yibo & Karunamuni, Rohana J.
- S016794732200144X Robust polytomous logistic regression
by Miron, Julien & Poilane, Benjamin & Cantoni, Eva
2022, Volume 175, Issue C
- S0167947322001256 A unified framework on defining depth for point process using function smoothing
by Xu, Zishen & Wang, Chenran & Wu, Wei
- S0167947322001268 Predicting times to event based on vine copula models
by Pan, Shenyi & Joe, Harry
- S0167947322001281 A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families
by Chen, Feifei & Jiménez–Gamero, M. Dolores & Meintanis, Simos & Zhu, Lixing
- S0167947322001293 Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
by Gao, Min & Yang, Wenzhi & Wu, Shipeng & Yu, Wei
- S0167947322001323 Bootstrap confidence intervals for multiple change points based on moving sum procedures
by Cho, Haeran & Kirch, Claudia
- S0167947322001335 Empirical likelihood inference for longitudinal data with covariate measurement errors: An application to the LEAN study
by Zhang, Yuexia & Qin, Guoyou & Zhu, Zhongyi & Zhang, Jiajia
- S0167947322001347 Statistical inference of heterogeneous treatment effect based on single-index model
by Feng, Sanying & Kong, Kaidi & Kong, Yinfei & Li, Gaorong & Wang, Zhaoliang
- S0167947322001402 A high dimensional dissimilarity measure
by Modarres, Reza
- S016794732200127X sJIVE: Supervised joint and individual variation explained
by Palzer, Elise F. & Wendt, Christine H. & Bowler, Russell P. & Hersh, Craig P. & Safo, Sandra E. & Lock, Eric F.
- S016794732200130X Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme
by Petti, Danilo & Eletti, Alessia & Marra, Giampiero & Radice, Rosalba
2022, Volume 174, Issue C
- S0167947321001560 Efficient estimation in a partially specified nonignorable propensity score model
by Li, Mengyan & Ma, Yanyuan & Zhao, Jiwei
- S0167947321001869 The Wasserstein Impact Measure (WIM): A practical tool for quantifying prior impact in Bayesian statistics
by Ghaderinezhad, Fatemeh & Ley, Christophe & Serrien, Ben
- S0167947321002188 Airflow recovery from thoracic and abdominal movements using synchrosqueezing transform and locally stationary Gaussian process regression
by Huang, Whitney K. & Chung, Yu-Min & Wang, Yu-Bo & Mandel, Jeff E. & Wu, Hau-Tieng
- S0167947321002413 Generalisations of a Bayesian decision-theoretic randomisation procedure and the impact of delayed responses
by Williamson, S. Faye & Jacko, Peter & Jaki, Thomas
- S0167947321002437 Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels
by Granados-Garcia, Guilllermo & Fiecas, Mark & Babak, Shahbaba & Fortin, Norbert J. & Ombao, Hernando
- S0167947321002504 Gaussian graphical modeling for spectrometric data analysis
by Codazzi, Laura & Colombi, Alessandro & Gianella, Matteo & Argiento, Raffaele & Paci, Lucia & Pini, Alessia
- S0167947322000147 Estimation of the volume under a ROC surface in presence of covariates
by To, Duc-Khanh & Adimari, Gianfranco & Chiogna, Monica
- S0167947322000172 Computing the asymptotic distribution of second-order U- and V-statistics
by Seri, Raffaello
- S0167947322000305 Horseshoe shrinkage methods for Bayesian fusion estimation
by Banerjee, Sayantan
- S0167947322000366 Wavelet testing for a replicate-effect within an ordered multiple-trial experiment
by Embleton, Jonathan & Knight, Marina I. & Ombao, Hernando
- S0167947322000561 Nonlinear predictive directions in clinical trials
by Cho, Youngjoo & Zhan, Xiang & Ghosh, Debashis
- S0167947322000573 Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
by Chau, Joris & von Sachs, Rainer
- S0167947322000767 Outlier detection in multivariate functional data through a contaminated mixture model
by Amovin-Assagba, Martial & Gannaz, Irène & Jacques, Julien
- S0167947322000792 Improved linear regression prediction by transfer learning
by Obst, David & Ghattas, Badih & Claudel, Sandra & Cugliari, Jairo & Goude, Yannig & Oppenheim, Georges
- S0167947322000810 High-dimensional causal mediation analysis based on partial linear structural equation models
by Cai, Xizhen & Zhu, Yeying & Huang, Yuan & Ghosh, Debashis
- S0167947322001013 A hierarchical testing procedure for three arm non-inferiority trials
by Ghosh, Santu & Guo, Wenge & Ghosh, Samiran
- S0167947322001025 Support vector regression with penalized likelihood
by Uemoto, Takumi & Naito, Kanta
- S0167947322001049 A data-driven line search rule for support recovery in high-dimensional data analysis
by Li, Peili & Jiao, Yuling & Lu, Xiliang & Kang, Lican
- S0167947322001050 Markov-switching state-space models with applications to neuroimaging
by Degras, David & Ting, Chee-Ming & Ombao, Hernando
- S0167947322001062 Robust fitting of mixture models using weighted complete estimating equations
by Sugasawa, Shonosuke & Kobayashi, Genya
- S0167947322001074 A roughness penalty approach to estimate densities over two-dimensional manifolds
by Arnone, Eleonora & Ferraccioli, Federico & Pigolotti, Clara & Sangalli, Laura M.
- S0167947322001086 GPU accelerated estimation of a shared random effect joint model for dynamic prediction
by Wang, Shikun & Li, Zhao & Lan, Lan & Zhao, Jieyi & Zheng, W. Jim & Li, Liang
- S0167947322001098 Likelihood-free inference with deep Gaussian processes
by Aushev, Alexander & Pesonen, Henri & Heinonen, Markus & Corander, Jukka & Kaski, Samuel
- S0167947322001104 Independence index sufficient variable screening for categorical responses
by Yuan, Qingcong & Chen, Xianyan & Ke, Chenlu & Yin, Xiangrong
- S0167947322001177 Large-scale local surrogate modeling of stochastic simulation experiments
by Cole, D. Austin & Gramacy, Robert B. & Ludkovski, Mike
2022, Volume 173, Issue C
- S0167947322000627 Varying-coefficient hidden Markov models with zero-effect regions
by Liu, Hefei & Song, Xinyuan & Zhang, Baoxue
- S0167947322000639 Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations
by Nanshan, Muye & Zhang, Nan & Xun, Xiaolei & Cao, Jiguo
- S0167947322000755 A rank-based high-dimensional test for equality of mean vectors
by Ouyang, Yanyan & Liu, Jiamin & Tong, Tiejun & Xu, Wangli
- S0167947322000779 Mallows model averaging with effective model size in fragmentary data prediction
by Yuan, Chaoxia & Fang, Fang & Ni, Lyu
- S0167947322000809 Marginal M-quantile regression for multivariate dependent data
by Merlo, Luca & Petrella, Lea & Salvati, Nicola & Tzavidis, Nikos
- S0167947322000822 Entropy-based test for generalised Gaussian distributions
by Cadirci, Mehmet Siddik & Evans, Dafydd & Leonenko, Nikolai & Makogin, Vitalii
- S0167947322000834 Bayesian multiresolution modeling of georeferenced data: An extension of ‘LatticeKrig’
by Paige, John & Fuglstad, Geir-Arne & Riebler, Andrea & Wakefield, Jon
- S0167947322000846 Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data
by Pan, Yingli
- S0167947322000858 A two-stage optimal subsampling estimation for missing data problems with large-scale data
by Su, Miaomiao & Wang, Ruoyu & Wang, Qihua
- S0167947322000871 Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
by Sardy, Sylvain & Diaz-Rodriguez, Jairo & Giacobino, Caroline
- S0167947322000883 Safe sample screening rules for multicategory angle-based support vector machines
by Fan, Yiwei & Zhao, Junlong
- S0167947322000974 Log-regularly varying scale mixture of normals for robust regression
by Hamura, Yasuyuki & Irie, Kaoru & Sugasawa, Shonosuke
- S0167947322000986 Local and global topics in text modeling of web pages nested in web sites
by Wang, Jason & Weiss, Robert E.
- S0167947322000998 Joint non-parametric estimation of mean and auto-covariances for Gaussian processes
by Krivobokova, Tatyana & Serra, Paulo & Rosales, Francisco & Klockmann, Karolina
- S0167947322001001 Complexity reduction and approximation of multidomain systems of partially ordered data
by Arcagni, Alberto & Avellone, Alessandro & Fattore, Marco
- S0167947322001037 Clustering, multicollinearity, and singular vectors
by Usefi, Hamid
- S016794732200038X On the semi-varying coefficient dynamic panel data model with autocorrelated errors
by Wei, Honglei & Zhang, Hongfan & Jiang, Hui & Huang, Lei
- S016794732200086X Stochastic representation of FGM copulas using multivariate Bernoulli random variables
by Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne
2022, Volume 172, Issue C
- S0167947322000548 A prior for record linkage based on allelic partitions
by Betancourt, Brenda & Sosa, Juan & Rodríguez, Abel
- S0167947322000585 Extrapolation estimation in parametric regression models with measurement error
by Ayub, Kanwal & Song, Weixing & Shi, Jianhong
- S0167947322000597 Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
by Pohle, Jennifer & Adam, Timo & Beumer, Larissa T.
- S0167947322000603 Multivariate ranks based on randomized lift-interdirections
by Hudecová, Šárka & Šiman, Miroslav
- S0167947322000615 Bayesian linear models for cardinal paired comparison data
by Osei, Prince P. & Davidov, Ori
- S0167947322000640 Variable selection for case-cohort studies with informatively interval-censored outcomes
by Du, Mingyue & Zhao, Xingqiu & Sun, Jianguo
- S0167947322000743 An efficient algorithm to assess multivariate surrogate endpoints in a causal inference framework
by Flórez, Alvaro J. & Molenberghs, Geert & Van der Elst, Wim & Alonso Abad, Ariel
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