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Content
2020, Volume 143, Issue C
- v:143:y:2020:i:c:s0167947319301975 A Bayesian mixture model for clustering circular data
by Rodríguez, Carlos E. & Núñez-Antonio, Gabriel & Escarela, Gabriel
- v:143:y:2020:i:c:s0167947319301987 Determining the Number of Effective Parameters in Kernel Density Estimation
by McCloud, Nadine & Parmeter, Christopher F.
- v:143:y:2020:i:c:s0167947319301963 Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models
by Duan, Jin-Chuan & Fulop, Andras & Hsieh, Yu-Wei
- v:143:y:2020:i:c:s0167947319301914 Variations of power-expected-posterior priors in normal regression models
by Fouskakis, Dimitris & Ntzoufras, Ioannis & Perrakis, Konstantinos
- v:143:y:2020:i:c:s0167947319301938 The Zipf–Poisson-stopped-sum distribution with an application for modeling the degree sequence of social networks
by Duarte-López, Ariel & Pérez-Casany, Marta & Valero, Jordi
- v:143:y:2020:i:c:s0167947319301951 Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
by Spezia, Luigi
- v:143:y:2020:i:c:s0167947319301884 Approximate least squares estimation for spatial autoregressive models with covariates
by Ma, Yingying & Lan, Wei & Zhou, Fanying & Wang, Hansheng
- v:143:y:2020:i:c:s0167947319302014 Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy
by Han, Ningren & Ram, Rajeev J.
2020, Volume 142, Issue C
- v:142:y:2020:i:c:s016794731930163x Uncertainty quantification using Bayesian neural networks in classification: Application to biomedical image segmentation
by Kwon, Yongchan & Won, Joong-Ho & Kim, Beom Joon & Paik, Myunghee Cho
- v:142:y:2020:i:c:s0167947319301677 Estimation of the ROC curve from the Lehmann family
by Jokiel-Rokita, Alicja & Topolnicki, Rafał
- v:142:y:2020:i:c:s0167947319301872 Robust test for dispersion parameter change in discretely observed diffusion processes
by Song, Junmo
- v:142:y:2020:i:c:s0167947319301641 Variational nonparametric discriminant analysis
by Yu, Weichang & Azizi, Lamiae & Ormerod, John T.
- v:142:y:2020:i:c:s0167947319301653 Quantile based dimension reduction in censored regression
by Yan, Mei & Kong, Efang & Xia, Yingcun
- v:142:y:2020:i:c:s0167947319301562 Common sampling orders of regular vines with application to model selection
by Zhu, Kailun & Kurowicka, Dorota & Nane, Gabriela F.
- v:142:y:2020:i:c:s0167947319301690 On parsimonious models for modeling matrix data
by Sarkar, Shuchismita & Zhu, Xuwen & Melnykov, Volodymyr & Ingrassia, Salvatore
- v:142:y:2020:i:c:s0167947319301720 A multilayer exponential random graph modelling approach for weighted networks
by Caimo, Alberto & Gollini, Isabella
- v:142:y:2020:i:c:s0167947319301586 Time-dependent Poisson reduced rank models for political text data analysis
by Jentsch, Carsten & Lee, Eun Ryung & Mammen, Enno
- v:142:y:2020:i:c:s0167947319301902 Sparse principal component based high-dimensional mediation analysis
by Zhao, Yi & Lindquist, Martin A. & Caffo, Brian S.
- v:142:y:2020:i:c:s0167947319301707 Approximate maximum likelihood estimation of a threshold diffusion process
by Yu, Ting-Hung & Tsai, Henghsiu & Rachinger, Heiko
- v:142:y:2020:i:c:s0167947319301628 Semiparametric model for covariance regression analysis
by Liu, Jin & Ma, Yingying & Wang, Hansheng
- v:142:y:2020:i:c:s0167947319301926 Rothman–Woodroofe symmetry test statistic revisited
by Gaigall, Daniel
- v:142:y:2020:i:c:s0167947319301732 Semiparametric model of mean residual life with biased sampling data
by Ma, Huijuan & Zhao, Wei & Zhou, Yong
- v:142:y:2020:i:c:s0167947319301689 Solution paths for the generalized lasso with applications to spatially varying coefficients regression
by Zhao, Yaqing & Bondell, Howard
- v:142:y:2020:i:c:s0167947319301719 Feature screening for ultrahigh dimensional categorical data with covariates missing at random
by Ni, Lyu & Fang, Fang & Shao, Jun
- v:142:y:2020:i:c:s0167947319301756 A nonparametric feature screening method for ultrahigh-dimensional missing response
by Li, Xiaoxia & Tang, Niansheng & Xie, Jinhan & Yan, Xiaodong
- v:142:y:2020:i:c:s0167947319301616 Function-on-function quadratic regression models
by Sun, Yifan & Wang, Qihua
- v:142:y:2020:i:c:s0167947319301550 A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
by Barthel, Nicole & Czado, Claudia & Okhrin, Yarema
- v:142:y:2020:i:c:s0167947319301896 Generating random correlation matrices with fixed values: An application to the evaluation of multivariate surrogate endpoints
by Flórez, Alvaro Jóse & Alonso Abad, Ariel & Molenberghs, Geert & Van Der Elst, Wim
- v:142:y:2020:i:c:s0167947319301744 Robust Wald-type methods for testing equality between two populations regression parameters: A comparative study under the logistic model
by Bianco, Ana M. & Boente, Graciela & Rodrigues, Isabel M.
- v:142:y:2020:i:c:s0167947319301665 Generalized ℓ1-penalized quantile regression with linear constraints
by Liu, Yongxin & Zeng, Peng & Lin, Lu
- v:142:y:2020:i:c:s0167947319301574 An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
by Wang, Cheng & Jiang, Binyan
2019, Volume 140, Issue C
- 1-20 Minimum distance estimation of locally stationary moving average processes
by Vicuña, M. Ignacia & Palma, Wilfredo & Olea, Ricardo
- 21-40 Goodness-of-fit tests for the family of multivariate chi-square copulas
by Quessy, Jean-François & Rivest, Louis-Paul & Toupin, Marie-Hélène
- 41-58 Fast multivariate log-concave density estimation
by Rathke, Fabian & Schnörr, Christoph
- 59-73 LASSO-type penalization in the framework of generalized additive models for location, scale and shape
by Groll, Andreas & Hambuckers, Julien & Kneib, Thomas & Umlauf, Nikolaus
- 74-87 Semiparametric regression analysis for left-truncated and interval-censored data without or with a cure fraction
by Shen, Pao-sheng & Chen, Hsin-Jen & Pan, Wen-Harn & Chen, Chyong-Mei
- 88-103 Parameter estimation for a discretely observed population process under Markov-modulation
by de Gunst, Mathisca & Knapik, Bartek & Mandjes, Michel & Sollie, Birgit
- 104-121 Model-based clustering of censored data via mixtures of factor analyzers
by Wang, Wan-Lun & Castro, Luis M. & Lachos, Victor H. & Lin, Tsung-I
- 122-143 A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data
by Tian, Guo-Liang & Liu, Yin & Tang, Man-Lai & Li, Tao
- 144-154 Robust sufficient dimension reduction via ball covariance
by Zhang, Jia & Chen, Xin
2019, Volume 139, Issue C
- 1-13 Estimation for biased partial linear single index models
by Lu, Jun & Zhu, Xuehu & Lin, Lu & Zhu, Lixing
- 14-33 Generalized signed-rank estimation for regression models with non-ignorable missing responses
by Bindele, Huybrechts F. & Nguelifack, Brice M.
- 34-44 Estimating population size of heterogeneous populations with large data sets and a large number of parameters
by Li, Haoqi & Lin, Huazhen & Yip, Paul S.F. & Li, Yuan
- 45-63 Prediction based on conditional distributions of vine copulas
by Chang, Bo & Joe, Harry
- 64-74 Markov chain Monte Carlo sampling using a reservoir method
by Wang, Zhonglei
- 75-81 Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables
by Chen, Tong & Lumley, Thomas
- 82-98 Weighted covariance matrix estimation
by Yang, Guangren & Liu, Yiming & Pan, Guangming
- 99-116 Fusing data depth with complex networks: Community detection with prior information
by Tian, Yahui & Gel, Yulia R.
- 117-133 A distribution-free test of independence based on mean variance index
by Cui, Hengjian & Zhong, Wei
- 134-144 The isotonic regression approach for an instrumental variable estimation of the potential outcome distributions for compliers
by Choi, Byeong Yeob & Lee, Jae Won
- 145-163 Estimation and test of jump discontinuities in varying coefficient models with empirical applications
by Zhao, Yan-Yong & Lin, Jin-Guan
- 164-177 Regularized joint estimation of related vector autoregressive models
by Skripnikov, A. & Michailidis, G.
- 178-196 Emulating dynamic non-linear simulators using Gaussian processes
by Mohammadi, Hossein & Challenor, Peter & Goodfellow, Marc
2019, Volume 138, Issue C
- 1-12 Model checking for general linear regression with nonignorable missing response
by Guo, Xu & Song, Lianlian & Fang, Yun & Zhu, Lixing
- 13-26 A flexible sequential Monte Carlo algorithm for parametric constrained regression
by Ng, Kenyon & Turlach, Berwin A. & Murray, Kevin
- 27-48 A goodness-of-fit test for variable-adjusted models
by Xie, Chuanlong & Zhu, Lixing
- 49-63 Nonparametric registration to low-dimensional function spaces
by Wagner, Heiko & Kneip, Alois
- 64-82 Model checking for regressions: An approach bridging between local smoothing and global smoothing methods
by Li, Lingzhu & Chiu, Sung Nok & Zhu, Lixing
- 83-95 A novel robust approach for analysis of longitudinal data
by Zhang, Yuexia & Qin, Guoyou & Zhu, Zhongyi & Xu, Wanghong
- 96-106 The empirical likelihood prior applied to bias reduction of general estimating equations
by Vexler, Albert & Zou, Li & Hutson, Alan D.
- 107-125 Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples
by LeSage, James P. & Chih, Yao-Yu & Vance, Colin
- 126-142 Location-adjusted Wald statistics for scalar parameters
by Di Caterina, Claudia & Kosmidis, Ioannis
- 143-154 Efficient inference for nonlinear state space models: An automatic sample size selection rule
by Cheng, Jing & Chan, Ngai Hang
- 155-169 Mean Empirical Likelihood
by Liang, Wei & Dai, Hongsheng & He, Shuyuan
- 170-189 Constraining kernel estimators in semiparametric copula mixture models
by Mazo, Gildas & Averyanov, Yaroslav
- 190-200 Estimating random walk centrality in networks
by Johnson, Brad C. & Kirkland, Steve
- 201-221 Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior
by Sinha, Shyamalendu & Hart, Jeffrey D.
- 222-238 Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models
by Lin, Chang-Yun & Yang, Po
- 239-259 Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data
by Liu, Lili & Lin, Lu
2019, Volume 137, Issue C
- 1-15 A nonparametric bootstrap method for spatial data
by Castillo-Páez, Sergio & Fernández-Casal, Rubén & García-Soidán, Pilar
- 16-32 Online estimation of individual-level effects using streaming shrinkage factors
by Ippel, L. & Kaptein, M.C. & Vermunt, J.K.
- 33-50 An exploratory analysis approach for understanding variation in stochastic textured surfaces
by Bui, Anh Tuan & Apley, Daniel W.
- 51-66 Multivariate effect priors in bivariate semiparametric recursive Gaussian models
by Thaden, Hauke & Klein, Nadja & Kneib, Thomas
- 67-91 Hierarchical estimation of parameters in Bayesian networks
by Azzimonti, Laura & Corani, Giorgio & Zaffalon, Marco
- 92-100 Modal posterior clustering motivated by Hopfield’s network
by Fuentes-García, Ruth & Mena, Ramsés H. & Walker, Stephen G.
- 101-114 An algorithm for generating good mixed level factorial designs
by Grömping, Ulrike & Fontana, Roberto
- 115-132 Likelihood approximation with hierarchical matrices for large spatial datasets
by Litvinenko, Alexander & Sun, Ying & Genton, Marc G. & Keyes, David E.
- 133-154 A comparison of in-sample forecasting methods
by Bischofberger, Stephan M. & Hiabu, Munir & Mammen, Enno & Nielsen, Jens Perch
- 155-169 A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis
by He, Shengmei & Ma, Shuangge & Xu, Wangli
- 170-180 Maximum penalized likelihood estimation of additive hazards models with partly interval censoring
by Li, Jinqing & Ma, Jun
- 181-194 Lasso ANOVA decompositions for matrix and tensor data
by Griffin, Maryclare & Hoff, Peter D.
- 195-210 Empirical Bayes matrix completion
by Matsuda, Takeru & Komaki, Fumiyasu
- 211-232 Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso
by Müller, Dominik & Czado, Claudia
- 233-246 Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions
by Liu, Baisen & Wang, Liangliang & Nie, Yunlong & Cao, Jiguo
- 247-270 The latent topic block model for the co-clustering of textual interaction data
by Bergé, Laurent R. & Bouveyron, Charles & Corneli, Marco & Latouche, Pierre
- 271-284 Estimation for single-index models via martingale difference divergence
by Liu, Jicai & Xu, Peirong & Lian, Heng
- 285-298 A phylogenetic Gaussian process model for the evolution of curves embedded in d-dimensions
by Mariñas-Collado, Irene & Bowman, Adrian & Macaulay, Vincent
2019, Volume 136, Issue C
- 1-11 Wild bootstrap logrank tests with broader power functions for testing superiority
by Ditzhaus, Marc & Pauly, Markus
- 12-29 Sparse wavelet estimation in quantile regression with multiple functional predictors
by Yu, Dengdeng & Zhang, Li & Mizera, Ivan & Jiang, Bei & Kong, Linglong
- 30-46 Modelling and estimation of nonlinear quantile regression with clustered data
by Geraci, Marco
- 47-58 Marginalized models for longitudinal count data
by Lee, Keunbaik & Joo, Yongsung
- 59-71 Alternating direction method of multipliers for nonconvex fused regression problems
by Xiu, Xianchao & Liu, Wanquan & Li, Ling & Kong, Lingchen
- 72-91 A graph Laplacian prior for Bayesian variable selection and grouping
by Chakraborty, Sounak & Lozano, Aurelie C.
- 92-107 Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models
by Golightly, Andrew & Bradley, Emma & Lowe, Tom & Gillespie, Colin S.
- 108-122 Semiparametric spatial mixed effects single index models
by Mahmoud, Hamdy F.F. & Kim, Inyoung
- 123-136 Bayesian hidden Markov models for dependent large-scale multiple testing
by Wang, Xia & Shojaie, Ali & Zou, Jian
2019, Volume 135, Issue C
- 1-14 Adjustments of multi-sample U-statistics to right censored data and confounding covariates
by Chen, Yichen & Datta, Somnath
- 15-24 A fast algorithm for computing distance correlation
by Chaudhuri, Arin & Hu, Wenhao
- 25-34 Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates
by Li, Haocheng & Shu, Di & He, Wenqing & Yi, Grace Y.
- 35-55 Estimation of mean residual life based on ranked set sampling
by Zamanzade, Elham & Parvardeh, Afshin & Asadi, Majid
- 56-69 A streaming algorithm for bivariate empirical copulas
by Gregory, Alastair
- 70-94 A classification point-of-view about conditional Kendall’s tau
by Derumigny, Alexis & Fermanian, Jean-David
- 95-106 Moving block bootstrapping for a CUSUM test for correlation change
by Choi, Ji-Eun & Shin, Dong Wan
- 107-122 Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models
by Baey, Charlotte & Cournède, Paul-Henry & Kuhn, Estelle
2019, Volume 134, Issue C
- 1-16 Missing covariate data in generalized linear mixed models with distribution-free random effects
by Liu, Li & Xiang, Liming
- 17-35 Regression adjustment for treatment effect with multicollinearity in high dimensions
by Yue, Lili & Li, Gaorong & Lian, Heng & Wan, Xiang
- 36-57 Simultaneous nonparametric regression in RADWT dictionaries
by De Canditiis, Daniela & De Feis, Italia
- 58-75 Detecting structural breaks in realized volatility
by Song, Junmo & Baek, Changryong
- 76-92 Bayesian pollution source identification via an inverse physics model
by Hwang, Youngdeok & Kim, Hang J. & Chang, Won & Yeo, Kyongmin & Kim, Yongku
- 93-109 Simultaneous fitting of Bayesian penalised quantile splines
by Rodrigues, T. & Dortet-Bernadet, J.-L. & Fan, Y.
- 110-122 A novel partial-linear single-index model for time series data
by Huang, Lei & Jiang, Hui & Wang, Huixia
- 123-143 Regression with stagewise minimization on risk function
by Yoshida, Takuma & Naito, Kanta
- 144-156 Initial robust estimation in generalized linear models
by Agostinelli, Claudio & Valdora, Marina & Yohai, Victor J.
- 157-170 Exact Bayesian designs for count time series
by Singh, Rakhi & Mukhopadhyay, Siuli
- 171-185 Fast computation of robust subspace estimators
by Cevallos-Valdiviezo, Holger & Van Aelst, Stefan
- 186-210 A smooth nonparametric approach to determining cut-points of a continuous scale
by Qiu, Zhiping & Peng, Limin & Manatunga, Amita & Guo, Ying
2019, Volume 133, Issue C
- 1-19 A novel variational Bayesian method for variable selection in logistic regression models
by Zhang, Chun-Xia & Xu, Shuang & Zhang, Jiang-She
- 20-27 Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models
by Bogomolov, Marina & Davidov, Ori
- 28-39 Modified spatial scan statistics using a restricted likelihood ratio for ordinal outcome data
by Lee, Myeonggyun & Jung, Inkyung
- 40-52 Bayesian Semiparametric ROC surface estimation under verification bias
by Zhu, Rui & Ghosal, Subhashis
- 53-75 On finite-sample robustness of directional location estimators
by Kirschstein, Thomas & Liebscher, Steffen & Pandolfo, Giuseppe & Porzio, Giovanni C. & Ragozini, Giancarlo
- 76-89 Sparse-Group Independent Component Analysis with application to yield curves prediction
by Chen, Ying & Niu, Linlin & Chen, Ray-Bing & He, Qiang
- 90-103 Hierarchical model for forecasting the outcomes of binary referenda
by Wiśniowski, Arkadiusz & Bijak, Jakub & Forster, Jonathan J. & Smith, Peter W.F.
- 104-119 Construction of multiple decrement tables under generalized fractional age assumptions
by Lee, Hangsuck & Ahn, Jae Youn & Ko, Bangwon
- 120-137 Two-level factorial and fractional factorial replicates in blocks of size two
by Godolphin, J.D.
- 138-152 Simultaneous variable selection and class fusion with penalized distance criterion based classifiers
by Sheng, Ying & Wang, Qihua
- 153-165 A class of semiparametric transformation cure models for interval-censored failure time data
by Li, Shuwei & Hu, Tao & Zhao, Xingqiu & Sun, Jianguo
- 166-179 Bayesian copula spectral analysis for stationary time series
by Zhang, Shibin
- 180-194 A new approach for credit scoring by directly maximizing the Kolmogorov–Smirnov statistic
by Fang, Fang & Chen, Yuanyuan
- 195-207 Two-stage approaches to the analysis of occupancy data II. The heterogeneous model and conditional likelihood
by Karavarsamis, N. & Huggins, R.M.
- 208-227 Feature screening in ultrahigh-dimensional partially linear models with missing responses at random
by Tang, Niansheng & Xia, Linli & Yan, Xiaodong
- 228-244 Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
by Jhong, Jae-Hwan & Koo, Ja-Yong
- 245-256 Default priors for the intercept parameter in logistic regressions
by Boonstra, Philip S. & Barbaro, Ryan P. & Sen, Ananda
- 257-276 Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection
by Wang, Kangning & Li, Shaomin & Sun, Xiaofei & Lin, Lu
- 277-284 Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation
by Lennon, Hannah & Yuan, Jingsong
- 285-296 Bayesian model selection for generalized linear models using non-local priors
by Shi, Guiling & Lim, Chae Young & Maiti, Tapabrata
2019, Volume 132, Issue C
- 3-17 A new test for functional one-way ANOVA with applications to ischemic heart screening
by Zhang, Jin-Ting & Cheng, Ming-Yen & Wu, Hau-Tieng & Zhou, Bu
- 18-30 Bayesian predictive monitoring with bivariate binary outcomes in phase II clinical trials
by Sambucini, Valeria
- 31-45 Robust assessment of two-treatment higher-order cross-over designs against missing values
by Godolphin, P.J. & Godolphin, E.J.
- 46-69 Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer
by Banerjee, Sayantan & Akbani, Rehan & Baladandayuthapani, Veerabhadran
- 70-83 Non-inferiority testing for risk ratio, odds ratio and number needed to treat in three-arm trial
by Chowdhury, Shrabanti & Tiwari, Ram C. & Ghosh, Samiran
- 84-99 The quantile probability model
by Heyard, Rachel & Held, Leonhard
- 100-114 Covariance-insured screening
by He, Kevin & Kang, Jian & Hong, Hyokyoung G. & Zhu, Ji & Li, Yanming & Lin, Huazhen & Xu, Han & Li, Yi
- 115-125 Empirical likelihood inference for semi-parametric transformation models with length-biased sampling
by Yu, Xue & Zhao, Yichuan
- 126-142 Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics
by Overstall, Antony M. & Woods, David C. & Martin, Kieran J.
- 145-166 Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions
by Morris, Katherine & Punzo, Antonio & McNicholas, Paul D. & Browne, Ryan P.
- 167-179 A tractable multi-partitions clustering
by Marbac, Matthieu & Vandewalle, Vincent
- 180-189 Hypothesis testing for finite mixture models
by Wichitchan, Supawadee & Yao, Weixin & Yang, Guangren
- 190-211 Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
by Xia, Ye-Mao & Tang, Nian-Sheng
- 212-224 Prediction with a flexible finite mixture-of-regressions
by Ahonen, Ilmari & Nevalainen, Jaakko & Larocque, Denis
2019, Volume 131, Issue C
- 12-36 Ensemble decision forest of RBF networks via hybrid feature clustering approach for high-dimensional data classification
by Abpeykar, Shadi & Ghatee, Mehdi & Zare, Hadi
- 37-49 Robust probabilistic classification applicable to irregularly sampled functional data
by Park, Yeonjoo & Simpson, Douglas G.
- 50-65 Directional outlyingness for multivariate functional data
by Dai, Wenlin & Genton, Marc G.
- 66-79 Robust depth-based estimation of the functional autoregressive model
by Martínez-Hernández, Israel & Genton, Marc G. & González-Farías, Graciela
- 80-90 Gaussian process methods for nonparametric functional regression with mixed predictors
by Wang, Bo & Xu, Aiping
- 91-103 Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random
by Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao
- 104-115 Partially observed functional data: The case of systematically missing parts
by Liebl, Dominik & Rameseder, Stefan
- 116-130 A significance test of the RV coefficient in high dimensions
by Rauf Ahmad, M.
- 131-144 Nonparametric operator-regularized covariance function estimation for functional data
by Wong, Raymond K.W. & Zhang, Xiaoke
- 145-158 Modeling financial durations using penalized estimating functions
by Zhang, Yaohua & Zou, Jian & Ravishanker, Nalini & Thavaneswaran, Aerambamoorthy
- 159-175 Model-based curve registration via stochastic approximation EM algorithm
by Fu, Eric & Heckman, Nancy
- 176-193 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data
by French, Joshua & Kokoszka, Piotr & Stoev, Stilian & Hall, Lauren
- 194-206 Weighted empirical likelihood inference for dynamical correlations
by Sang, Peijun & Wang, Liangliang & Cao, Jiguo
- 207-221 On a spiked model for large volatility matrix estimation from noisy high-frequency data
by Shen, Keren & Yao, Jianfeng & Li, Wai Keung
- 222-234 Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
by Yue, Mu & Li, Jialiang & Cheng, Ming-Yen
2019, Volume 130, Issue C
- 1-17 Bootstrap estimation of uncertainty in prediction for generalized linear mixed models
by Flores-Agreda, Daniel & Cantoni, Eva
- 18-41 Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data
by Wei, Yuhong & Tang, Yang & McNicholas, Paul D.
- 42-60 Pursuit of dynamic structure in quantile additive models with longitudinal data
by Cui, Xia & Zhao, Weihua & Lian, Heng & Liang, Hua
- 61-79 Directed wavelet covariance
by Samejima, Kim & Morettin, Pedro A. & Sato, João Ricardo
- 80-93 Latent Gaussian random field mixture models
by Bolin, David & Wallin, Jonas & Lindgren, Finn
- 94-110 Two-step estimation of time-varying additive model for locally stationary time series
by Hu, Lixia & Huang, Tao & You, Jinhong
- 111-139 The radial wavelet frame density estimator
by García Treviño, E.S. & Alarcón Aquino, V. & Barria, J.A.
2019, Volume 129, Issue C
- 1-13 Bayesian multidimensional scaling procedure with variable selection
by Lin, L. & Fong, D.K.H.
- 14-29 Bayesian functional joint models for multivariate longitudinal and time-to-event data
by Li, Kan & Luo, Sheng
- 30-46 Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap
by Dickhaus, Thorsten & Sirotko-Sibirskaya, Natalia
- 47-60 Generalized additive partial linear models for analyzing correlated data
by Manghi, Roberto F. & Cysneiros, Francisco José A. & Paula, Gilberto A.
- 61-78 Bayesian loss-based approach to change point analysis
by Hinoveanu, Laurentiu C. & Leisen, Fabrizio & Villa, Cristiano
- 79-92 Robust tests for gene–environment interaction in case-control and case-only designs
by Zang, Yong & Fung, Wing Kam & Cao, Sha & Ng, Hon Keung Tony & Zhang, Chi
- 93-118 Robust estimation and confidence interval in meta-regression models
by Yu, Dalei & Ding, Chang & He, Na & Wang, Ruiwu & Zhou, Xiaohua & Shi, Lei
- 119-134 Greedy active learning algorithm for logistic regression models
by Hsu, Hsiang-Ling & Chang, Yuan-chin Ivan & Chen, Ray-Bing
- 135-147 Quantile regression for functional partially linear model in ultra-high dimensions
by Ma, Haiqiang & Li, Ting & Zhu, Hongtu & Zhu, Zhongyi
2018, Volume 128, Issue C
- 1-16 Exact balanced random imputation for sample survey data
by Chauvet, Guillaume & Do Paco, Wilfried
- 17-33 Generalized confidence interval for the scale parameter of the power-law process with incomplete failure data
by Chumnaul, Jularat & Sepehrifar, Mohammad
- 34-47 Factor-adjusted multiple testing of correlations
by Du, Lilun & Lan, Wei & Luo, Ronghua & Zhong, Pingshou
- 48-57 Measuring model misspecification: Application to propensity score methods with complex survey data
by Lenis, David & Ackerman, Benjamin & Stuart, Elizabeth A.
- 58-72 Quasi-likelihood estimation of the single index conditional variance model
by Zhang, Hongfan
- 73-86 Correspondence analysis and the Freeman–Tukey statistic: A study of archaeological data
by Beh, Eric J. & Lombardo, Rosaria & Alberti, Gianmarco
- 87-103 Estimation and hypothesis test for partial linear multiplicative models
by Zhang, Jun & Feng, Zhenghui & Peng, Heng
- 104-115 Inference on zero inflated ordinal models with semiparametric link
by Das, Ujjwal & Das, Kalyan
- 116-127 Semiparametric transformation joint models for longitudinal covariates and interval-censored failure time
by Chen, Chyong-Mei & Shen, Pao-sheng & Tseng, Yi-Kuan
- 128-144 ABC model selection for spatial extremes models applied to South Australian maximum temperature data
by Lee, Xing Ju & Hainy, Markus & McKeone, James P. & Drovandi, Christopher C. & Pettitt, Anthony N.
- 145-162 Pairwise distance-based tests for conditional symmetry
by Niu, Cuizhen & Guo, Xu & Li, Yong & Zhu, Lixing
- 163-183 Sequential data assimilation for 1D self-exciting processes with application to urban crime data
by Santitissadeekorn, N. & Short, M.B. & Lloyd, D.J.B.
- 184-199 ICS for multivariate outlier detection with application to quality control
by Archimbaud, Aurore & Nordhausen, Klaus & Ruiz-Gazen, Anne
- 200-220 New efficient algorithms for multiple change-point detection with reproducing kernels
by Celisse, A. & Marot, G. & Pierre-Jean, M. & Rigaill, G.J.
- 221-241 Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo
by Bouranis, Lampros & Friel, Nial & Maire, Florian
- 242-254 Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors
by Lu, Jun & Lin, Lu
- 255-270 Visualizing data through curvilinear representations of matrices
by Sewell, Daniel K.
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