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Content
2016, Volume 101, Issue C
- 226-235 Data Shared Lasso: A novel tool to discover uplift
by Gross, Samuel M. & Tibshirani, Robert
- 236-249 Random density functions with common atoms and pairwise dependence
by Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.
- 250-276 Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
by Lee, Namgil & Choi, Hyemi & Kim, Sung-Ho
- 277-288 High resolution simulation of nonstationary Gaussian random fields
by Kleiber, William
- 289-299 l1 regularized multiplicative iterative path algorithm for non-negative generalized linear models
by Mandal, B.N. & Ma, Jun
- 300-315 Accurate pairwise convolutions of non-negative vectors via FFT
by Wilson, Huon & Keich, Uri
2016, Volume 100, Issue C
- 4-16 Spectral approach to parameter-free unit root testing
by Bailey, Natalia & Giraitis, Liudas
- 17-36 Estimation and empirical performance of non-scalar dynamic conditional correlation models
by Bauwens, Luc & Grigoryeva, Lyudmila & Ortega, Juan-Pablo
- 37-57 Efficient Gibbs sampling for Markov switching GARCH models
by Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony
- 58-69 Semiparametric score driven volatility models
by Blasques, Francisco & Ji, Jiangyu & Lucas, André
- 70-78 Bayesian nonparametric forecasting for INAR models
by Bisaglia, Luisa & Canale, Antonio
- 79-98 Predicting the yield curve using forecast combinations
by Caldeira, João F. & Moura, Guilherme V. & Santos, André A.P.
- 99-114 On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
by Creel, Michael & Kristensen, Dennis
- 115-130 State space modeling of Gegenbauer processes with long memory
by Dissanayake, G.S. & Peiris, M.S. & Proietti, T.
- 131-152 Managing risk with a realized copula parameter
by Fengler, Matthias R. & Okhrin, Ostap
- 153-159 Skewness and kurtosis of multivariate Markov-switching processes
by Fiorentini, Gabriele & Planas, Christophe & Rossi, Alessandro
- 160-169 A simple test for a bubble based on growth and acceleration
by Franses, Philip Hans
- 170-185 The uncertainty of conditional returns, volatilities and correlations in DCC models
by Fresoli, Diego E. & Ruiz, Esther
- 186-204 The ability to correct the bias in the stable AD(1,1) model with a feedback effect
by van Giersbergen, Noud P.A.
- 205-220 On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families
by Giorgi, Emanuele & McNeil, Alexander J.
- 221-239 Revisiting useful approaches to data-rich macroeconomic forecasting
by Groen, Jan J.J. & Kapetanios, George
- 240-264 Improved GMM estimation of panel VAR models
by Hayakawa, Kazuhiko
- 265-303 On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
by Hayakawa, Kazuhiko & Nagata, Shuichi
- 304-317 On conditional covariance modelling: An approach using state space models
by Hendrych, R. & Cipra, T.
- 318-330 Testing for the number of states in hidden Markov models
by Holzmann, Hajo & Schwaiger, Florian
- 331-350 Matrix exponential stochastic volatility with cross leverage
by Ishihara, Tsunehiro & Omori, Yasuhiro & Asai, Manabu
- 351-368 Asymmetry in tail dependence in equity portfolios
by Jondeau, Eric
- 369-382 Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
by Kapetanios, George & Marcellino, Massimiliano & Papailias, Fotis
- 383-400 Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach
by Laurent, Sébastien & Lecourt, Christelle & Palm, Franz C.
- 401-423 Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
by Li, Rui & Wan, Alan T.K. & You, Jinhong
- 424-444 Generalized nonparametric smoothing with mixed discrete and continuous data
by Li, Degui & Simar, Léopold & Zelenyuk, Valentin
- 445-466 Horizon effect in the term structure of long-run risk-return trade-offs
by Okou, Cédric & Jacquier, Éric
- 467-494 Bootstrap prediction intervals for Markov processes
by Pan, Li & Politis, Dimitris N.
- 495-511 The Fisher effect in the presence of time-varying coefficients
by Panopoulou, Ekaterini & Pantelidis, Theologos
- 512-525 A simple and successful shrinkage method for weighting estimators of treatment effects
by Pohlmeier, Winfried & Seiberlich, Ruben & Uysal, Selver Derya
- 526-544 Neighbourhood GMM estimation of dynamic panel data models
by Sarafidis, Vasilis
- 545-559 Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness
by Spierdijk, Laura
- 560-581 The Split-SV model
by Stojanović, Vladica S. & Popović, Biljana Č. & Milovanović, Gradimir V.
- 582-594 Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
by Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro
- 595-615 Linking Tukey’s legacy to financial risk measurement
by Vijverberg, Chu-Ping C. & Vijverberg, Wim P.M. & Taşpınar, Süleyman
- 616-630 Bayesian model selection for unit root testing with multiple structural breaks
by Vosseler, Alexander
- 633-644 The exact Gaussian likelihood estimation of time-dependent VARMA models
by Alj, Abdelkamel & Jónasson, Kristján & Mélard, Guy
- 645-660 A bootstrap approximation for the distribution of the Local Whittle estimator
by Arteche, Josu & Orbe, Jesus
- 661-675 Real-time factor model forecasting and the effects of instability
by Clements, Michael P.
- 676-693 Adaptive bandwidth selection in the long run covariance estimator of functional time series
by Horváth, Lajos & Rice, Gregory & Whipple, Stephen
- 694-711 Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data
by Lin, Wei & González-Rivera, Gloria
- 712-733 Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors
by McCulloch, J. Huston
- 734-762 Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
by Phillips, Garry D.A. & Liu-Evans, Gareth
- 763-772 A Gini-based unit root test
by Shelef, Amit
- 773-793 Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes
by Ziel, Florian
- 795-813 Dynamic equicorrelation stochastic volatility
by Kurose, Yuta & Omori, Yasuhiro
- 814-829 A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
by Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro
- 830-846 Income inequality decomposition using a finite mixture of log-normal distributions: A Bayesian approach
by Lubrano, Michel & Ndoye, Abdoul Aziz Junior
- 847-859 Fast computation of the deviance information criterion for latent variable models
by Chan, Joshua C.C. & Grant, Angelia L.
2016, Volume 99, Issue C
- 1-11 Robust regression estimation and inference in the presence of cellwise and casewise contamination
by Leung, Andy & Zhang, Hongyang & Zamar, Ruben
- 12-24 Identification of proportionality structure with two-part models using penalization
by Fang, Kuangnan & Wang, Xiaoyan & Shia, Ben-Chang & Ma, Shuangge
- 25-37 Testing hypothesis for a simple ordering in incomplete contingency tables
by Li, Hui-Qiong & Tian, Guo-Liang & Jiang, Xue-Jun & Tang, Nian-Sheng
- 38-50 Bayesian inference of Weibull distribution based on left truncated and right censored data
by Kundu, Debasis & Mitra, Debanjan
- 51-67 Generalized Poisson autoregressive models for time series of counts
by Chen, Cathy W.S. & Lee, Sangyeol
- 68-80 A flexible zero-inflated model to address data dispersion
by Sellers, Kimberly F. & Raim, Andrew
- 81-90 General sparse multi-class linear discriminant analysis
by Safo, Sandra E. & Ahn, Jeongyoun
- 91-104 A generalized likelihood ratio test for normal mean when p is greater than n
by Zhao, Junguang & Xu, Xingzhong
- 105-114 A multiple imputation approach for semiparametric cure model with interval censored data
by Zhou, Jie & Zhang, Jiajia & McLain, Alexander C. & Cai, Bo
- 115-130 On point estimation of the abnormality of a Mahalanobis index
by Elfadaly, Fadlalla G. & Garthwaite, Paul H. & Crawford, John R.
- 131-147 The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers
by García-Escudero, Luis Angel & Gordaliza, Alfonso & Greselin, Francesca & Ingrassia, Salvatore & Mayo-Iscar, Agustín
- 148-170 A practical approximation algorithm for the LTS estimator
by Mount, David M. & Netanyahu, Nathan S. & Piatko, Christine D. & Wu, Angela Y. & Silverman, Ruth
- 171-188 SMILE: A novel dissimilarity-based procedure for detecting sparse-specific profiles in sparse contingency tables
by Emily, Mathieu & Hitte, Christophe & Mom, Alain
- 189-203 A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
by Stegeman, Alwin
- 204-222 Classification methods for Hilbert data based on surrogate density
by Bongiorno, Enea G. & Goia, Aldo
- 223-234 Small area estimation of the Gini concentration coefficient
by Fabrizi, Enrico & Trivisano, Carlo
- 235-247 On Liu’s simplicial depth and Randles’ interdirections
by Serfling, Robert & Wang, Yunfei
2016, Volume 98, Issue C
- 1-18 Sparse Tucker2 analysis of three-way data subject to a constrained number of zero elements in a core array
by Ikemoto, Hiroki & Adachi, Kohei
- 19-30 Exact computation of the halfspace depth
by Dyckerhoff, Rainer & Mozharovskyi, Pavlo
- 31-45 Destructive weighted Poisson cure rate models with bivariate random effects: Classical and Bayesian approaches
by Gallardo, Diego I. & Bolfarine, Heleno & Pedroso-de-Lima, Antonio Carlos
- 46-59 High dimensional classifiers in the imbalanced case
by Bak, Britta Anker & Jensen, Jens Ledet
- 60-70 A powerful FDR control procedure for multiple hypotheses
by Zhao, Haibing & Fung, Wing Kam
- 71-78 Regression correlation coefficient for a Poisson regression model
by Takahashi, Akihito & Kurosawa, Takeshi
- 79-90 Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models
by Oedekoven, C.S. & King, R. & Buckland, S.T. & Mackenzie, M.L. & Evans, K.O. & Burger, L.W.
- 91-104 Estimating extreme tail risk measures with generalized Pareto distribution
by Park, Myung Hyun & Kim, Joseph H.T.
2016, Volume 97, Issue C
- 1-15 Mixture of functional linear models and its application to CO2-GDP functional data
by Wang, Shaoli & Huang, Mian & Wu, Xing & Yao, Weixin
- 16-32 Fast computation of reconciled forecasts for hierarchical and grouped time series
by Hyndman, Rob J. & Lee, Alan J. & Wang, Earo
- 33-46 A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family
by Hirotsu, Chihiro & Yamamoto, Shoichi & Tsuruta, Harukazu
- 47-59 Semiparametric regression analysis of panel count data allowing for within-subject correlation
by Yao, Bin & Wang, Lianming & He, Xin
- 60-70 Natural coordinate descent algorithm for L1-penalised regression in generalised linear models
by Michoel, Tom
- 71-86 An exact approach to Bayesian sequential change point detection
by Ruggieri, Eric & Antonellis, Marcus
- 87-97 A high-dimension two-sample test for the mean using cluster subspaces
by Zhang, Jie & Pan, Meng
- 98-113 Sequentially Constrained Monte Carlo
by Golchi, Shirin & Campbell, David A.
- 114-132 Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
by Joe, Harry & Sang, Peijun
- 133-150 Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures
by Morris, Katherine & McNicholas, Paul D.
- 151-168 Robust testing for superiority between two regression curves
by Boente, Graciela & Pardo-Fernández, Juan Carlos
- 169-183 A bivariate Birnbaum–Saunders regression model
by Vilca, Filidor & Romeiro, Renata G. & Balakrishnan, N.
2016, Volume 96, Issue C
- 1-11 The Expectation–Maximization approach for Bayesian quantile regression
by Zhao, Kaifeng & Lian, Heng
- 12-23 HHCART: An oblique decision tree
by Wickramarachchi, D.C. & Robertson, B.L. & Reale, M. & Price, C.J. & Brown, J.
- 24-39 Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error
by Qin, Guoyou & Zhang, Jiajia & Zhu, Zhongyi
- 40-56 Estimation and variable selection for proportional response data with partially linear single-index models
by Zhao, Weihua & Lian, Heng & Zhang, Riquan & Lai, Peng
- 57-73 Random forest for ordinal responses: Prediction and variable selection
by Janitza, Silke & Tutz, Gerhard & Boulesteix, Anne-Laure
- 74-86 Estimation of survival and capture probabilities in open population capture–recapture models when covariates are subject to measurement error
by Stoklosa, Jakub & Dann, Peter & Huggins, Richard M. & Hwang, Wen-Han
- 87-103 Structured variable selection via prior-induced hierarchical penalty functions
by Yen, Tso-Jung & Yen, Yu-Min
- 104-119 Regularized estimation for the least absolute relative error models with a diverging number of covariates
by Xia, Xiaochao & Liu, Zhi & Yang, Hu
- 120-132 Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
by Hart, Jeffrey D. & Choi, Taeryon & Yi, Seongbaek
- 133-144 Bayesian analysis of two-piece location–scale models under reference priors with partial information
by Tu, Shiyi & Wang, Min & Sun, Xiaoqian
- 145-158 Graph-theoretic multisample tests of equality in distribution for high dimensional data
by Petrie, Adam
2016, Volume 95, Issue C
- 1-16 Bayesian variable selection for finite mixture model of linear regressions
by Lee, Kuo-Jung & Chen, Ray-Bing & Wu, Ying Nian
- 17-23 Local computations of the iterative proportional scaling procedure for hierarchical models
by Xu, Ping-Feng & Sun, Jubo & Shan, Na
- 24-38 Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models
by Lee, Min Cherng & Mitra, Robin
- 39-56 A Bayesian hierarchical model for spatial extremes with multiple durations
by Wang, Yixin & So, Mike K.P.
- 57-74 A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions
by Koblents, Eugenia & Míguez, Joaquín & Rodríguez, Marco A. & Schmidt, Alexandra M.
- 75-82 Testing the order of a population spectral distribution for high-dimensional data
by Qin, Yingli & Li, Weiming
- 83-94 On Moran’s I coefficient under heterogeneity
by Zhang, Tonglin & Lin, Ge
- 95-108 Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions
by Ikeda, Yuki & Kubokawa, Tatsuya & Srivastava, Muni S.
- 109-121 On quadratic logistic regression models when predictor variables are subject to measurement error
by Stoklosa, Jakub & Huang, Yih-Huei & Furlan, Elise & Hwang, Wen-Han
- 122-132 Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling
by Kahle, David J. & Young, Phil D. & Greer, Brandi A. & Young, Dean M.
- 133-149 Hierarchical independent component analysis: A multi-resolution non-orthogonal data-driven basis
by Secchi, Piercesare & Vantini, Simone & Zanini, Paolo
- 150-160 Comparing conditional survival functions with missing population marks in a competing risks model
by Bandyopadhyay, Dipankar & Jácome, M. Amalia
- 161-175 A time dependent Bayesian nonparametric model for air quality analysis
by Gutiérrez, Luis & Mena, Ramsés H. & Ruggiero, Matteo
- 176-191 Case deletion diagnostics for GMM estimation
by Shi, Lei & Lu, Jun & Zhao, Jianhua & Chen, Gemai
- 192-206 Exploratory failure time analysis in large scale genomics
by Cheng, Cheng
- 207-221 A SAEM algorithm for fused lasso penalized NonLinear Mixed Effect Models: Application to group comparison in pharmacokinetics
by Ollier, Edouard & Samson, Adeline & Delavenne, Xavier & Viallon, Vivian
- 222-239 Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
by He, Qianchuan & Kong, Linglong & Wang, Yanhua & Wang, Sijian & Chan, Timothy A. & Holland, Eric
- 243-258 Fast computation of large scale marginal extremes with multi-dimensional covariates
by Raghupathi, Laks & Randell, David & Ewans, Kevin & Jonathan, Philip
2016, Volume 94, Issue C
- 1-19 Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation
by Kim, Minjo & Lee, Sangyeol
- 20-32 A triplot for multiclass classification visualisation
by Gardner-Lubbe, Sugnet
- 33-48 Principal minimax support vector machine for sufficient dimension reduction with contaminated data
by Zhou, Jingke & Zhu, Lixing
- 49-62 Fast and accurate computation for kernel estimators
by Tang, Qingguo & Karunamuni, Rohana J.
- 63-74 A likelihood-free filtering method via approximate Bayesian computation in evaluating biological simulation models
by Hasegawa, Takanori & Niida, Atsushi & Mori, Tomoya & Shimamura, Teppei & Yamaguchi, Rui & Miyano, Satoru & Akutsu, Tatsuya & Imoto, Seiya
- 75-85 A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
by Martin, Ryan & Han, Zhen
- 86-97 Diagnostic checking of the vector multiplicative error model
by Ng, F.C. & Li, W.K. & Yu, Philip L.H.
- 98-119 A propensity score adjustment method for regression models with nonignorable missing covariates
by Jiang, Depeng & Zhao, Puying & Tang, Niansheng
- 120-135 The Hawkes process with renewal immigration & its estimation with an EM algorithm
by Wheatley, Spencer & Filimonov, Vladimir & Sornette, Didier
- 136-160 The generalized modified Weibull power series distribution: Theory and applications
by Bagheri, S.F. & Bahrami Samani, E. & Ganjali, M.
- 161-174 Nonparametric estimation of a quantile density function by wavelet methods
by Chesneau, Christophe & Dewan, Isha & Doosti, Hassan
- 175-192 A general procedure to combine estimators
by Lavancier, F. & Rochet, P.
- 193-209 Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: A simulation study
by Marino, Maria Francesca & Alfó, Marco
- 210-220 Parametric cost-effectiveness inference with skewed data
by Bebu, Ionut & Luta, George & Mathew, Thomas & Kennedy, Paul A. & Agan, Brian K.
- 221-237 On stepwise pattern recovery of the fused Lasso
by Qian, Junyang & Jia, Jinzhu
- 238-249 A sequential logistic regression classifier based on mixed effects with applications to longitudinal data
by Zhang, Xin & Jeske, Daniel R. & Li, Jun & Wong, Vance
- 250-264 Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models
by Svenson, Joshua & Santner, Thomas
- 265-274 Fixed factor analysis with clustered factor score constraint
by Uno, Kohei & Satomura, Hironori & Adachi, Kohei
- 275-286 A modified local quadratic approximation algorithm for penalized optimization problems
by Lee, Sangin & Kwon, Sunghoon & Kim, Yongdai
- 287-301 Adaptive conditional feature screening
by Lin, Lu & Sun, Jing
- 302-316 Jackknife empirical likelihood test for high-dimensional regression coefficients
by Zang, Yangguang & Zhang, Sanguo & Li, Qizhai & Zhang, Qingzhao
- 317-329 Interaction models for functional regression
by Usset, Joseph & Staicu, Ana-Maria & Maity, Arnab
- 330-350 Simplicial principal component analysis for density functions in Bayes spaces
by Hron, K. & Menafoglio, A. & Templ, M. & Hrůzová, K. & Filzmoser, P.
- 351-362 Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring
by Aykroyd, Robert G. & Barber, Stuart & Miller, Luke R.
- 363-371 Analysis of long series of longitudinal ordinal data using marginalized models
by Lee, Keunbaik & Sohn, Insuk & Kim, Donguk
- 372-390 Multivariate Fay–Herriot models for small area estimation
by Benavent, Roberto & Morales, Domingo
2016, Volume 93, Issue C
- 5-17 Identifying connected components in Gaussian finite mixture models for clustering
by Scrucca, Luca
- 18-30 Clustering with the multivariate normal inverse Gaussian distribution
by O’Hagan, Adrian & Murphy, Thomas Brendan & Gormley, Isobel Claire & McNicholas, Paul D. & Karlis, Dimitris
- 31-45 Model-based biclustering of clickstream data
by Melnykov, Volodymyr
- 46-75 Mixture-based clustering for the ordered stereotype model
by Fernández, D. & Arnold, R. & Pledger, S.
- 76-85 Mixtures of spatial spline regressions for clustering and classification
by Nguyen, Hien D. & McLachlan, Geoffrey J. & Wood, Ian A.
- 86-96 Wavelet-based scalar-on-function finite mixture regression models
by Ciarleglio, Adam & Todd Ogden, R.
- 97-106 On the estimation of mixtures of Poisson regression models with large number of components
by Papastamoulis, Panagiotis & Martin-Magniette, Marie-Laure & Maugis-Rabusseau, Cathy
- 107-118 Nonparametric estimation of species richness using discrete k-monotone distributions
by Chee, Chew-Seng & Wang, Yong
- 119-130 Finite mixture of nonlinear mixed-effects joint models in the presence of missing and mismeasured covariate, with application to AIDS studies
by Lu, Xiaosun & Huang, Yangxin & Zhu, Yiliang
- 131-145 General framework and model building in the class of Hidden Mixture Transition Distribution models
by Bolano, Danilo & Berchtold, André
- 146-161 Latent profile analysis with nonnormal mixtures: A Monte Carlo examination of model selection using fit indices
by Morgan, Grant B. & Hodge, Kari J. & Baggett, Aaron R.
- 162-176 Mixtures of quantile regressions
by Wu, Qiang & Yao, Weixin
- 177-191 Laplace mixture of linear experts
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 192-208 Modelling receiver operating characteristic curves using Gaussian mixtures
by Cheam, Amay S.M. & McNicholas, Paul D.
- 209-227 Maximum likelihood estimation and expectation–maximization algorithm for controlled branching processes
by González, M. & Minuesa, C. & del Puerto, I.
- 228-245 EM algorithms for estimating the Bernstein copula
by Dou, Xiaoling & Kuriki, Satoshi & Lin, Gwo Dong & Richards, Donald
- 246-254 Transdimensional sequential Monte Carlo using variational Bayes — SMCVB
by McGrory, C.A. & Pettitt, A.N. & Titterington, D.M. & Alston, C.L. & Kelly, M.
- 257-269 Partially linear transformation cure models for interval-censored data
by Hu, Tao & Xiang, Liming
- 270-284 Flexible estimation in cure survival models using Bayesian P-splines
by Bremhorst, Vincent & Lambert, Philippe
- 285-293 Empirical likelihood confidence regions for one- or two- samples with doubly censored data
by Shen, Junshan & Yuen, Kam Chuen & Liu, Chunling
- 294-307 Nonparametric regression with doubly truncated data
by Moreira, C. & de Uña-Álvarez, J. & Meira-Machado, L.
- 308-323 Parametrically guided nonparametric density and hazard estimation with censored data
by Talamakrouni, Majda & Van Keilegom, Ingrid & El Ghouch, Anouar
- 324-335 The liability threshold model for censored twin data
by Holst, Klaus K. & Scheike, Thomas H. & Hjelmborg, Jacob B.
- 336-347 Causal mediation analysis for survival outcome with unobserved mediator–outcome confounders
by Luo, Peng & Geng, Zhi
- 348-358 Goodness-of-fit test of the stratified mark-specific proportional hazards model with continuous mark
by Sun, Yanqing & Li, Mei & Gilbert, Peter B.
- 359-372 Full Bayesian inference with hazard mixture models
by Arbel, Julyan & Lijoi, Antonio & Nipoti, Bernardo
- 373-387 Bayesian network data imputation with application to survival tree analysis
by Rancoita, Paola M.V. & Zaffalon, Marco & Zucca, Emanuele & Bertoni, Francesco & de Campos, Cassio P.
- 390-403 Sparse estimation of high-dimensional correlation matrices
by Cui, Ying & Leng, Chenlei & Sun, Defeng
- 404-420 Robust estimation of precision matrices under cellwise contamination
by Tarr, G. & Müller, S. & Weber, N.C.
- 421-435 Robust groupwise least angle regression
by Alfons, Andreas & Croux, Christophe & Gelper, Sarah
- 436-455 Robust tests for linear regression models based on τ-estimates
by Salibian-Barrera, Matias & Van Aelst, Stefan & Yohai, Víctor J.
- 456-468 Minimum volume peeling: A robust nonparametric estimator of the multivariate mode
by Kirschstein, T. & Liebscher, S. & Porzio, G.C. & Ragozini, G.
- 469-482 New upper bounds for tight and fast approximation of Fisher’s exact test in dependency rule mining
by Hämäläinen, Wilhelmiina
- 483-497 Noise peeling methods to improve boosting algorithms
by Martinez, Waldyn & Gray, J. Brian
2015, Volume 92, Issue C
- 1-12 Fast integer-valued algorithms for optimal allocations under constraints in stratified sampling
by Friedrich, Ulf & Münnich, Ralf & de Vries, Sven & Wagner, Matthias
- 13-25 Covariance matrix estimation for left-censored data
by Pesonen, Maiju & Pesonen, Henri & Nevalainen, Jaakko
- 26-39 Simulation-based fully Bayesian experimental design for mixed effects models
by Ryan, Elizabeth G. & Drovandi, Christopher C. & Pettitt, Anthony N.
- 40-52 Studies of the adaptive network-constrained linear regression and its application
by Yang, Hu & Yi, Danhui
- 53-67 Moderately clipped LASSO
by Kwon, Sunghoon & Lee, Sangin & Kim, Yongdai
- 68-83 Estimation and inference on central mean subspace for multivariate response data
by Zhu, Liping & Zhong, Wei
- 84-96 Using mixtures of t densities to make inferences in the presence of missing data with a small number of multiply imputed data sets
by Rashid, S. & Mitra, R. & Steele, R.J.
- 97-114 A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
by Liu, Zhi & Xia, Xiaochao & Zhou, Wang
- 115-125 Matrix completion discriminant analysis
by Wu, Tong Tong & Lange, Kenneth
- 126-133 Detecting misspecification in the random-effects structure of cumulative logit models
by Lin, Kuo-Chin & Chen, Yi-Ju
- 134-147 Regression under Cox’s model for recall-based time-to-event data in observational studies
by Mirzaei Salehabadi, Sedigheh & Sengupta, Debasis
- 148-162 Nonparametric density estimation for multivariate bounded data using two non-negative multiplicative bias correction methods
by Funke, Benedikt & Kawka, Rafael
- 163-176 A Bayesian mixture model to quantify parameters of spatial clustering
by Schäfer, Martin & Radon, Yvonne & Klein, Thomas & Herrmann, Sabrina & Schwender, Holger & Verveer, Peter J. & Ickstadt, Katja
2015, Volume 91, Issue C
- 1-3 A note on implementing the Durbin and Koopman simulation smoother
by Jarociński, Marek
- 4-19 Convergent stochastic Expectation Maximization algorithm with efficient sampling in high dimension. Application to deformable template model estimation
by Allassonnière, Stéphanie & Kuhn, Estelle
- 20-39 Conditional quantile estimation based on optimal quantization: From theory to practice
by Charlier, Isabelle & Paindaveine, Davy & Saracco, Jérôme
- 40-50 Joint latent class model of survival and longitudinal data: An application to CPCRA study
by Liu, Yue & Liu, Lei & Zhou, Jianhui
- 51-63 Long-term survival models with overdispersed number of competing causes
by Barreto-Souza, Wagner
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