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Content
March 2025, Volume 40, Issue 3
- 1147-1170 A class of transformed joint quantile time series models with applications to health studies
by Fahimeh Tourani-Farani & Zeynab Aghabazaz & Iraj Kazemi - 1171-1184 The root-Gaussian Cox Process for spatial-temporal disease mapping with aggregated data
by Zeytu Gashaw Asfaw & Patrick E. Brown & Jamie Stafford - 1185-1215 Positive time series regression models: theoretical and computational aspects
by Taiane Schaedler Prass & Guilherme Pumi & Cleiton Guollo Taufemback & Jonas Hendler Carlos - 1217-1251 Profile transformations for reciprocal averaging and singular value decomposition
by Ting-Wu Wang & Eric J. Beh & Rosaria Lombardo & Ian W. Renner - 1253-1284 A Metropolis–Hastings Robbins–Monro algorithm via variational inference for estimating the multidimensional graded response model: a calculationally efficient estimation scheme to deal with complex test structures
by Xue Wang & Jing Lu & Jiwei Zhang - 1285-1309 Semiparametric regression analysis of panel binary data with an informative observation process
by Lei Ge & Yang Li & Jianguo Sun - 1311-1335 Ordinal causal discovery based on Markov blankets
by Yu Du & Yi Sun & Luyao Tan - 1337-1360 Robust confidence intervals for meta-regression with interaction effects
by Maria Thurow & Thilo Welz & Eric Knop & Tim Friede & Markus Pauly - 1361-1396 Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics
by Raul Bag & Bruno Spilak & Julian Winkel & Wolfgang Karl Härdle - 1397-1422 A novel nonconvex, smooth-at-origin penalty for statistical learning
by Majnu John & Sujit Vettam & Yihren Wu - 1423-1446 A theory of contrasts for modified Freeman–Tukey statistics and its applications to Tukey’s post-hoc tests for contingency tables
by Yoshio Takane & Eric J. Beh & Rosaria Lombardo - 1447-1473 Performance of evaluation metrics for classification in imbalanced data
by Alex Cruz Huayanay & Jorge L. Bazán & Cibele M. Russo - 1475-1516 Generalized linear model based on latent factors and supervised components
by Julien Gibaud & Xavier Bry & Catherine Trottier - 1517-1539 INet for network integration
by Valeria Policastro & Matteo Magnani & Claudia Angelini & Annamaria Carissimo - 1541-1581 Change point estimation for Gaussian time series data with copula-based Markov chain models
by Li-Hsien Sun & Yu-Kai Wang & Lien-Hsi Liu & Takeshi Emura & Chi-Yang Chiu - 1583-1595 A precise and efficient exceedance-set algorithm for detecting environmental extremes
by Thomas Suesse & Alexander Brenning - 1597-1620 Robust matrix factor analysis method with adaptive parameter adjustment using Cauchy weighting
by Junchen Li - 1621-1642 Using the Krylov subspace formulation to improve regularisation and interpretation in partial least squares regression
by Tommy Löfstedt - 1643-1682 Bayesian adaptive lasso quantile regression with non-ignorable missing responses
by Ranran Chen & Mai Dao & Keying Ye & Min Wang
February 2025, Volume 40, Issue 2
- 601-632 Efficient regression analyses with zero-augmented models based on ranking
by Deborah Kanda & Jingjing Yin & Xinyan Zhang & Hani Samawi - 633-650 Advancements in Rényi entropy and divergence estimation for model assessment
by Luai Al-Labadi & Zhirui Chu & Ying Xu - 651-682 Semiparametric analysis of competing risks data with covariate measurement error
by Akurathi Jayanagasri & S. Anjana - 683-700 Expectile regression averaging method for probabilistic forecasting of electricity prices
by Joanna Janczura - 701-721 Projection predictive variable selection for discrete response families with finite support
by Frank Weber & Änne Glass & Aki Vehtari - 723-743 Asymptotic properties of kernel density and hazard rate function estimators with censored widely orthant dependent data
by Yi Wu & Wei Wang & Wei Yu & Xuejun Wang - 745-766 Double truncation method for controlling local false discovery rate in case of spiky null
by Shinjune Kim & Youngjae Oh & Johan Lim & DoHwan Park & Erin M. Green & Mark L. Ramos & Jaesik Jeong - 767-794 High dimensional T-type Estimator for robust covariance matrix estimation with applications to elliptical factor models
by Guanpeng Wang & Hengjian Cui - 795-819 Leveraging single-case results to Bayesian hierarchical modelling
by Shijing Si & Jia-wen Gu & Maozai Tian - 821-862 Monitoring mean of INAR(1) process with discrete mixture exponential innovations
by M. R. Irshad & Muhammed Ahammed & R. Maya - 863-882 A time-varying coefficient rate model with intermittently observed covariates for recurrent event data
by Fangyuan Kang & Jianxi Zhao - 883-906 Some aspects of nonlinear dimensionality reduction
by Liwen Wang & Yongda Wang & Shifeng Xiong & Jiankui Yang - 907-927 Hypothesis testing in Cox models when continuous covariates are dichotomized: bias analysis and bootstrap-based test
by Hyunman Sim & Sungjeong Lee & Bo-Hyung Kim & Eun Shin & Woojoo Lee - 929-949 Multiple imputation with competing risk outcomes
by Peter C. Austin - 951-975 Variable selection and structure identification for additive models with longitudinal data
by Ting Wang & Liya Fu & Yanan Song - 977-997 Robust variable selection for additive coefficient models
by Hang Zou & Xiaowen Huang & Yunlu Jiang - 999-1020 Empirical likelihood change point detection in quantile regression models
by Suthakaran Ratnasingam & Ramadha D. Piyadi Gamage - 1021-1051 Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors
by Yonghui Liu & Jiawei Lu & Gilberto A. Paula & Shuangzhe Liu - 1053-1069 Site-specific nitrogen recommendation: fast, accurate, and feasible Bayesian kriging
by Davood Poursina & B. Wade Brorsen - 1071-1095 Exploring local explanations of nonlinear models using animated linear projections
by Nicholas Spyrison & Dianne Cook & Przemyslaw Biecek - 1097-1122 Trend of high dimensional time series estimation using low-rank matrix factorization: heuristics and numerical experiments via the TrendTM package
by Emilie Lebarbier & Nicolas Marie & Amélie Rosier - 1123-1146 FPDclustering: a comprehensive R package for probabilistic distance clustering based methods
by Cristina Tortora & Francesco Palumbo
January 2025, Volume 40, Issue 1
- 1-26 Degree selection methods for curve estimation via Bernstein polynomials
by Juliana Freitas de Mello e Silva & Sujit Kumar Ghosh & Vinícius Diniz Mayrink - 27-64 Imbalanced data sampling design based on grid boundary domain for big data
by Hanji He & Jianfeng He & Liwei Zhang - 65-86 A subspace aggregating algorithm for accurate classification
by Saeid Amiri & Reza Modarres - 87-110 Robust estimation of functional factor models with functional pairwise spatial signs
by Shuquan Yang & Nengxiang Ling - 111-123 Simultaneous confidence bands for multiple comparisons of several percentile lines
by Sanyu Zhou & Yu Zhang - 125-151 Likelihood inference for unified transformation cure model with interval censored data
by Jodi Treszoks & Suvra Pal - 153-176 A difference-based method for testing no effect in nonparametric regression
by Zhijian Li & Tiejun Tong & Yuedong Wang - 177-204 An attribute-based Node2Vec model for dynamic community detection on co-authorship network
by Tong Zhou & Rui Pan & Junfei Zhang & Hansheng Wang - 205-224 Machine learning embedded EM algorithms for semiparametric mixture regression models
by Jiacheng Xue & Weixin Yao & Sijia Xiang - 225-248 Modal regression models based on B-splines
by Lianqiang Yang & Wanli Yuan & Shijie Wang - 249-272 A simple algorithm for computing the probabilities of count models based on pure birth processes
by Mongkol Hunkrajok & Wanrudee Skulpakdee - 273-299 Closed-form expressions of the run-length distribution of the nonparametric double sampling precedence monitoring scheme
by Zwelakhe Magagula & Jean-Claude Malela-Majika & Schalk William Human & Philippe Castagliola & Kashinath Chatterjee & Christos Koukouvinos - 301-329 Penalized function-on-function linear quantile regression
by Ufuk Beyaztas & Han Lin Shang & Semanur Saricam - 331-352 PDAS: a Newton-type method for $$L_0$$ L 0 regularized accelerated failure time model
by Ning Su & Yanyan Liu & Lican Kang - 353-382 Advancements in reliability estimation for the exponentiated Pareto distribution: a comparison of classical and Bayesian methods with lower record values
by Shubham Saini - 383-403 Two-stage regression spline modeling based on local polynomial kernel regression
by Hamid Mraoui & Ahmed El-Alaoui & Souad Bechrouri & Nezha Mohaoui & Abdelilah Monir - 405-439 R-estimation in linear models: algorithms, complexity, challenges
by Jaromír Antoch & Michal Černý & Ryozo Miura - 441-468 Robust Bayesian cumulative probit linear mixed models for longitudinal ordinal data
by Kuo-Jung Lee & Ray-Bing Chen & Keunbaik Lee - 469-507 Mixture models for simultaneous classification and reduction of three-way data
by Roberto Rocci & Maurizio Vichi & Monia Ranalli - 509-545 A Bayesian approach for clustering and exact finite-sample model selection in longitudinal data mixtures
by M. Corneli & E. Erosheva & X. Qian & M. Lorenzi - 547-572 Exact and approximate computation of the scatter halfspace depth
by Xiaohui Liu & Yuzi Liu & Petra Laketa & Stanislav Nagy & Yuting Chen - 573-599 Maximizing adjusted covariance: new supervised dimension reduction for classification
by Hyejoon Park & Hyunjoong Kim & Yung-Seop Lee
December 2024, Volume 39, Issue 7
- 3485-3492 A memorial for the late Professor Friedrich Leisch
by Jürgen Symanzik & Yuichi Mori & Philippe Vieu - 3493-3495 Computational econometrics with gretl
by A. Talha Yalta & Allin Cottrell & Paulo C. Rodrigues - 3497-3522 Which C compiler and BLAS/LAPACK library should I use: gretl’s numerical efficiency in different configurations
by Marcin Błażejowski - 3523-3545 Linear models with time-varying parameters: a comparison of different approaches
by Riccardo “Jack” Lucchetti & Francesco Valentini - 3547-3578 Bayesian regression models in gretl: the BayTool package
by Luca Pedini - 3579-3597 Tips and tricks for Bayesian VAR models in gretl
by Luca Pedini - 3599-3624 Order statistics in large arrays (OSILA): a simple randomised algorithm for a fast and efficient attainment of the order statistics in very large arrays
by Andrea Cerasa - 3625-3641 A new approach to nonparametric estimation of multivariate spectral density function using basis expansion
by Shirin Nezampour & Alireza Nematollahi & Robert T. Krafty & Mehdi Maadooliat - 3643-3663 Differentiated uniformization: a new method for inferring Markov chains on combinatorial state spaces including stochastic epidemic models
by Kevin Rupp & Rudolf Schill & Jonas Süskind & Peter Georg & Maren Klever & Andreas Lösch & Lars Grasedyck & Tilo Wettig & Rainer Spang - 3665-3694 Fitting concentric elliptical shapes under general model
by Ali Al-Sharadqah & Giuliano Piga - 3695-3726 Finite mixture of regression models for censored data based on the skew-t distribution
by Jiwon Park & Dipak K. Dey & Víctor H. Lachos - 3727-3751 Analysis of estimating the Bayes rule for Gaussian mixture models with a specified missing-data mechanism
by Ziyang Lyu - 3753-3778 Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients
by Yi Wu & Wei Wang & Xuejun Wang - 3779-3800 Some new invariant sum tests and MAD tests for the assessment of Benford’s law
by Wolfgang Kössler & Hans-J. Lenz & Xing D. Wang - 3801-3829 First exit and Dirichlet problem for the nonisotropic tempered $$\alpha$$ α -stable processes
by Xing Liu & Weihua Deng - 3831-3854 Overlapping coefficient in network-based semi-supervised clustering
by Claudio Conversano & Luca Frigau & Giulia Contu - 3855-3880 Bayesian sequential probability ratio test for vaccine efficacy trials
by Erina Paul & Santosh Sutradhar & Jonathan Hartzel & Devan V. Mehrotra - 3881-3906 Bayesian estimation of the number of species from Poisson-Lindley stochastic abundance model using non-informative priors
by Anurag Pathak & Manoj Kumar & Sanjay Kumar Singh & Umesh Singh & Sandeep Kumar - 3907-3921 Generation of normal distributions revisited
by Takayuki Umeda - 3923-3923 Correction to: Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference‑based assumptions
by Sean Yiu
September 2024, Volume 39, Issue 6
- 2899-2924 A general stream sampling design
by Bardia Panahbehagh & Raphaël Jauslin & Yves Tillé - 2925-2948 A new quantile regression model with application to human development index
by Gauss M. Cordeiro & Gabriela M. Rodrigues & Fábio Prataviera & Edwin M. M. Ortega - 2949-2974 Power Burr X-T family of distributions: properties, estimation methods and real-life applications
by Rana Muhammad Usman & Maryam Ilyas - 2975-3005 Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach
by Quentin Clairon & Chloé Pasin & Irene Balelli & Rodolphe Thiébaut & Mélanie Prague - 3007-3029 Empirical likelihood ratio tests for homogeneity of component lifetime distributions based on system lifetime data
by Jingjing Qu & Hon Keung Tony Ng & Chul Moon - 3031-3048 Nonparametric binary regression models with spherical predictors based on the random forests kernel
by Xu Qin & Huiqun Gao - 3049-3071 Combination of optimization-free kriging models for high-dimensional problems
by Tanguy Appriou & Didier Rullière & David Gaudrie - 3073-3090 Nonparametric confidence intervals for generalized Lorenz curve using modified empirical likelihood
by Suthakaran Ratnasingam & Spencer Wallace & Imran Amani & Jade Romero - 3091-3114 Fuzzy clustering of time series based on weighted conditional higher moments
by Roy Cerqueti & Pierpaolo D’Urso & Livia Giovanni & Raffaele Mattera & Vincenzina Vitale - 3115-3135 Estimation and testing of kink regression model with endogenous regressors
by Yan Sun & Wei Huang - 3137-3155 A software reliability model incorporating fault removal efficiency and it’s release policy
by Umashankar Samal & Ajay Kumar - 3157-3179 Nonparametric estimation of expected shortfall for α-mixing financial losses
by Xuejun Wang & Yi Wu & Wei Wang - 3181-3205 Simultaneous subgroup identification and variable selection for high dimensional data
by Huicong Yu & Jiaqi Wu & Weiping Zhang - 3207-3230 Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference F-type test
by Tianming Zhu & Pengfei Wang & Jin-Ting Zhang - 3231-3261 Pair programming with ChatGPT for sampling and estimation of copulas
by Jan Górecki - 3263-3285 Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference-based assumptions
by Sean Yiu - 3287-3301 An expectation maximization algorithm for the hidden markov models with multiparameter student-t observations
by Emna Ghorbel & Mahdi Louati - 3303-3345 An effective method for identifying clusters of robot strengths
by Jen-Chieh Teng & Chin-Tsang Chiang & Alvin Lim - 3347-3372 An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems
by Peiyi Zhang & Tianning Dong & Faming Liang - 3373-3404 Estimation and prediction with data quality indexes in linear regressions
by P. Chatelain & X. Milhaud - 3405-3429 Testing for linearity in scalar-on-function regression with responses missing at random
by Manuel Febrero-Bande & Pedro Galeano & Eduardo García-Portugués & Wenceslao González-Manteiga - 3431-3456 Structured dictionary learning of rating migration matrices for credit risk modeling
by Michaël Allouche & Emmanuel Gobet & Clara Lage & Edwin Mangin - 3457-3482 Censored broken adaptive ridge regression in high-dimension
by Jeongjin Lee & Taehwa Choi & Sangbum Choi - 3483-3483 Correction: Empirical likelihood and estimation in varying coefficient models with right censored data
by Liugen Xue
July 2024, Volume 39, Issue 5
- 2413-2436 The concordance filter: an adaptive model-free feature screening procedure
by Xuewei Cheng & Gang Li & Hong Wang - 2437-2449 An algorithm for generating efficient block designs via a novel particle swarm approach
by Saeid Pooladsaz & Mahboobeh Doosti-Irani - 2451-2478 Computing T-optimal designs via nested semi-infinite programming and twofold adaptive discretization
by David Mogalle & Philipp Seufert & Jan Schwientek & Michael Bortz & Karl-Heinz Küfer - 2479-2509 Jackknife empirical likelihood based diagnostic checking for Ar(p) models
by Yawen Fan & Xiaohui Liu & Yang Cao & Shaochu Liu - 2511-2555 Row mixture-based clustering with covariates for ordinal responses
by Kemmawadee Preedalikit & Daniel Fernández & Ivy Liu & Louise McMillan & Marta Nai Ruscone & Roy Costilla - 2557-2579 A CNN-based multi-level face alignment approach for mitigating demographic bias in clinical populations
by Ricardo T. Freitas & Kelson R. T. Aires & Anselmo C. Paiva & Rodrigo de M. S. Veras & Pedro L. M. Soares - 2581-2604 A pth-order random coefficients mixed binomial autoregressive process with explanatory variables
by Han Li & Zijian Liu & Kai Yang & Xiaogang Dong & Wenshan Wang - 2605-2621 A Monte Carlo permutation procedure for testing variance components in generalized linear regression models
by Yahia S. El-Horbaty - 2623-2650 Goodness-of-fit procedure for gamma processes
by Ghislain Verdier - 2651-2675 GOLFS: feature selection via combining both global and local information for high dimensional clustering
by Zhaoyu Xing & Yang Wan & Juan Wen & Wei Zhong - 2677-2701 Classifying for images based on the extracted probability density function and the quasi Bayesian method
by Hieu Huynh-Van & Tuan Le-Hoang & Tai Vo-Van - 2703-2720 Extremal index: estimation and resampling
by Marta Ferreira - 2721-2742 Using nomination sampling in estimating the area under the ROC curve
by Zeinab Akbari Ghamsari & Ehsan Zamanzade & Majid Asadi - 2743-2769 A new approach to modeling the cure rate in the presence of interval censored data
by Suvra Pal & Yingwei Peng & Wisdom Aselisewine - 2771-2789 Weighted high dimensional data reduction of finite element features: an application on high pressure of an abdominal aortic aneurysm
by Christoph Striegel & Jonas Biehler & Göran Kauermann - 2791-2820 Inference for a constant-stress model under progressive type-II censored data from the truncated normal distribution
by Mohamed Sief & Xinsheng Liu & Abd El-Raheem Mohamed Abd El-Raheem - 2821-2858 Confidence sub-contour box: an alternative to traditional confidence intervals
by Daniel Rojas-Diaz & Alexandra Catano-Lopez & Carlos M. Vélez & Santiago Ortiz & Henry Laniado - 2859-2872 A bootstrap test for threshold effects in a diffusion process
by Heiko Rachinger & Edward M. H. Lin & Henghsiu Tsai - 2873-2898 On testing the equality between interquartile ranges
by Luca Greco & George Luta & Rand Wilcox
June 2024, Volume 39, Issue 4
- 1709-1728 An adaptive method for bandwidth selection in circular kernel density estimation
by Stanislav Zámečník & Ivana Horová & Stanislav Katina & Kamila Hasilová - 1729-1746 A new bandwidth selection method for nonparametric modal regression based on generalized hyperbolic distributions
by Hongpeng Yuan & Sijia Xiang & Weixin Yao - 1747-1777 Random forest based quantile-oriented sensitivity analysis indices estimation
by Kévin Elie-Dit-Cosaque & Véronique Maume-Deschamps - 1779-1806 Sampling large hyperplane-truncated multivariate normal distributions
by Hassan Maatouk & Didier Rullière & Xavier Bay - 1807-1823 Rank estimation for the function-on-scalar model
by Jun Sun & Mingtao Zhao & Ning Li & Jing Yang - 1825-1846 A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure
by Michael Levine & Gildas Mazo - 1847-1865 Nonparametric derivative estimation with bimodal kernels under correlated errors
by Deru Kong & Shengli Zhao & WenWu Wang - 1867-1907 Automatic piecewise linear regression
by Mathias Ottenbreit & Riccardo Bin - 1909-1936 High-dimensional penalized Bernstein support vector classifier
by Rachid Kharoubi & Abdallah Mkhadri & Karim Oualkacha - 1937-1969 Dimension reduction and visualization of multiple time series data: a symbolic data analysis approach
by Emily Chia-Yu Su & Han-Ming Wu - 1971-1992 A sparse estimate based on variational approximations for semiparametric generalized additive models
by Fan Yang & Yuehan Yang - 1993-2009 High dimensional controlled variable selection with model-X knockoffs in the AFT model
by Baihua He & Di Xia & Yingli Pan - 2011-2038 Sparse estimation of linear model via Bayesian method $$^*$$ ∗
by Yang Yang & Yanjiao Yang & Lichun Wang - 2039-2064 Variational Bayesian Lasso for spline regression
by Larissa C. Alves & Ronaldo Dias & Helio S. Migon - 2065-2082 Generalised Bayesian sample copula of order m
by Luis E. Nieto-Barajas & Ricardo Hoyos-Argüelles - 2083-2108 Semiparametric regression modelling of current status competing risks data: a Bayesian approach
by Pavithra Hariharan & P. G. Sankaran - 2109-2155 Bayesian survival analysis of logistic exponential distribution for adaptive progressive Type-II censored data
by Subhankar Dutta & Sanku Dey & Suchandan Kayal - 2157-2181 Semiparametric Bayesian approach to assess non-inferiority with assay sensitivity in a three-arm trial with normally distributed endpoints
by Niansheng Tang & Fan Liang & Depeng Jiang - 2183-2216 Multi-pass Bayesian estimation: a robust Bayesian method
by Yeming Lei & Shijie Zhou & Jerzy Filar & Nan Ye - 2217-2257 Point and interval estimation of quantiles of several exponential populations with a common location under progressive censoring scheme
by Habiba Khatun & Manas Ranjan Tripathy - 2259-2290 Variational Bayesian analysis for two-part latent variable model
by Yemao Xia & Jinye Chen & Depeng Jiang - 2291-2321 Dominance of posterior predictive densities over plug-in densities for order statistics in exponential distributions
by Kouhei Nishi & Takeshi Kurosawa & Nobuyuki Ozeki - 2323-2341 Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis
by Wenxing Guo & Xueying Zhang & Bei Jiang & Linglong Kong & Yaozhong Hu - 2343-2374 A latent variable approach for modeling recall-based time-to-event data with Weibull distribution
by M. S. Panwar & Vikas Barnwal & C. P. Yadav - 2375-2412 Variable selection for multivariate functional data via conditional correlation learning
by Keyao Wang & Huiwen Wang & Shanshan Wang & Lihong Wang
May 2024, Volume 39, Issue 3
- 1061-1091 Two-sample mean vector projection test in high-dimensional data
by Caizhu Huang & Xia Cui & Euloge Clovis Kenne Pagui - 1093-1126 Large-scale dependent multiple testing via hidden semi-Markov models
by Jiangzhou Wang & Pengfei Wang - 1127-1163 hermiter: R package for sequential nonparametric estimation
by Michael Stephanou & Melvin Varughese - 1165-1181 Threshold effect in varying coefficient models with unknown heteroskedasticity
by Yuanqing Zhang & Chunrong Ai & Yaqin Feng - 1183-1202 Bayesian log-linear beta-negative binomial integer-valued Garch model
by Yuanqi Chu & Keming Yu - 1203-1239 Multi-step estimators and shrinkage effect in time series models
by Ivan Svetunkov & Nikolaos Kourentzes & Rebecca Killick - 1241-1280 Predictive stability criteria for penalty selection in linear models
by Dean Dustin & Bertrand Clarke & Jennifer Clarke - 1281-1300 A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models $$^*$$ ∗
by Yang Yang & Lichun Wang - 1301-1320 Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces
by Fang Chen & Qiuchen Hai & Min Wang - 1321-1349 Generative models and Bayesian inversion using Laplace approximation
by Manuel Marschall & Gerd Wübbeler & Franko Schmähling & Clemens Elster - 1351-1370 A two-stage Bridge estimator for regression models with endogeneity based on control function method
by Fatemeh Bahador & Ayyub Sheikhi & Alireza Arabpour - 1371-1401 An adapted loss function for composite quantile regression with censored data
by Xiaohui Yuan & Xinran Zhang & Wei Guo & Qian Hu - 1403-1416 Generalized ridge shrinkage estimation in restricted linear model
by Feng Qian & Rong Chen & Ling Wang - 1417-1434 A multinomial generalized linear mixed model for clustered competing risks data
by Henrique Aparecido Laureano & Ricardo Rasmussen Petterle & Guilherme Parreira da Silva & Paulo Justiniano Ribeiro Junior & Wagner Hugo Bonat - 1435-1458 Controlling the false discovery rate by a Latent Gaussian Copula Knockoff procedure
by Alejandro Román Vásquez & José Ulises Márquez Urbina & Graciela González Farías & Gabriel Escarela - 1459-1483 Discriminating between log-normal and log-logistic distributions in the presence of type-II censoring
by Bishal Diyali & Devendra Kumar & Sukhdev Singh - 1485-1512 Clustering of longitudinal curves via a penalized method and EM algorithm
by Xin Wang - 1513-1537 Spatio-temporal clustering analysis using generalized lasso with an application to reveal the spread of Covid-19 cases in Japan
by Septian Rahardiantoro & Wataru Sakamoto - 1539-1558 An expectation conditional maximization algorithm for the skew-normal based stochastic frontier model
by Xiaonan Zhu & Zheng Wei & Tonghui Wang & S. T. Boris Choy & Ziwei Ma - 1559-1586 Renewable learning for multiplicative regression with streaming datasets
by Tianzhen Wang & Haixiang Zhang & Liuquan Sun - 1587-1620 Tree-based boosting with functional data
by Xiaomeng Ju & Matías Salibián-Barrera - 1621-1657 Fast and consistent algorithm for the latent block model
by Vincent Brault & Antoine Channarond - 1659-1681 A hybrid deterministic–deterministic approach for high-dimensional Bayesian variable selection with a default prior
by Jieun Lee & Gyuhyeong Goh - 1683-1707 Empirical likelihood and estimation in varying coefficient models with right censored data
by Liugen Xue
April 2024, Volume 39, Issue 2
- 385-403 Hidden Markov model with missing emissions
by Karima Elkimakh & Abdelaziz Nasroallah - 405-432 Matrix-variate normal mean-variance Birnbaum–Saunders distributions and related mixture models
by Salvatore D. Tomarchio - 433-459 Adaptive tests for ANOVA in Fisher–von Mises–Langevin populations under heteroscedasticity
by Shreyashi Basak & Markus Pauly & Somesh Kumar - 461-493 Feature selection algorithms in generalized additive models under concurvity
by László Kovács - 495-522 Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey’s biweight function
by Lanyu Xiong & Fukang Zhu - 523-560 Kernel density estimation by stagewise algorithm with a simple dictionary
by Kiheiji Nishida & Kanta Naito - 561-581 Glomerulosclerosis detection with pre-trained CNNs ensemble
by Justino Santos & Romuere Silva & Luciano Oliveira & Washington Santos & Nayze Aldeman & Angelo Duarte & Rodrigo Veras - 583-603 Quantile regression with interval-censored data in questionnaire-based studies
by Angel G. Angelov & Magnus Ekström & Klarizze Puzon & Agustin Arcenas & Bengt Kriström - 605-627 Frequentist model averaging in the generalized multinomial logit model
by Tong Zeng - 629-651 Approximating income inequality dynamics given incomplete information: an upturned Markov chain model
by Daniel Arreola & Luis V. Montiel - 653-676 Computer algorithms of lower-order confounding in regular designs
by Zhi Li & Zhiming Li - 677-708 Applications of resampling methods in multivariate Liu estimator
by Shima Pirmohammadi & Hamid Bidram - 709-732 Deterministic subsampling for logistic regression with massive data
by Yan Song & Wenlin Dai - 733-749 A simple portmanteau test with data-driven truncation point
by Roberto Baragona & Francesco Battaglia & Domenico Cucina - 751-779 Distributed quantile regression for longitudinal big data
by Ye Fan & Nan Lin & Liqun Yu - 781-802 A batch process for high dimensional imputation
by Philip D. Waggoner - 803-834 A pivot-based simulated annealing algorithm to determine oblique splits for decision tree induction
by Ferdinand Bollwein - 835-863 Compositional PLS biplot based on pivoting balances: an application to explore the association between 24-h movement behaviours and adiposity
by Nikola Štefelová & Javier Palarea-Albaladejo & Karel Hron & Aleš Gába & Jan Dygrýn - 865-890 Two-stage unrelated randomized response model to estimate the prevalence of a sensitive attribute
by Gajendra K. Vishwakarma & Amod Kumar & Neelesh Kumar - 891-904 Improving upon the effective sample size based on Godambe information for block likelihood inference
by Rahul Mukerjee - 905-937 Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths
by Sobom M. Somé & Célestin C. Kokonendji & Smail Adjabi & Naushad A. Mamode Khan & Said Beddek - 939-961 A comprehensive framework for link prediction in multiplex networks
by Fengqin Tang & Cuixia Li & Chungning Wang & Yi Yang & Xuejing Zhao - 963-1004 Examining the identifiability and estimability of the phase-type ageing model
by Boquan Cheng & Rogemar Mamon - 1005-1022 Reducing the overfitting in the gROC curve estimation
by Pablo Martínez-Camblor & Susana Díaz-Coto