Printed from https://ideas.repec.org/s/taf/jnlasa12.html
Content
June 2012, Volume 107, Issue 498
- 568-577 Spatio-Spectral Mixed-Effects Model for Functional Magnetic Resonance Imaging Data
by Hakmook Kang & Hernando Ombao & Crystal Linkletter & Nicole Long & David Badre - 578-591 Clustering, Spatial Correlations, and Randomization Inference
by Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesár - 592-606 Vast Portfolio Selection With Gross-Exposure Constraints
by Jianqing Fan & Jingjin Zhang & Ke Yu - 607-621 The Variance Profile
by Alessandra Luati & Tommaso Proietti & Marco Reale - 622-635 Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions
by Viktor Todorov & George Tauchen - 636-648 Objective Priors for Discrete Parameter Spaces
by James O. Berger & Jose M. Bernardo & Dongchu Sun - 649-660 Bayesian Model Selection in High-Dimensional Settings
by Valen E. Johnson & David Rossell - 661-672 Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists
by Peter Hall & Michael G. Schimek - 673-687 Multiple Testing of Composite Null Hypotheses in Heteroscedastic Models
by Wenguang Sun & Alexander C. McLain - 688-700 Joint Analysis of Longitudinal Data With Informative Observation Times and a Dependent Terminal Event
by Liuquan Sun & Xinyuan Song & Jie Zhou & Lei Liu - 701-710 Informative Estimation and Selection of Correlation Structure for Longitudinal Data
by Jianhui Zhou & Annie Qu - 711-724 Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach
by Mian Huang & Weixin Yao - 725-736 Conditional Inference Functions for Mixed-Effects Models With Unspecified Random-Effects Distribution
by Peng Wang & Guei-feng Tsai & Annie Qu - 737-753 DD -Classifier: Nonparametric Classification Procedure Based on DD -Plot
by Jun Li & Juan A. Cuesta-Albertos & Regina Y. Liu - 754-764 A Studentized Permutation Test for the Comparison of Spatial Point Patterns
by Ute Hahn - 765-776 Quantile Periodograms
by Ta-Hsin Li - 777-787 New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
by Thomas J. Fisher & Colin M. Gallagher - 788-799 The Geometry of Nonparametric Filament Estimation
by Christopher R. Genovese & Marco Perone-Pacifico & Isabella Verdinelli & Larry Wasserman - 800-813 Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient
by Sylvain Sardy - 814-823 Structured, Sparse Aggregation
by Daniel Percival - 833-843 A Martingale Representation for Matching Estimators
by Alberto Abadie & Guido W. Imbens - 844-844 Testing for Trend in the Presence of Autoregressive Error: A Comment
by Pierre Perron & Tomoyoshi Yabu
March 2012, Volume 107, Issue 497
- 1-11 Nonparametric Covariate-Adjusted Association Tests Based on the Generalized Kendall's Tau
by Wensheng Zhu & Yuan Jiang & Heping Zhang - 12-23 Intrinsic Regression Models for Medial Representation of Subcortical Structures
by Xiaoyan Shi & Hongtu Zhu & Joseph G. Ibrahim & Faming Liang & Jeffrey Lieberman & Martin Styner - 24-39 Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities
by Debbie J. Dupuis - 40-51 Adjustment for Missing Confounders Using External Validation Data and Propensity Scores
by Lawrence C. McCandless & Sylvia Richardson & Nicky Best - 52-65 Partially Hidden Markov Model for Time-Varying Principal Stratification in HIV Prevention Trials
by James Y. Dai & Peter B. Gilbert & Benoît R. Mâsse - 66-79 Using Conditional Kernel Density Estimation for Wind Power Density Forecasting
by Jooyoung Jeon & James W. Taylor - 80-92 Bayesian Inference for Dynamic Treatment Regimes: Mobility, Equity, and Efficiency in Student Tracking
by Tristan Zajonc - 93-101 Bayesian Estimation and Prediction for Inhomogeneous Spatiotemporal Log-Gaussian Cox Processes Using Low-Rank Models, With Application to Criminal Surveillance
by Alexandre Rodrigues & Peter J. Diggle - 135-151 Cross-Dimensional Inference of Dependent High-Dimensional Data
by Keyur H. Desai & John D. Storey - 152-167 Sparse Estimation of Conditional Graphical Models With Application to Gene Networks
by Bing Li & Hyonho Chun & Hongyu Zhao - 168-179 A Semiparametric Approach to Dimension Reduction
by Yanyuan Ma & Liping Zhu - 180-193 A Valid Matérn Class of Cross-Covariance Functions for Multivariate Random Fields With Any Number of Components
by Tatiyana V. Apanasovich & Marc G. Genton & Ying Sun - 194-204 Multiple Imputation for M -Regression With Censored Covariates
by Huixia Judy Wang & Xingdong Feng - 205-213 Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference
by Qian M. Zhou & Peter X.-K. Song & Mary E. Thompson - 214-222 Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
by Lan Wang & Yichao Wu & Runze Li - 223-232 Likelihood-Based Selection and Sharp Parameter Estimation
by Xiaotong Shen & Wei Pan & Yunzhang Zhu - 233-246 Block Bootstraps for Time Series With Fixed Regressors
by Daniel J. Nordman & Soumendra N. Lahiri - 247-257 Semiparametric Double Balancing Score Estimation for Incomplete Data With Ignorable Missingness
by Zonghui Hu & Dean A. Follmann & Jing Qin - 258-267 One-Sided and Two-Sided Tolerance Intervals in General Mixed and Random Effects Models Using Small-Sample Asymptotics
by Gaurav Sharma & Thomas Mathew - 268-280 Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
by Moreno Bevilacqua & Carlo Gaetan & Jorge Mateu & Emilio Porcu - 281-289 Modeling Nonstationary Processes Through Dimension Expansion
by Luke Bornn & Gavin Shaddick & James V. Zidek - 290-303 Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
by Michael S. Smith & Mohamad A. Khaled - 304-317 A Heckman Selection- t Model
by Yulia V. Marchenko & Marc G. Genton - 318-330 Estimating Regression Parameters in an Extended Proportional Odds Model
by Ying Qing Chen & Nan Hu & Su-Chun Cheng & Philippa Musoke & Lue Ping Zhao - 331-340 Recursively Imputed Survival Trees
by Ruoqing Zhu & Michael R. Kosorok - 341-348 Interim Design Modifications in Time-to-Event Studies
by Sebastian Irle & Helmut Schäfer - 349-361 On Fractile Transformation of Covariates in Regression
by Bodhisattva Sen & Probal Chaudhuri - 362-377 Simplex Factor Models for Multivariate Unordered Categorical Data
by Anirban Bhattacharya & David B. Dunson - 378-392 Bootstrapping for Significance of Compact Clusters in Multidimensional Datasets
by Ranjan Maitra & Volodymyr Melnykov & Soumendra N. Lahiri - 393-399 Sliced Latin Hypercube Designs
by Peter Z. G. Qian - 400-411 Optimal Designs for Rational Function Regression
by Dávid Papp - 412-428 Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
by Jianqing Fan & Yingying Li & Ke Yu
June 2011, Volume 107, Issue 498
- 824-832 Probabilistic Foundation of Confirmatory Adaptive Designs
by W. Brannath & G. Gutjahr & P. Bauer
September 2008, Volume 103, Issue 482
- 437-446 Estimating Incumbency Advantage and Its Variation, as an Example of a Before–After Study
by Andrew Gelman & Zaiying Huang