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Content
2018, Volume 128, Issue C
- 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.
- 271-291 Likelihood-free inference in high dimensions with synthetic likelihood
by Ong, Victor M.-H. & Nott, David J. & Tran, Minh-Ngoc & Sisson, Scott A. & Drovandi, Christopher C.
- 292-307 An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
by Li, Peili & Xiao, Yunhai
- 308-324 Permutation tests for general dependent truncation
by Chiou, Sy Han & Qian, Jing & Mormino, Elizabeth & Betensky, Rebecca A.
- 325-339 Semiparametric double robust and efficient estimation for mean functionals with response missing at random
by Guo, Xu & Fang, Yun & Zhu, Xuehu & Xu, Wangli & Zhu, Lixing
- 340-353 Generalized biplots for stress-based multidimensionally scaled projections
by Fry, J.T. & Slifko, Matt & Leman, Scotland
- 354-366 A Gamma-frailty proportional hazards model for bivariate interval-censored data
by Gamage, Prabhashi W. Withana & McMahan, Christopher S. & Wang, Lianming & Tu, Wanzhu
- 367-379 Guaranteed conditional ARL performance in the presence of autocorrelation
by Weiß, Christian H. & Steuer, Detlef & Jentsch, Carsten & Testik, Murat Caner
- 380-394 Recurrence statistics for anomalous diffusion regime change detection
by Sikora, Grzegorz & Wyłomańska, Agnieszka & Krapf, Diego
- 395-411 Optimal Bayesian clustering using non-negative matrix factorization
by Wang, Ketong & Porter, Michael D.
2018, Volume 127, Issue C
- 1-14 Copula based generalized additive models for location, scale and shape with non-random sample selection
by Wojtyś, Małgorzata & Marra, Giampiero & Radice, Rosalba
- 15-31 Testing for central symmetry and inference of the unknown center
by Dai, Xinjie & Niu, Cuizhen & Guo, Xu
- 32-49 Time-varying quantile single-index model for multivariate responses
by Zhao, Weihua & Zhou, Yan & Lian, Heng
- 50-68 Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls
by Chen, Nan & Carlin, Bradley P. & Hobbs, Brian P.
- 69-81 Assessing non-inferiority for incomplete paired-data under non-ignorable missing mechanism
by Li, Huiqiong & Tian, Guoliang & Tang, Niansheng & Cao, Hongyuan
- 82-95 Estimating large covariance matrix with network topology for high-dimensional biomedical data
by Chen, Shuo & Kang, Jian & Xing, Yishi & Zhao, Yunpeng & Milton, Donald K.
- 96-115 Testing k-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population
by Giguelay, J. & Huet, S.
- 116-134 Inference for differential equation models using relaxation via dynamical systems
by Lee, Kyoungjae & Lee, Jaeyong & Dass, Sarat C.
- 135-159 Matching and clustering in square contingency tables. Who matches with whom in the Spanish labour market
by Álvarez de Toledo, Pablo & Núñez, Fernando & Usabiaga, Carlos
- 160-171 Addressing overfitting and underfitting in Gaussian model-based clustering
by Andrews, Jeffrey L.
- 172-186 Bayesian non-parametric simultaneous quantile regression for complete and grid data
by Das, Priyam & Ghosal, Subhashis
- 187-203 Sequential Bayesian inference for static parameters in dynamic state space models
by Bhattacharya, Arnab & Wilson, Simon P.
- 204-216 Classification tree methods for panel data using wavelet-transformed time series
by Zhao, Xin & Barber, Stuart & Taylor, Charles C. & Milan, Zoka
- 217-228 Optimal designs for dose–response models with linear effects of covariates
by Yu, Jun & Kong, Xiangshun & Ai, Mingyao & Tsui, Kwok Leung
- 229-247 Robust and parallel Bayesian model selection
by Zhang, Michael Minyi & Lam, Henry & Lin, Lizhen
- 248-257 Asymptotic null distribution of the modified likelihood ratio test for homogeneity in finite mixture models
by Wong, Tony S.T. & Lam, Kwok Fai & Zhao, Victoria X.
- 258-268 Jackknife empirical likelihood method for multiply robust estimation with missing data
by Chen, Sixia & Haziza, David
- 269-280 A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction
by Zhao, Weihua & Jiang, Xuejun & Lian, Heng
- 281-297 Mode jumping MCMC for Bayesian variable selection in GLMM
by Hubin, Aliaksandr & Storvik, Geir
- 298-310 Wald-based spatial scan statistics for cluster detection
by Liu, Ying & Liu, Yawen & Zhang, Tonglin
2018, Volume 126, Issue C
- 1-18 A particle-learning-based approach to estimate the influence matrix of online social networks
by Castro, Luis E. & Shaikh, Nazrul I.
- 19-38 Small area estimation under a spatially non-linear model
by Chandra, Hukum & Salvati, Nicola & Chambers, Ray
- 39-52 Sensible functional linear discriminant analysis
by Chen, Lu-Hung & Jiang, Ci-Ren
- 53-66 Recalibration: A post-processing method for approximate Bayesian computation
by Rodrigues, G.S. & Prangle, D. & Sisson, S.A.
- 67-77 On sufficient dimension reduction with missing responses through estimating equations
by Dong, Yuexiao & Xia, Qi & Tang, Cheng Yong & Li, Zeda
- 78-91 Balanced estimation for high-dimensional measurement error models
by Zheng, Zemin & Li, Yang & Yu, Chongxiu & Li, Gaorong
- 92-111 Bayesian quantile regression using the skew exponential power distribution
by Bernardi, Mauro & Bottone, Marco & Petrella, Lea
- 112-124 An induced natural selection heuristic for finding optimal Bayesian experimental designs
by Price, David J. & Bean, Nigel G. & Ross, Joshua V. & Tuke, Jonathan
- 125-135 Sparse pathway-based prediction models for high-throughput molecular data
by Lee, Sangin & Lee, Youngjo & Pawitan, Yudi
- 136-149 Bayesian inference on group differences in multivariate categorical data
by Russo, Massimiliano & Durante, Daniele & Scarpa, Bruno
- 150-166 A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing
by Igari, Ryosuke & Hoshino, Takahiro
2018, Volume 125, Issue C
- 1-9 Semiparametric analysis of the additive hazards model with informatively interval-censored failure time data
by Wang, Shuying & Wang, Chunjie & Wang, Peijie & Sun, Jianguo
- 10-26 Robust template estimation for functional data with phase variability using band depth
by Cleveland, Jason & Zhao, Weilong & Wu, Wei
- 27-43 Continuum directions for supervised dimension reduction
by Jung, Sungkyu
- 44-56 Unsupervised learning of mixture regression models for longitudinal data
by Xu, Peirong & Peng, Heng & Huang, Tao
- 57-69 A scale space approach for exploring structure in spherical data
by Vuollo, Ville & Holmström, Lasse
- 70-85 Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics
by Alam, Md. Ashad & Calhoun, Vince D. & Wang, Yu-Ping
- 86-103 Point process models for novelty detection on spatial point patterns and their extremes
by Luca, Stijn E. & Pimentel, Marco A.F. & Watkinson, Peter J. & Clifton, David A.
- 104-118 On the sample mean after a group sequential trial
by Berckmoes, Ben & Ivanova, Anna & Molenberghs, Geert
- 119-135 Identification of local sparsity and variable selection for varying coefficient additive hazards models
by Qu, Lianqiang & Song, Xinyuan & Sun, Liuquan
- 136-155 Supervised dimension reduction for ordinal predictors
by Forzani, Liliana & García Arancibia, Rodrigo & Llop, Pamela & Tomassi, Diego
- 156-170 Joint regression analysis of mixed-type outcome data via efficient scores
by Marchese, Scott & Diao, Guoqing
2018, Volume 124, Issue C
- 1-14 Multivariate specification tests based on a dynamic Rosenblatt transform
by Kheifets, Igor L.
- 15-26 Testing the equality of several covariance functions for functional data: A supremum-norm based test
by Guo, Jia & Zhou, Bu & Zhang, Jin-Ting
- 27-52 On constrained estimation of graphical time series models
by Yuen, T.P. & Wong, H. & Yiu, K.F.C.
- 53-70 Semiparametric regression analysis of clustered survival data with semi-competing risks
by Peng, Mengjiao & Xiang, Liming & Wang, Shanshan
- 71-86 Multilevel rejection sampling for approximate Bayesian computation
by Warne, David J. & Baker, Ruth E. & Simpson, Matthew J.
- 87-103 A family of the information criteria using the phi-divergence for categorical data
by Ogasawara, Haruhiko
- 104-116 Penalized composite likelihoods for inhomogeneous Gibbs point process models
by Daniel, Jeffrey & Horrocks, Julie & Umphrey, Gary J.
- 117-131 Bootstrapping longitudinal data with multiple levels of variation
by O’Shaughnessy, P.Y. & Welsh, A.H.
- 132-150 Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure
by He, Yong & Zhang, Xinsheng & Zhang, Liwen
- 151-167 Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
by Gressani, Oswaldo & Lambert, Philippe
- 168-179 Response-adaptive treatment allocation for non-inferiority trials with heterogeneous variances
by Xu, Wenfu & Gao, Jingya & Hu, Feifang & Cheung, Siu Hung
- 180-196 Sparse principal component regression for generalized linear models
by Kawano, Shuichi & Fujisawa, Hironori & Takada, Toyoyuki & Shiroishi, Toshihiko
- 197-219 Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
by Villa, Cristiano & Rubio, Francisco J.
- 220-234 Overfitting Bayesian mixtures of factor analyzers with an unknown number of components
by Papastamoulis, Panagiotis
- 235-251 A Forward and Backward Stagewise algorithm for nonconvex loss functions with adaptive Lasso
by Shi, Xingjie & Huang, Yuan & Huang, Jian & Ma, Shuangge
- 252-276 Optimal projection of observations in a Bayesian setting
by Giraldi, Loïc & Le Maître, Olivier P. & Hoteit, Ibrahim & Knio, Omar M.
- 277-297 Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology
by Dehideniya, Mahasen B. & Drovandi, Christopher C. & McGree, James M.
2018, Volume 123, Issue C
- 1-12 Depth-weighted Bayes classification
by Vencalek, Ondrej & Pokotylo, Oleksii
- 13-31 Approximation error approach in spatiotemporally chaotic models with application to Kuramoto–Sivashinsky equation
by Huttunen, J.M.J. & Kaipio, J.P. & Haario, H.
- 32-49 Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model
by Ye, Mao & Zhang, Peng & Nie, Lizhen
- 50-65 Time-dynamic varying coefficient models for longitudinal data
by Lee, Kyeongeun & Lee, Young K. & Park, Byeong U. & Yang, Seong J.
- 66-85 Compositional regression with functional response
by Talská, R. & Menafoglio, A. & Machalová, J. & Hron, K. & Fišerová, E.
- 86-100 Dealing with reciprocity in dynamic stochastic block models
by Bartolucci, Francesco & Marino, Maria Francesca & Pandolfi, Silvia
- 101-115 Model-based co-clustering for ordinal data
by Jacques, Julien & Biernacki, Christophe
- 116-130 A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields
by Zammit-Mangion, Andrew & Rougier, Jonathan
- 131-145 Likelihood based inference for the multivariate renewal Hawkes process
by Stindl, Tom & Chen, Feng
- 146-156 Semiparametric spatial model for interval-censored data with time-varying covariate effects
by Zhang, Yue & Zhang, Bin
2018, Volume 122, Issue C
- 1-17 Optimal exact tests for multiple binary endpoints
by Ristl, Robin & Xi, Dong & Glimm, Ekkehard & Posch, Martin
- 18-32 Fused mean–variance filter for feature screening
by Yan, Xiaodong & Tang, Niansheng & Xie, Jinhan & Ding, Xianwen & Wang, Zhiqiang
- 33-44 Model selection for time series of count data
by Alzahrani, Naif & Neal, Peter & Spencer, Simon E.F. & McKinley, Trevelyan J. & Touloupou, Panayiota
- 45-58 Flexible and efficient estimating equations for variogram estimation
by Sun, Ying & Chang, Xiaohui & Guan, Yongtao
- 59-79 Analysis of generalized semiparametric regression models for cumulative incidence functions with missing covariates
by Lee, Unkyung & Sun, Yanqing & Scheike, Thomas H. & Gilbert, Peter B.
- 80-91 Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions
by Feng, Long & Dicker, Lee H.
- 92-100 A simple and fast method for computing the Poisson binomial distribution function
by Biscarri, William & Zhao, Sihai Dave & Brunner, Robert J.
- 101-114 A joint design for functional data with application to scheduling ultrasound scans
by Park, So Young & Xiao, Luo & Willbur, Jayson D. & Staicu, Ana-Maria & Jumbe, N. L’ntshotsholé
- 115-134 Bayesian inference for conditional copulas using Gaussian Process single index models
by Levi, Evgeny & Craiu, Radu V.
- 135-155 Goodness-of-fit test for nonparametric regression models: Smoothing spline ANOVA models as example
by Teran Hidalgo, Sebastian J. & Wu, Michael C. & Engel, Stephanie M. & Kosorok, Michael R.
- 156-166 Group testing case identification with biomarker information
by Wang, Dewei & McMahan, Christopher S. & Tebbs, Joshua M. & Bilder, Christopher R.
2018, Volume 121, Issue C
- 1-19 Multivariate factorizable expectile regression with application to fMRI data
by Chao, Shih-Kang & Härdle, Wolfgang K. & Huang, Chen
- 20-40 Small area estimation of general parameters under complex sampling designs
by Guadarrama, María & Molina, Isabel & Rao, J.N.K.
- 41-56 Parameter change tests for ARMA–GARCH models
by Song, Junmo & Kang, Jiwon
- 57-70 Concordance correlation coefficients estimated by variance components for longitudinal normal and Poisson data
by Tsai, Miao-Yu & Lin, Chao-Chun
- 71-88 Efficient estimation of COM–Poisson regression and a generalized additive model
by Chatla, Suneel Babu & Shmueli, Galit
- 89-103 Joint estimation of multiple Gaussian graphical models across unbalanced classes
by Shan, Liang & Kim, Inyoung
- 104-112 Analysis of longitudinal data with covariate measurement error and missing responses: An improved unbiased estimating equation
by Lin, Huiming & Qin, Guoyou & Zhang, Jiajia & Zhu, Zhongyi
- 113-136 Angle-based models for ranking data
by Xu, Hang & Alvo, Mayer & Yu, Philip L.H.
- 137-148 Small sample inference for probabilistic index models
by Amorim, G. & Thas, O. & Vermeulen, K. & Vansteelandt, S. & De Neve, J.
- 149-163 Jeffreys priors for mixture estimation: Properties and alternatives
by Grazian, Clara & Robert, Christian P.
- 164-179 Extended dynamic generalized linear models: The two-parameter exponential family
by Souza, M.A.O. & Migon, H.S. & Pereira, J.B.M.
- 180-189 A scoring criterion for rejection of clustered p-values
by Cai, Qingyun
- 190-208 Manly transformation in finite mixture modeling
by Zhu, Xuwen & Melnykov, Volodymyr
2018, Volume 120, Issue C
- 1-24 Validation of community robustness
by Carissimo, Annamaria & Cutillo, Luisa & Feis, Italia De
- 25-41 Fast symmetric additive covariance smoothing
by Cederbaum, Jona & Scheipl, Fabian & Greven, Sonja
- 42-57 Skewness-based projection pursuit: A computational approach
by Loperfido, Nicola
- 58-69 Smoothed jackknife empirical likelihood for the one-sample difference of quantiles
by Yang, Hanfang & Zhao, Yichuan
- 70-83 A note on the validity of cross-validation for evaluating autoregressive time series prediction
by Bergmeir, Christoph & Hyndman, Rob J. & Koo, Bonsoo
- 84-97 A least squares approach to latent variables extraction in formative–reflective models
by Fattore, Marco & Pelagatti, Matteo & Vittadini, Giorgio
- 98-110 Marginal maximum likelihood estimation of SAR models with missing data
by Suesse, Thomas
- 111-131 Nonparametric Bayesian label prediction on a graph
by Hartog, Jarno & van Zanten, Harry
2018, Volume 119, Issue C
- 1-18 Dependent mixtures of geometric weights priors
by Hatjispyros, Spyridon J. & Merkatas, Christos & Nicoleris, Theodoros & Walker, Stephen G.
- 19-38 A globally convergent algorithm for lasso-penalized mixture of linear regression models
by Lloyd-Jones, Luke R. & Nguyen, Hien D. & McLachlan, Geoffrey J.
- 39-54 A Joint modelling of socio-professional trajectories and cause-specific mortality
by Karimi, M. & Rey, G. & Latouche, A.
- 55-73 Alternative HAC covariance matrix estimators with improved finite sample properties
by Hartigan, Luke
- 74-85 A new nonparametric screening method for ultrahigh-dimensional survival data
by Liu, Yanyan & Zhang, Jing & Zhao, Xingqiu
- 86-98 On nonparametric estimation of the latent distribution for ordinal data
by Ghosh, Sujit K. & Burns, Christopher B. & Prager, Daniel L. & Zhang, Li & Hui, Glenn
- 99-117 An algorithm based on semidefinite programming for finding minimax optimal designs
by Duarte, Belmiro P.M. & Sagnol, Guillaume & Wong, Weng Kee
- 118-138 Robust feature screening for ultra-high dimensional right censored data via distance correlation
by Chen, Xiaolin & Chen, Xiaojing & Wang, Hong
- 139-154 Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints
by Perrin, G. & Soize, C. & Ouhbi, N.
2018, Volume 118, Issue C
- 1-17 Accelerating pseudo-marginal MCMC using Gaussian processes
by Drovandi, Christopher C. & Moores, Matthew T. & Boys, Richard J.
- 18-29 A new non-parametric estimator for instant system availability
by Huang, Kai & Mi, Jie
- 30-39 Signed sequential rank CUSUMs
by Lombard, F. & van Zyl, C.
- 40-53 Generating random variates from PDF of Gauss–Markov processes with a reflecting boundary
by Buonocore, A. & Nobile, A.G. & Pirozzi, E.
- 54-65 Sample size determination for high dimensional parameter estimation with application to biomarker identification
by Jiang, Binyan & Li, Jialiang
- 66-83 Estimation and testing for time-varying quantile single-index models with longitudinal data
by Li, Jianbo & Lian, Heng & Jiang, Xuejun & Song, Xinyuan
- 84-97 Optimizing two-level orthogonal arrays for simultaneously estimating main effects and pre-specified two-factor interactions
by Chen, Ping-Yang & Chen, Ray-Bing & Lin, C. Devon
- 98-111 Robust multistratum baseline designs
by Lin, Chang-Yun & Yang, Po
- 112-125 Consistent test for parametric models with right-censored data using projections
by Sun, Zhihua & Ye, Xue & Sun, Liuquan
- 126-137 Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses
by Li, Haocheng & Shu, Di & Zhang, Yukun & Yi, Grace Y.
2018, Volume 117, Issue C
- 1-18 Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
by Shen, Yu & Liang, Han-Ying
- 19-31 Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
by Park, Junyong
- 32-44 Network linear discriminant analysis
by Cai, Wei & Guan, Guoyu & Pan, Rui & Zhu, Xuening & Wang, Hansheng
- 45-61 Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion
by Roozbeh, Mahdi
- 62-75 Order restricted inference of a multiple step-stress model
by Samanta, Debashis & Kundu, Debasis
- 76-89 Informativeness of diagnostic marker values and the impact of data grouping
by Ma, Hua & Bandos, Andriy I. & Gur, David
- 90-108 Improved distributed particle filters for tracking in a wireless sensor network
by Kang, Kai & Maroulas, Vasileios & Schizas, Ioannis & Bao, Feng
- 109-127 Vine copula based likelihood estimation of dependence patterns in multivariate event time data
by Barthel, Nicole & Geerdens, Candida & Killiches, Matthias & Janssen, Paul & Czado, Claudia
- 128-137 Testing independence in high dimensions using Kendall’s tau
by Mao, Guangyu
- 138-153 Spatial data compression via adaptive dispersion clustering
by Marchetti, Yuliya & Nguyen, Hai & Braverman, Amy & Cressie, Noel
- 154-161 A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
by Craiu, Radu V. & Duchesne, Thierry
- 162-181 Dual-semiparametric regression using weighted Dirichlet process mixture
by Sun, Peng & Kim, Inyoung & Lee, Ki-Ahm
- 182-193 Optimal experimental designs for estimating the drug combination index in toxicology
by Holland-Letz, T. & Kopp-Schneider, A.
- 194-206 Regression analysis for the proportional hazards model with parameter constraints under case-cohort design
by Deng, Lifeng & Ding, Jieli & Liu, Yanyan & Wei, Chengdong
2017, Volume 116, Issue C
- 1-18 Trace regression model with simultaneously low rank and row(column) sparse parameter
by Zhao, Junlong & Niu, Lu & Zhan, Shushi
- 19-31 Detection of influential points as a byproduct of resampling-based variable selection procedures
by De Bin, Riccardo & Boulesteix, Anne-Laure & Sauerbrei, Willi
- 32-48 Minimum distance estimators of population size from snowball samples using conditional estimation and scaling of exponential random graph models
by Rolls, David A. & Robins, Garry
- 49-66 A continuous threshold expectile model
by Zhang, Feipeng & Li, Qunhua
- 67-78 Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval
by Hirose, Masayo Yoshimori
- 79-105 On discrete Epanechnikov kernel functions
by Chu, Chi-Yang & Henderson, Daniel J. & Parmeter, Christopher F.
- 106-138 Constrained center and range joint model for interval-valued symbolic data regression
by Hao, Peng & Guo, Junpeng
- 139-154 Identification of relevant subtypes via preweighted sparse clustering
by Gaynor, Sheila & Bair, Eric
2017, Volume 115, Issue C
- 1-10 Smoothed empirical likelihood for the Youden index
by Wang, Dongliang & Tian, Lili & Zhao, Yichuan
- 11-20 Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition
by Li, Song & Tso, Geoffrey K.F. & Long, Lufan
- 21-34 Functional data classification using covariate-adjusted subspace projection
by Li, Pai-Ling & Chiou, Jeng-Min & Shyr, Yu
- 35-52 Should we impute or should we weight? Examining the performance of two CART-based techniques for addressing missing data in small sample research with nonnormal variables
by Hayes, Timothy & McArdle, John J.
- 53-66 Classification trees for poverty mapping
by Bilton, Penny & Jones, Geoff & Ganesh, Siva & Haslett, Steve
- 67-78 Sufficient dimension reduction using Hilbert–Schmidt independence criterion
by Xue, Yuan & Zhang, Nan & Yin, Xiangrong & Zheng, Haitao
- 79-90 Bayesian D-optimal screening experiments with partial replication
by Leonard, Robert D. & Edwards, David J.
- 91-102 The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation
by Frölich, Markus & Huber, Martin & Wiesenfarth, Manuel
- 103-121 Estimation of partially linear regression models under the partial consistency property
by Cui, Xia & Lu, Ying & Peng, Heng
- 122-135 A novel method for estimating the common signals for consensus across multiple ranked lists
by Švendová, Vendula & Schimek, Michael G.
- 136-154 Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression
by Wang, Shangshan & Xiang, Liming
- 155-171 Optimal scaling for survival analysis with ordinal data
by Willems, S.J.W. & Fiocco, M. & Meulman, J.J.
- 172-185 Estimation of reliability with semi-parametric modeling of degradation
by Bhuyan, Prajamitra & Sengupta, Debasis
- 186-198 Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
by Hoff, Peter D.
- 199-223 Numerical implementation of the QuEST function
by Ledoit, Olivier & Wolf, Michael
- 224-249 An algorithmic framework for generating optimal two-stratum experimental designs
by Palhazi Cuervo, Daniel & Goos, Peter & Sörensen, Kenneth
- 250-266 On hyperbolic transformations to normality
by Tsai, Arthur C. & Liou, Michelle & Simak, Maria & Cheng, Philip E.
- 267-280 ARMA Cholesky factor models for the covariance matrix of linear models
by Lee, Keunbaik & Baek, Changryong & Daniels, Michael J.
- 281-293 Function compositional adjustments of conditional quantile curves
by Kuk, Anthony Y.C.
2017, Volume 114, Issue C
- 1-11 Simulating longer vectors of correlated binary random variables via multinomial sampling
by Shults, Justine
- 12-25 High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood
by Yu, Philip L.H. & Wang, Xiaohang & Zhu, Yuanyuan
- 26-37 Weighted particle tempering
by Carzolio, Marcos & Leman, Scotland
- 38-46 Fast smoothing in switching approximations of non-linear and non-Gaussian models
by Gorynin, Ivan & Derrode, Stéphane & Monfrini, Emmanuel & Pieczynski, Wojciech
- 47-60 Transforming response values in small area prediction
by Sugasawa, Shonosuke & Kubokawa, Tatsuya
- 61-74 Homogeneity detection for the high-dimensional generalized linear model
by Jeon, Jong-June & Kwon, Sunghoon & Choi, Hosik
- 75-87 On two-stage Monte Carlo tests of composite hypotheses
by Baddeley, Adrian & Hardegen, Andrew & Lawrence, Thomas & Milne, Robin K. & Nair, Gopalan & Rakshit, Suman
- 88-104 Ultrahigh dimensional feature screening via projection
by Li, Xingxiang & Cheng, Guosheng & Wang, Liming & Lai, Peng & Song, Fengli
- 105-118 A parametric model to estimate the proportion from true null using a distribution for p-values
by Yu, Chang & Zelterman, Daniel
- 119-129 Testing the hypothesis of increasing hazard ratio in two samples
by Sahoo, Shyamsundar & Sengupta, Debasis
- 130-145 A family of block-wise one-factor distributions for modeling high-dimensional binary data
by Marbac, Matthieu & Sedki, Mohammed
- 146-157 Testing homogeneity for multiple nonnegative distributions with excess zero observations
by Wang, Chunlin & Marriott, Paul & Li, Pengfei
2017, Volume 113, Issue C
- 3-18 Robustness of estimation methods in a survival cure model with mismeasured covariates
by Bertrand, A. & Legrand, C. & Léonard, D. & Van Keilegom, I.
- 19-37 Gradient boosting for high-dimensional prediction of rare events
by Blagus, Rok & Lusa, Lara
- 38-52 A wild bootstrap approach for nonparametric repeated measurements
by Friedrich, Sarah & Konietschke, Frank & Pauly, Markus
- 53-63 An estimating equation for censored and truncated quantile regression
by Frumento, Paolo & Bottai, Matteo
- 64-72 Self-controlled case series with multiple event types
by Ghebremichael-Weldeselassie, Yonas & Whitaker, Heather J. & Douglas, Ian J. & Smeeth, Liam & Farrington, C. Paddy
- 73-87 Non-inferiority test based on transformations for non-normal distributions
by Ghosh, Santu & Chatterjee, Arpita & Ghosh, Samiran
- 88-99 Causal inference with observational data under cluster-specific non-ignorable assignment mechanism
by Kim, Gi-Soo & Paik, Myunghee Cho & Kim, Hongsoo
- 100-110 Meta-analytic-predictive use of historical variance data for the design and analysis of clinical trials
by Schmidli, Heinz & Neuenschwander, Beat & Friede, Tim
- 111-124 Branching processes in continuous time as models of mutations: Computational approaches and algorithms
by Slavtchova-Bojkova, Maroussia & Trayanov, Plamen & Dimitrov, Stoyan
- 125-135 Model-based clustering for assessing the prognostic value of imaging biomarkers and mixed type tests
by Wang, Zheyu & Sebestyen, Krisztian & Monsell, Sarah E.
- 136-153 A Bayesian adaptive design for clinical trials in rare diseases
by Williamson, S. Faye & Jacko, Peter & Villar, Sofía S. & Jaki, Thomas
- 154-176 Cross-sectional design with a short-term follow-up for prognostic imaging biomarkers
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