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Content
2017, Volume 113, Issue C
- 196-206 T-optimal discriminating designs for Fourier regression models
by Dette, Holger & Melas, Viatcheslav B. & Shpilev, Petr
- 207-225 Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design
by McGree, J.M.
- 226-238 Model selection via Bayesian information capacity designs for generalised linear models
by Woods, David C. & McGree, James M. & Lewis, Susan M.
- 239-250 Model robust designs for survival trials
by Konstantinou, Maria & Biedermann, Stefanie & Kimber, Alan
- 251-260 Robustness of classical and optimal designs to missing observations
by Smucker, Byran J. & Jensen, Willis & Wu, Zichen & Wang, Bo
- 261-272 Factorial and response surface designs robust to missing observations
by da Silva, Marcelo A. & Gilmour, Steven G. & Trinca, Luzia A.
- 273-286 Optimal designs for comparing regression models with correlated observations
by Dette, Holger & Schorning, Kirsten & Konstantinou, Maria
- 287-296 Computation of c-optimal designs for models with correlated observations
by Rodríguez-Díaz, Juan M.
- 297-310 Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses
by Atkinson, Anthony C. & Biswas, Atanu
- 311-329 Automatic generation of generalised regular factorial designs
by Kobilinsky, André & Monod, Hervé & Bailey, R.A.
- 330-345 Application of imperialist competitive algorithm to find minimax and standardized maximin optimal designs
by Masoudi, Ehsan & Holling, Heinz & Wong, Weng Kee
- 346-362 Designing combined physical and computer experiments to maximize prediction accuracy
by Leatherman, Erin R. & Dean, Angela M. & Santner, Thomas J.
- 363-374 Optimal experimental design on the loading frequency for a probabilistic fatigue model for plain and fibre-reinforced concrete
by Rivas-López, M.J. & Yu, R.C. & López-Fidalgo, J. & Ruiz, G.
- 375-394 Convex relaxation for IMSE optimal design in random-field models
by Gauthier, B. & Pronzato, L.
- 398-423 Median-based estimation of dynamic panel models with fixed effects
by Dhaene, Geert & Zhu, Yu
- 424-440 Robust estimators under a functional common principal components model
by Bali, Juan Lucas & Boente, Graciela
- 441-456 Student Sliced Inverse Regression
by Chiancone, Alessandro & Forbes, Florence & Girard, Stéphane
- 457-474 High dimensional Gaussian copula graphical model with FDR control
by He, Yong & Zhang, Xinsheng & Wang, Pingping & Zhang, Liwen
- 475-496 Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
by Maruotti, Antonello & Punzo, Antonio
2017, Volume 112, Issue C
- 1-13 Variable selection for high-dimensional genomic data with censored outcomes using group lasso prior
by Lee, Kyu Ha & Chakraborty, Sounak & Sun, Jianguo
- 14-23 A finite mixture of multiple discrete distributions for modelling heaped count data
by Bermúdez, Lluís & Karlis, Dimitris & Santolino, Miguel
- 24-41 Some copula inference procedures adapted to the presence of ties
by Kojadinovic, Ivan
- 42-52 An optimal data ordering scheme for Dirichlet process mixture models
by Wang, Xue & Walker, Stephen G.
- 53-62 A Bayesian method for risk window estimation with application to HPV vaccine trial
by Fang, Tian & Mackillop, William & Jiang, Wenyu & Hildesheim, Allan & Wacholder, Sholom & Chen, Bingshu E.
- 63-79 Imputing missing values in unevenly spaced clinical time series data to build an effective temporal classification framework
by Nancy, Jane Y. & Khanna, Nehemiah H. & Arputharaj, Kannan
- 80-87 Fitting parabolas in noisy images
by García-Escudero, Luis A. & Mayo-Iscar, Agustín & Sánchez-Gutiérrez, Clara I.
- 88-98 LogitBoost autoregressive networks
by Goessling, Marc
- 99-113 Bivariate copula additive models for location, scale and shape
by Marra, Giampiero & Radice, Rosalba
- 114-128 Estimation and hypothesis test on partial linear models with additive distortion measurement errors
by Zhang, Jun & Zhou, Yan & Lin, Bingqing & Yu, Yao
- 129-144 A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
by Lv, Jing & Guo, Chaohui & Yang, Hu & Li, Yalian
- 145-153 Analysis of binary longitudinal data with time-varying effects
by Jeong, Seonghyun & Park, Minjae & Park, Taeyoung
- 154-169 The generalized moment estimation of the additive–multiplicative hazard model with auxiliary survival information
by Shang, Wenpeng & Wang, Xiao
- 170-185 Bayesian variable selection for a semi-competing risks model with three hazard functions
by Chapple, Andrew G. & Vannucci, Marina & Thall, Peter F. & Lin, Steven
- 186-197 Analysis of a fixed center effect additive rates model for recurrent event data
by He, Haijin & Pan, Deng & Sun, Liuquan & Li, Yimei & Robison, Leslie L. & Song, Xinyuan
- 198-214 A quantitative comparison of stochastic mortality models on Italian population data
by Carfora, M.F. & Cutillo, L. & Orlando, A.
- 215-223 Competing risk model with bivariate random effects for clustered survival data
by Lai, Xin & Yau, Kelvin K.W. & Liu, Liu
- 224-234 Sieve maximum likelihood estimation for the proportional hazards model under informative censoring
by Chen, Xuerong & Hu, Tao & Sun, Jianguo
- 235-241 Transformed contribution ratio test for the number of factors in static approximate factor models
by Xia, Qiang & Liang, Rubing & Wu, Jianhong
- 242-256 Simultaneous dimension reduction and variable selection in modeling high dimensional data
by Lansangan, Joseph Ryan G. & Barrios, Erniel B.
- 257-269 Estimation of population proportion for judgment post-stratification
by Zamanzade, Ehsan & Wang, Xinlei
2017, Volume 111, Issue C
- 1-13 RHSBoost: Improving classification performance in imbalance data
by Gong, Joonho & Kim, Hyunjoong
- 14-26 The robust EM-type algorithms for log-concave mixtures of regression models
by Hu, Hao & Yao, Weixin & Wu, Yichao
- 27-47 Online EM for functional data
by Maire, Florian & Moulines, Eric & Lefebvre, Sidonie
- 48-58 Penalized principal logistic regression for sparse sufficient dimension reduction
by Shin, Seung Jun & Artemiou, Andreas
- 59-76 Multivariate location and scatter matrix estimation under cellwise and casewise contamination
by Leung, Andy & Yohai, Victor & Zamar, Ruben
- 77-87 Subject-wise empirical likelihood inference in partial linear models for longitudinal data
by Qian, Lianfen & Wang, Suojin
- 88-101 Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study
by Zhu, Hongxiao & Morris, Jeffrey S. & Wei, Fengrong & Cox, Dennis D.
- 102-115 Bayesian local influence of semiparametric structural equation models
by Ouyang, Ming & Yan, Xiaodong & Chen, Ji & Tang, Niansheng & Song, Xinyuan
- 116-130 Robust and sparse estimators for linear regression models
by Smucler, Ezequiel & Yohai, Victor J.
- 131-144 Sufficient dimension reduction constrained through sub-populations
by Al-Najjar, Elias & Adragni, Kofi P.
- 145-165 Residual and stratified branching particle filters
by Kouritzin, Michael A.
- 166-182 Smooth conditional distribution estimators using Bernstein polynomials
by Belalia, Mohamed & Bouezmarni, Taoufik & Leblanc, Alexandre
- 183-202 Pharmacokinetically guided optimum adaptive dose selection in early phase clinical trials
by Alam, M. Iftakhar & Bogacka, Barbara & Coad, D. Stephen
- 203-219 A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature
by Ueckert, Sebastian & Mentré, France
2017, Volume 110, Issue C
- 1-18 D-vine copula based quantile regression
by Kraus, Daniel & Czado, Claudia
- 19-36 A hidden Markov model for latent temporal clustering with application to ideological alignment in the U.S. Supreme Court
by Crane, Harry
- 37-49 Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association
by Huang, Zhendong & Ferrari, Davide & Qian, Guoqi
- 50-63 Estimating time-varying treatment switching effects via local linear smoothing and quasi-likelihood
by Lin, Hongmei & Zhang, Riquan & Xu, Wenchao & Wang, Yuedong
- 64-74 Nearest neighbor estimates of regression
by Doksum, Kjell A. & Jiang, Jiancheng & Sun, Bo & Wang, Shuzhen
- 75-86 Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments
by Li, Shuwei & Hu, Tao & Wang, Peijie & Sun, Jianguo
- 87-102 Mixture models for mixed-type data through a composite likelihood approach
by Ranalli, Monia & Rocci, Roberto
- 103-114 Variable selection for multiply-imputed data with penalized generalized estimating equations
by Geronimi, J. & Saporta, G.
- 115-133 Bayesian group bridge for bi-level variable selection
by Mallick, Himel & Yi, Nengjun
- 134-144 Principal components adjusted variable screening
by Liu, Zhongkai & Song, Rui & Zeng, Donglin & Zhang, Jiajia
- 145-159 Generalized partially linear regression with misclassified data and an application to labour market transitions
by Dlugosz, Stephan & Mammen, Enno & Wilke, Ralf A.
2017, Volume 109, Issue C
- 1-14 Partial projective resampling method for dimension reduction: With applications to partially linear models
by Hilafu, Haileab & Wu, Wenbo
- 15-33 Composite quantile regression for correlated data
by Zhao, Weihua & Lian, Heng & Song, Xinyuan
- 34-44 A mixture model-based nonparametric approach to estimating a count distribution
by Chee, Chew-Seng
- 45-63 Estimation of selected parameters
by Pan, Jia-Chiun & Huang, Yufen & Hwang, J.T. Gene
- 64-75 Robust and efficient estimation of multivariate scatter and location
by Maronna, Ricardo A. & Yohai, Victor J.
- 76-92 Correlation between graphs with an application to brain network analysis
by Fujita, André & Takahashi, Daniel Yasumasa & Balardin, Joana Bisol & Vidal, Maciel Calebe & Sato, João Ricardo
- 93-104 Adjusting background noise in cluster analyses of longitudinal data
by Han, Shengtong & Zhang, Hongmei & Karmaus, Wilfried & Roberts, Graham & Arshad, Hasan
- 105-120 Inference for biased transformation models
by Zhu, Xuehu & Wang, Tao & Zhao, Junlong & Zhu, Lixing
- 121-143 Bayesian quantile regression using random B-spline series prior
by Das, Priyam & Ghosal, Subhashis
- 144-158 Bayesian robust principal component analysis with structured sparse component
by Han, Ningning & Song, Yumeng & Song, Zhanjie
- 159-181 An SVM-like approach for expectile regression
by Farooq, Muhammad & Steinwart, Ingo
- 182-198 Flexible integro-difference equation modeling for spatio-temporal data
by Richardson, Robert & Kottas, Athanasios & Sansó, Bruno
- 199-214 Objective Bayesian analysis of JM model in software reliability
by Lian, Yongqiang & Tang, Yincai & Wang, Yijun
- 215-230 Uncertainty-safe large scale support vector machines
by Couellan, Nicolas & Wang, Wenjuan
- 231-246 Hierarchical models: Local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
by Bédard, Mylène
2017, Volume 108, Issue C
- 1-11 A new two-stage multiple comparison procedure for comparing several exponential populations with a control under heteroscedasticity
by Maurya, Vishal & Gill, A.N. & Goyal, Aarti
- 12-26 Analysis of left truncated and right censored competing risks data
by Kundu, Debasis & Mitra, Debanjan & Ganguly, Ayon
- 27-39 The doubly smoothed maximum likelihood estimation for location-shifted semiparametric mixtures
by Seo, Byungtae
- 40-51 Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
by Monbet, Valérie & Ailliot, Pierre
- 52-69 Tracking concept drift using a constrained penalized regression combiner
by Wang, Li-Yu & Park, Cheolwoo & Yeon, Kyupil & Choi, Hosik
- 70-83 Adaptive penalized splines for data smoothing
by Yang, Lianqiang & Hong, Yongmiao
- 84-96 Approximate maximum likelihood estimation of the Bingham distribution
by Bee, Marco & Benedetti, Roberto & Espa, Giuseppe
- 97-120 Nonparametric estimation of dynamic discrete choice models for time series data
by Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin
- 121-132 Correlation rank screening for ultrahigh-dimensional survival data
by Zhang, Jing & Liu, Yanyan & Wu, Yuanshan
- 133-145 A multi-row deletion diagnostic for influential observations in small-sample regressions
by Kaffine, Daniel T. & Davis, Graham A.
- 146-157 Robust estimation and variable selection in sufficient dimension reduction
by Rekabdarkolaee, Hossein Moradi & Boone, Edward & Wang, Qin
2017, Volume 107, Issue C
- 1-17 Density estimation on manifolds with boundary
by Berry, Tyrus & Sauer, Timothy
- 18-31 Estimating a non-homogeneous Gompertz process with jumps as model of tumor dynamics
by Giorno, Virginia & Román-Román, Patricia & Spina, Serena & Torres-Ruiz, Francisco
- 32-47 Poisson mixed models for studying the poverty in small areas
by Boubeta, Miguel & Lombardía, María José & Morales, Domingo
- 48-63 A new class of defective models based on the Marshall–Olkin family of distributions for cure rate modeling
by Rocha, Ricardo & Nadarajah, Saralees & Tomazella, Vera & Louzada, Francisco
- 64-80 On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism
by Cui, Xia & Guo, Jianhua & Yang, Guangren
- 81-91 Deriving optimal data-analytic regimes from benchmarking studies
by Doove, Lisa L. & Wilderjans, Tom F. & Calcagnì, Antonio & Van Mechelen, Iven
- 92-106 Robust estimators of accelerated failure time regression with generalized log-gamma errors
by Agostinelli, Claudio & Locatelli, Isabella & Marazzi, Alfio & Yohai, Víctor J.
- 107-119 Variable selection using shrinkage priors
by Li, Hanning & Pati, Debdeep
- 120-130 Semiparametric regression analysis of multivariate longitudinal data with informative observation times
by Deng, Shirong & Liu, Kin-yat & Zhao, Xingqiu
- 131-148 Canonical kernel dimension reduction
by Tao, Chenyang & Feng, Jianfeng
- 149-161 Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models
by Krivitsky, Pavel N.
- 162-175 Saddlepoint tests for accurate and robust inference on overdispersed count data
by Aeberhard, William H. & Cantoni, Eva & Heritier, Stephane
2017, Volume 106, Issue C
- 1-11 Generalized estimating equations with stabilized working correlation structure
by Kwon, Yongchan & Choi, Young-Geun & Park, Taesung & Ziegler, Andreas & Paik, Myunghee Cho
- 12-26 Parametric methods for confidence interval estimation of overlap coefficients
by Wang, Dan & Tian, Lili
- 27-45 FFT-based fast bandwidth selector for multivariate kernel density estimation
by Gramacki, Artur & Gramacki, Jarosław
- 46-64 Robust estimation in partially linear errors-in-variables models
by Bianco, Ana M. & Spano, Paula M.
- 65-76 Simultaneous confidence intervals for comparisons of several multinomial samples
by Schaarschmidt, Frank & Gerhard, Daniel & Vogel, Charlotte
- 77-89 Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
by Li, J. & Nott, D.J. & Fan, Y. & Sisson, S.A.
- 90-102 An alternative pruning based approach to unbiased recursive partitioning
by Alvarez-Iglesias, Alberto & Hinde, John & Ferguson, John & Newell, John
- 103-126 Sparse seasonal and periodic vector autoregressive modeling
by Baek, Changryong & Davis, Richard A. & Pipiras, Vladas
- 127-137 Cross-validated wavelet block thresholding for non-Gaussian errors
by McGinnity, K. & Varbanov, R. & Chicken, E.
- 138-152 Model selection for discrete regular vine copulas
by Panagiotelis, Anastasios & Czado, Claudia & Joe, Harry & Stöber, Jakob
- 153-164 Estimating functional linear mixed-effects regression models
by Liu, Baisen & Wang, Liangliang & Cao, Jiguo
2017, Volume 105, Issue C
- 1-10 Model-based simultaneous clustering and ordination of multivariate abundance data in ecology
by Hui, Francis K.C.
- 11-23 Quasi-systematic sampling from a continuous population
by Wilhelm, Matthieu & Tillé, Yves & Qualité, Lionel
- 24-45 Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
by Serfling, Robert & Wijesuriya, Uditha
- 46-52 A note on modeling sparse exponential-family functional response curves
by Gertheiss, Jan & Goldsmith, Jeff & Staicu, Ana-Maria
- 53-58 A fast algorithm for two-dimensional Kolmogorov–Smirnov two sample tests
by Xiao, Yuanhui
- 59-75 Fitting large-scale structured additive regression models using Krylov subspace methods
by Schmidt, Paul & Mühlau, Mark & Schmid, Volker
- 76-95 A general hidden state random walk model for animal movement
by Nicosia, Aurélien & Duchesne, Thierry & Rivest, Louis-Paul & Fortin, Daniel
- 96-111 Normal–Gamma–Bernoulli peak detection for analysis of comprehensive two-dimensional gas chromatography mass spectrometry data
by Kim, Seongho & Jang, Hyejeong & Koo, Imhoi & Lee, Joohyoung & Zhang, Xiang
- 112-124 Confidence intervals through sequential Monte Carlo
by Silva, Ivair R.
- 125-143 Asymptotically optimal differenced estimators of error variance in nonparametric regression
by Wang, WenWu & Yu, Ping
- 144-165 Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
by López-Cheda, Ana & Cao, Ricardo & Jácome, M. Amalia & Van Keilegom, Ingrid
- 166-183 Approximate maximum likelihood estimation using data-cloning ABC
by Picchini, Umberto & Anderson, Rachele
- 184-200 Bayesian local influence analysis of general estimating equations with nonignorable missing data
by Zhang, Yan-Qing & Tang, Nian-Sheng
- 201-216 Model free feature screening for ultrahigh dimensional data with responses missing at random
by Lai, Peng & Liu, Yiming & Liu, Zhi & Wan, Yi
- 217-228 A simple approach to sparse clustering
by Arias-Castro, Ery & Pu, Xiao
- 229-242 Rank constrained distribution and moment computations
by Kiatsupaibul, Seksan & J. Hayter, Anthony & Liu, Wei
- 243-267 Robust estimation in stochastic frontier models
by Song, Junmo & Oh, Dong-hyun & Kang, Jiwon
- 268-279 Sequential rank CUSUM charts for angular data
by Lombard, F. & Hawkins, Douglas M. & Potgieter, Cornelis J.
- 280-292 Data-driven algorithms for dimension reduction in causal inference
by Persson, Emma & Häggström, Jenny & Waernbaum, Ingeborg & de Luna, Xavier
2016, Volume 104, Issue C
- 1-9 A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
by Lyubchich, Vyacheslav & Wang, Xingyu & Heyes, Andrew & Gel, Yulia R.
- 10-23 Power computation for hypothesis testing with high-dimensional covariance matrices
by Lin, Ruitao & Liu, Zhongying & Zheng, Shurong & Yin, Guosheng
- 24-34 Functional archetype and archetypoid analysis
by Epifanio, Irene
- 35-50 Bayesian crossover designs for generalized linear models
by Singh, Satya Prakash & Mukhopadhyay, Siuli
- 51-65 Visualizing the effects of a changing distance on data using continuous embeddings
by Gruenhage, Gina & Opper, Manfred & Barthelme, Simon
- 66-78 Integrative weighted group lasso and generalized local quadratic approximation
by Pan, Qing & Zhao, Yunpeng
- 79-90 Partial identification in the statistical matching problem
by Ahfock, Daniel & Pyne, Saumyadipta & Lee, Sharon X. & McLachlan, Geoffrey J.
- 91-109 n-consistent density estimation in semiparametric regression models
by Li, Shuo & Tu, Yundong
- 110-129 Semi-parametric copula sample selection models for count responses
by Marra, Giampiero & Wyszynski, Karol
- 130-147 Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
by Barbeito, Inés & Cao, Ricardo
- 148-168 Bayesian estimation of the tail index of a heavy tailed distribution under random censoring
by Ameraoui, Abdelkader & Boukhetala, Kamal & Dupuy, Jean-François
- 169-182 Estimating random-intercept models on data streams
by Ippel, L. & Kaptein, M.C. & Vermunt, J.K.
- 183-196 Using the Bayesian Shtarkov solution for predictions
by Le, Tri & Clarke, Bertrand
- 197-208 Cause-specific hazard regression for competing risks data under interval censoring and left truncation
by Li, Chenxi
- 209-222 Robust methods for heteroskedastic regression
by Atkinson, Anthony C. & Riani, Marco & Torti, Francesca
- 223-232 Multiple comparisons of treatments with skewed ordinal responses
by Lu, Tong-Yu & Poon, Wai-Yin & Cheung, Siu Hung
- 233-246 Modeling nonstationary covariance function with convolution on sphere
by Li, Yang & Zhu, Zhengyuan
2016, Volume 103, Issue C
- 1-16 Nonparametric mixture models with conditionally independent multivariate component densities
by Chauveau, Didier & Hoang, Vy Thuy Lynh
- 17-27 On a dispersion model with Pearson residual responses
by Wu, K.Y.K. & Li, W.K.
- 28-55 Copula in a multivariate mixed discrete–continuous model
by Zilko, Aurelius A. & Kurowicka, Dorota
- 56-67 Bandwidth selection for kernel log-density estimation
by Hazelton, Martin L. & Cox, Murray P.
- 68-78 Bayesian model selection in ordinal quantile regression
by Alhamzawi, Rahim
- 79-90 Cox regression analysis of dependent interval-censored failure time data
by Ma, Ling & Hu, Tao & Sun, Jianguo
- 91-110 Multidimensional and longitudinal item response models for non-ignorable data
by Santos, Vera Lúcia F. & Moura, Fernando A.S. & Andrade, Dalton F. & Gonçalves, Kelly C.M.
- 111-123 Iterated imputation estimation for generalized linear models with missing response and covariate values
by Fang, Fang & Shao, Jun
- 124-138 A covariate nonrandomized response model for multicategorical sensitive variables
by Groenitz, Heiko
- 139-150 Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach
by Feng, Sanying & Lian, Heng & Zhu, Fukang
- 151-169 Linear mixed models with marginally symmetric nonparametric random effects
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 170-192 Confidence intervals for an ordinal effect size measure based on partially validated series
by Qiu, Shi-Fang & Poon, Wai-Yin & Tang, Man-Lai
- 193-205 Ensemble sufficient dimension folding methods for analyzing matrix-valued data
by Xue, Yuan & Yin, Xiangrong & Jiang, Xiaolin
- 206-228 A variational Expectation–Maximization algorithm for temporal data clustering
by El Assaad, Hani & Samé, Allou & Govaert, Gérard & Aknin, Patrice
- 229-241 Functional regression approximate Bayesian computation for Gaussian process density estimation
by Rodrigues, G.S. & Nott, David J. & Sisson, S.A.
- 242-249 A multiple imputation approach to the analysis of clustered interval-censored failure time data with the additive hazards model
by Chen, Ling & Sun, Jianguo & Xiong, Chengjie
- 250-262 A relative error-based approach for variable selection
by Hao, Meiling & Lin, Yunyuan & Zhao, Xingqiu
- 263-283 Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach
by Zhu, Xuehu & Chen, Fei & Guo, Xu & Zhu, Lixing
- 284-303 Ridge estimation of inverse covariance matrices from high-dimensional data
by van Wieringen, Wessel N. & Peeters, Carel F.W.
- 304-315 Tolerance limits under normal mixtures: Application to the evaluation of nuclear power plant safety and to the assessment of circular error probable
by Zimmer, Zachary & Park, DoHwan & Mathew, Thomas
- 316-329 A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes
by He, Heping & Severini, Thomas A.
- 330-349 Adaptive spectral estimation for nonstationary multivariate time series
by Zhang, Shibin
- 350-366 Comparing classical criteria for selecting intra-class correlated features in Multimix
by Hunt, Lynette A. & Basford, Kaye E.
- 367-383 Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling
by Garbuno-Inigo, A. & DiazDelaO, F.A. & Zuev, K.M.
- 384-400 Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
by Huang, Lele & Zhao, Junlong & Wang, Huiwen & Wang, Siyang
- 401-412 The use of random-effect models for high-dimensional variable selection problems
by Kwon, Sunghoon & Oh, Seungyoung & Lee, Youngjo
- 413-425 Semiparametric mixture: Continuous scale mixture approach
by Xiang, Sijia & Yao, Weixin & Seo, Byungtae
- 426-437 Efficient computation of the quasi likelihood function for discretely observed diffusion processes
by Höök, Lars Josef & Lindström, Erik
2016, Volume 102, Issue C
- 1-22 Estimation of linear target-layer trajectories using cluttered point cloud data
by Bryner, Darshan & Huffer, Fred & Rosenthal, Michael & Tucker, J. Derek & Srivastava, Anuj
- 23-36 Maximum likelihood estimation of triangular and polygonal distributions
by Nguyen, Hien D. & McLachlan, Geoffrey J.
- 37-54 A simple testing procedure for unit root and model specification
by Costantini, Mauro & Sen, Amit
- 55-66 Improved near-exact distributions for the product of independent Generalized Gamma random variables
by Marques, Filipe J. & Loingeville, Florence
- 67-84 On bandwidth selection using minimal spanning tree for kernel density estimation
by Sreevani, & Murthy, C.A.
- 85-97 Feature screening for generalized varying coefficient models with application to dichotomous responses
by Xia, Xiaochao & Yang, Hu & Li, Jialiang
- 98-109 A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
by Feng, Sanying & Lian, Heng & Xue, Liugen
2016, Volume 101, Issue C
- 1-11 EM algorithm in Gaussian copula with missing data
by Ding, Wei & Song, Peter X.-K.
- 12-28 Symmetric adaptive smoothing regimens for estimation of the spatial relative risk function
by Davies, Tilman M. & Jones, Khair & Hazelton, Martin L.
- 29-43 Inference and mixture modeling with the Elliptical Gamma Distribution
by Hosseini, Reshad & Sra, Suvrit & Theis, Lucas & Bethge, Matthias
- 44-56 Computation of the autocovariances for time series with multiple long-range persistencies
by McElroy, Tucker S. & Holan, Scott H.
- 57-63 Covariate-adjusted quantile inference with competing risks
by Lee, Minjung & Han, Junhee
- 64-79 Bayesian nonparametric multiple testing
by Cipolli III, William & Hanson, Timothy & McLain, Alexander C.
- 80-92 Change of spatiotemporal scale in dynamic models
by Kim, Yongku & Berliner, L. Mark
- 93-109 Dynamic GSCANO (Generalized Structured Canonical Correlation Analysis) with applications to the analysis of effective connectivity in functional neuroimaging data
by Zhou, Lixing & Takane, Yoshio & Hwang, Heungsun
- 110-120 Prior selection for panel vector autoregressions
by Korobilis, Dimitris
- 121-136 A Bayesian method for simultaneous registration and clustering of functional observations
by Wu, Zizhen & Hitchcock, David B.
- 137-147 Maximum likelihood estimation of the mixture of log-concave densities
by Hu, Hao & Wu, Yichao & Yao, Weixin
- 148-160 A fast and objective multidimensional kernel density estimation method: fastKDE
by O’Brien, Travis A. & Kashinath, Karthik & Cavanaugh, Nicholas R. & Collins, William D. & O’Brien, John P.
- 161-173 Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial
by Bedair, Khaled & Hong, Yili & Li, Jie & Al-Khalidi, Hussein R.