Volume 66.
(as bibtex)
57 references.
Articles

131. Bayesian nonparametric regression with varying residual density
Dunson, David B.,
Pati, Debdeep

121140. Biascorrected statistical inference for partially linear varying coefficient errorsinvariables models with restricted condition
Xue, Liugen,
Feng, Sanying

141163. A truncated estimation method with guaranteed accuracy
Vasiliev, Vyacheslav A.

165191. Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
Lv, Yazhao,
Liu, Jicai,
Zhang, Riquan,
Zhao, Weihua

193220. The harmonic moment tail index estimator: asymptotic distribution and robustness
Stehlík, Milan,
Schell, Dieter,
Beran, Jan

221244. Bayesian adaptive Lasso
Nott, David,
Tran, MinhNgoc,
Leng, Chenlei

245278. Objective Bayesian analysis for a capture–recapture model
He, Chong,
Sun, Dongchu,
Xu, Chang

279301. Testing covariates in highdimensional regression
Tsai, ChihLing,
Wang, Hansheng,
Lan, Wei

303324. On data depth in infinite dimensional spaces
Chaudhuri, Probal,
Chakraborty, Anirvan

325344. Jump detection in time series nonparametric regression models: a polynomial spline approach
Song, Qiongxia,
Yang, Yujiao

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting

3361. A \(U\)statistic approach for a highdimensional twosample mean testing problem under nonnormality and Behrens–Fisher setting
Ahmad, M. Rauf

345367. Qualitative inequalities for squared partial correlations of a Gaussian random vector
Chaudhuri, Sanjay

369382. Asymptotics of the Empirical Crossover Function
Dey, Dipak K.,
Pozdnyakov, Vladimir,
Bharath, Karthik

383412. Varying coefficients partially linear models with randomly censored data
Bravo, Francesco

413439. Testing linearity against threshold effects: uniform inference in quantile regression
Olmo, Jose,
MontesRojas, Gabriel,
Kato, Kengo,
Galvao, Antonio F.

443471. Computational aspects of sequential Monte Carlo filter and smoother
Kitagawa, Genshiro

473494. Spatially varying SAR models and Bayesian inference for highresolution lattice data
West, Mike,
Kasibhatla, Prasad S.,
Mukherjee, Chiranjit

495526. Bayesian nonparametric modeling for functional analysis of variance
Gelfand, Alan E.,
Nguyen, XuanLong

527552. Simulated likelihood inference for stochastic volatility models using continuous particle filtering
Doucet, Arnaud,
Malik, Sheheryar,
Pitt, Michael K.

553575. Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model
Johansen, Adam M.,
Aston, John A. D.,
Nam, Christopher F. H.

577609. Staticparameter estimation in piecewise deterministic processes using particle Gibbs samplers
Spanò, Dario,
Johansen, Adam M.,
Finke, Axel

611645. Multicanonical MCMC for sampling rare events: an illustrative review
Kitajima, Akimasa,
Saito, Nen,
Iba, Yukito

6374. Local consistency of Markov chain Monte Carlo methods
Kamatani, Kengo

647685. Recent results in the theory and applications of CARMA processes
Brockwell, P. J.

687702. Identification and estimation of superposed Neyman–Scott spatial cluster processes
Ogata, Yosihiko,
Tanaka, Ushio

703723. On the construction of minimum information bivariate copula families
Wilson, Kevin J.,
Bedford, Tim

725757. Approximate tail probabilities of the maximum of a chisquare field on multidimensional lattice points and their applications to detection of loci interactions
Kurata, Nori,
Fujisawa, Hironori,
Harushima, Yoshiaki,
Kuriki, Satoshi

7592. Bootstrapping continuoustime autoregressive processes
Niebuhr, Tobias,
Kreiss, JensPeter,
Brockwell, Peter J.

759787. Some binary startup demonstration tests and associated inferential methods
Milienos, F. S.,
Koutras, M. V.,
Balakrishnan, N.

789809. Permissible boundary prior function as a virtually proper prior density
Ohnishi, Toshio,
Yanagimoto, Takemi

811832. Estimation of a nonnegative location parameter with unknown scale
Strawderman, William E.,
Marchand, Éric,
Jozani, Mohammad Jafari

833864. Prediction in Ewens–Pitman sampling formula and random samples from number partitions
Sibuya, Masaaki

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals
Yu, HuiChun,
Chen, HuangYu,
Hsu, ChihYuan,
Wu, TieeJian

865895. Root \(n\) estimates of vectors of integrated density partial derivative functionals

897912. Proportional odds frailty model and stochastic comparisons
Peng, Cheng,
Gupta, Ramesh C.

913930. Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data
Riddlesworth, Tonya,
Ren, JianJian

93120. Momentumspace approach to asymptotic expansion for stochastic filtering
Fujii, Masaaki

931960. On estimation and inference in a partially linear hazard model with varying coefficients
Zhou, Yong,
Chen, Xuerong,
Wan, Alan T. K.,
Ma, Yunbei

961981. Extensions of saddlepointbased bootstrap inference
Wickramasinghe, R. Indika P.,
Trindade, A. Alexandre,
Paige, Robert L.

9831010. A distancebased, misclassification rate adjusted classifier for multiclass, highdimensional data
Yata, Kazuyoshi,
Aoshima, Makoto