Current Index to Statistics
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach
Chen, Cathy W. S.
Support vector quantile regression with varying coefficients
Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates
Bayesian estimation of the half-normal regression model with deterministic frontier
Gavilan, Jose M.
Ortega, Francisco J.
Geometrically designed, variable knot regression splines
Verrall, Richard J.
Dimitrova, Dimitrina S.
Kaishev, Vladimir K.
Polynomial spline estimation for partial functional linear regression models
Robust estimation for varying index coefficient models
Generalized moment estimation of stochastic differential equations
Hotta, Luiz Koodi
Laurini, Márcio Poletti
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
Bayesian segmental growth mixture Tobit models with skew distributions
Dagne, Getachew A.
Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection
Minimizing variable selection criteria by Markov chain Monte Carlo
Assessing the diagnostic power of variables measured with a detection limit
Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights
A sensibility study of the autobinomial model estimation methods based on a feature similarity index
Ordered spatial sampling by means of the traveling salesman problem
A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks
A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization
On progressively first failure censored Lindley distribution
Sparse principal component analysis subject to prespecified cardinality of loadings
Partitions of Pearson’s Chi-square statistic for frequency tables: a comprehensive account
The role of the isotonizing algorithm in Stein’s covariance matrix estimator
Simulations of full multivariate Tweedie with flexible dependence structure
Context-specific independence in graphical log-linear models
Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data
Robust estimation of the number of components for mixtures of linear regression models
Modified restricted Liu estimator in logistic regression model
Constrained test in linear models with multivariate power exponential distribution
ANCOVA: a heteroscedastic global test when there is curvature and two covariates
Preliminary tests when comparing means
Exact sample size determination for the ratio of two incidence rates under the Poisson distribution
Bayesian beta regression with Bayesianbetareg R-package
Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data
Kokonendji, Célestin C.
Kiessé, Tristan Senga
Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method
Prediction intervals based on Gompertz doubly censored data
Ali, S. F. Niazi
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
Bayesian estimation and inference for log-ACD models
Lin, Edward M. H.
Practical use of robust GCV and modified GCV for spline smoothing
Anderssen, Robert S.
Hoog, Frank R. de
Lukas, Mark A.
Two-sample homogeneity tests based on divergence measures
Efficient computation of the Bergsma–Dassios sign covariance
Composite quantile regression for single-index models with asymmetric errors
Combining dissimilarity matrices by using rank correlations
Amerise, Ilaria L.
Determining cutoff values of prognostic factors in survival data with competing risks
Convexity of Gaussian chance constraints and of related probability maximization problems
A genetic algorithm for designing microarray experiments
Latif, A. H. M. Mahbub
Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and high-dimensional semicontinuous biomarker data
On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector
Ahn, Jae Youn
Correcting statistical models via empirical distribution functions
Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
Confidence interval estimation by a joint pivot method
Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost
Bin, Riccardo De
Selectiongain: an R package for optimizing multi-stage selection
Melchinger, Albrecht E.
Utz, H. Friedrich
Introducing libeemd: a program package for performing the ensemble empirical mode decomposition
Luukko, P. J. J.
Probability Distributome: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions
Pearl, Dennis K.
Dinov, Ivo D.
Comparison of Value-at-Risk models using the MCS approach
A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature
Ng, Hon Keung Tony
A multistage algorithm for best-subset model selection based on the Kullback–Leibler discrepancy
Cavanaugh, Joseph E.
A sequential multiple change-point detection procedure via VIF regression
Semiparametric variable selection for partially varying coefficient models with endogenous variables
Improving efficiency of data augmentation algorithms using Peskun’s theorem
Random variate generation and connected computational issues for the Poisson–Tweedie distribution
Second-order generalized estimating equations for correlated count data
Density-based clustering with non-continuous data
Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians
Hui, Harry C.
Mok, Doris S. Y.
Lau, Esther Y. Y.
Cheung, S. F.
Lee, Paul H.
Yu, Philip L. H.
The shooting S-estimator for robust regression
Robust likelihood inference for multivariate correlated count data
Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model
Lim, Hock Ann
Influence measures in ridge regression when the error terms follow an Ar(1) process
Özkale, M. Revan
Açar, Tuğba Söküt
Bayesian accelerated life testing under competing log-location-scale family of causes of failure
Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates
Healey, Alan F.
Prendergast, Luke A.
Group-wise sufficient dimension reduction with principal fitted components
Raim, Andrew M.
Popuri, Sai K.
Adragni, Kofi P.
Random Subspace Method for high-dimensional regression with the R package regRSM
Kłopotek, Robert A.
Least squares generalized inferences in unbalanced two-component normal mixed linear model
Clustering bivariate mixed-type data via the cluster-weighted model