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ORCIDComputational Statistics & Data Analysis, Volume 101
Volume 101, September 2016
- Wei Ding
, Peter X.-K. Song:
EM algorithm in Gaussian copula with missing data. 1-11 - Tilman M. Davies, Khair Jones, Martin L. Hazelton:
Symmetric adaptive smoothing regimens for estimation of the spatial relative risk function. 12-28 - Reshad Hosseini, Suvrit Sra, Lucas Theis, Matthias Bethge:
Inference and mixture modeling with the Elliptical Gamma Distribution. 29-43
- Tucker S. McElroy, Scott H. Holan:
Computation of the autocovariances for time series with multiple long-range persistencies. 44-56
- Minjung Lee, Junhee Han:
Covariate-adjusted quantile inference with competing risks. 57-63 - William Cipolli III, Timothy Hanson, Alexander C. McLain:
Bayesian nonparametric multiple testing. 64-79 - Yongku Kim, L. Mark Berliner:
Change of spatiotemporal scale in dynamic models. 80-92 - Lixing Zhou, Yoshio Takane, Heungsun Hwang:
Dynamic GSCANO (Generalized Structured Canonical Correlation Analysis) with applications to the analysis of effective connectivity in functional neuroimaging data. 93-109
- Dimitris Korobilis:
Prior selection for panel vector autoregressions. 110-120
- Zizhen Wu, David B. Hitchcock:
A Bayesian method for simultaneous registration and clustering of functional observations. 121-136 - Hao Hu, Yichao Wu, Weixin Yao:
Maximum likelihood estimation of the mixture of log-concave densities. 137-147
- Travis A. O'Brien, Karthik Kashinath, Nicholas R. Cavanaugh, William D. Collins, John P. O'Brien:
A fast and objective multidimensional kernel density estimation method: fastKDE. 148-160 - Khaled Bedair, Yili Hong, Jie Li, Hussein R. Al-Khalidi:
Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial. 161-173 - Qixuan Chen, Myunghee Cho Paik, Minjin Kim, Cuiling Wang:
Using link-preserving imputation for logistic partially linear models with missing covariates. 174-185 - Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi, Virginia Lacal:
Structure learning in Bayesian Networks using regular vines. 186-208 - Qi Li, Heng Lian, Fukang Zhu:
Robust closed-form estimators for the integer-valued GARCH (1, 1) model. 209-225 - Samuel M. Gross, Robert Tibshirani:
Data Shared Lasso: A novel tool to discover uplift. 226-235
- Spyridon J. Hatjispyros, Theodoros Nicoleris, Stephen G. Walker:
Random density functions with common atoms and pairwise dependence. 236-249
- Namgil Lee, Hyemi Choi, Sung-Ho Kim:
Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise. 250-276 - William Kleiber:
High resolution simulation of nonstationary Gaussian random fields. 277-288
- Baidya Nath Mandal, Jun Ma:
l1 regularized multiplicative iterative path algorithm for non-negative generalized linear models. 289-299 - Huon Wilson, Uri Keich:
Accurate pairwise convolutions of non-negative vectors via FFT. 300-315
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