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ORCIDComputational Statistics & Data Analysis, Volume 70
Volume 70, February 2014
- Heiko Großmann:
Automating the analysis of variance of orthogonal designs. 1-18 - Sophie Hautphenne
, Mark Fackrell:
An EM algorithm for the model fitting of Markovian binary trees. 19-34 - Patricia Menéndez, Yanan Fan, Paul H. Garthwaite, Scott A. Sisson:
Simultaneous adjustment of bias and coverage probabilities for confidence intervals. 35-44 - Elizabeth G. Ryan, Christopher C. Drovandi, M. Helen Thompson, Anthony N. Pettitt:
Towards Bayesian experimental design for nonlinear models that require a large number of sampling times. 45-60 - W. J. J. Roberts:
Factor analysis parameter estimation from incomplete data. 61-66 - Elizabeth Ann Maharaj, Andrés M. Alonso:
Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals. 67-87 - Raul Cruz-Cano, Mei-Ling Ting Lee:
Fast regularized canonical correlation analysis. 88-100
- Suohong Wang, Biao Zhang:
Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model. 101-115 - Lan Wu, Yuehan Yang, Hanzhong Liu:
Nonnegative-lasso and application in index tracking. 116-126 - Tony Siu Tung Wong, Wai Keung Li:
Test for homogeneity in gamma mixture models using likelihood ratio. 127-137 - Shan Luo, Zehua Chen:
Edge detection in sparse Gaussian graphical models. 138-152 - Eugene Kouassi, Mbodja Mougoué, Joel Sango, Jean Marcelin Bosson Brou, Claude M. O. Amba, Afeez Adebare Salisu:
Testing for heteroskedasticity and spatial correlation in a two way random effects model. 153-171 - Guochang Wang, Nan Lin, Baoxue Zhang:
Functional k-means inverse regression. 172-182 - Tao Zhang, Qingzhao Zhang, Qihua Wang:
Model detection for functional polynomial regression. 183-197 - S. Roberts, G. Nowak:
Stabilizing the lasso against cross-validation variability. 198-211 - Mike K. P. So, Ray S. W. Chung:
Dynamic seasonality in time series. 212-226 - Geneviève Lefebvre, Juli Atherton, Denis Talbot:
The effect of the prior distribution in the Bayesian Adjustment for Confounding algorithm. 227-240 - Peng Lai, Qihua Wang, Xiao-Hua Zhou:
Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model. 241-256 - David A. Campbell, Subhash Lele:
An ANOVA test for parameter estimability using data cloning with application to statistical inference for dynamic systems. 257-267 - Yolanda Marhuenda, Domingo Morales, María del Carmen Pardo:
Information criteria for Fay-Herriot model selection. 268-280 - Michael A. Kouritzin, Fraser Newton, Biao Wu:
A graph theoretic approach to simulation and classification. 281-294 - Wenjing Xu, Qing Pan, Joseph L. Gastwirth:
Cox proportional hazards models with frailty for negatively correlated employment processes. 295-307 - Linyuan Li, Shan Yao, Pierre Duchesne:
On wavelet-based testing for serial correlation of unknown form using Fan's adaptive Neyman method. 308-327 - Xavier Puig, Josep Ginebra:
A cluster analysis of vote transitions. 328-344 - Shen Liu, Elizabeth Ann Maharaj, Brett Inder:
Polarization of forecast densities: A new approach to time series classification. 345-361 - Jeff Goldsmith, Fabian Scheipl:
Estimator selection and combination in scalar-on-function regression. 362-372 - Chloé Dimeglio, Santiago Gallón, Jean-Michel Loubes, Elie Maza:
A robust algorithm for template curve estimation based on manifold embedding. 373-386 - Zhongxue Chen, Saralees Nadarajah:
On the optimally weighted z-test for combining probabilities from independent studies. 387-394
- Xiaolin Huang, Lei Shi, Johan A. K. Suykens:
Asymmetric least squares support vector machine classifiers. 395-405
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