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ORCIDComputational Statistics & Data Analysis, Volume 83
Volume 83, March 2015
- Dongjun Chung
, Hyunjoong Kim:
Accurate ensemble pruning with PL-bagging. 1-13 - Eunju Hwang, Dong Wan Shin:
Stationary bootstrapping for semiparametric panel unit root tests. 14-25 - Bing Xing Wang, Zhi-Sheng Ye:
Inference on the Weibull distribution based on record values. 26-36 - Victor De Oliveira, Bazoumana Kone:
Prediction intervals for integrals of Gaussian random fields. 37-51 - Jun Zhang, Gaorong Li, Zhenghui Feng:
Checking the adequacy for a distortion errors-in-variables parametric regression model. 52-64 - Marcus C. Christiansen, Andreas Niemeyer, Lucia Teigiszerová:
Modeling and forecasting duration-dependent mortality rates. 65-81
- Mireya Diaz:
Performance measures of the bivariate random effects model for meta-analyses of diagnostic accuracy. 82-90
- Ritwik Bhattacharya, Biswabrata Pradhan, Anup Dewanji:
Computation of optimum reliability acceptance sampling plans in presence of hybrid censoring. 91-100
- Isambi S. Mbalawata, Simo Särkkä, Matti Vihola, Heikki Haario:
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter. 101-115 - Joan del Castillo, Isabel Serra:
Likelihood inference for generalized Pareto distribution. 116-128
- Mohamed Hanafi, Samia Samar Ouertani, Julien Boccard, Gérard Mazerolles, Serge Rudaz:
Multi-way PLS regression: Monotony convergence of tri-linear PLS2 and optimality of parameters. 129-139
- Naichen Wang, Lianming Wang, Christopher S. McMahan:
Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm. 140-150 - Fangyuan Kang, Liuquan Sun, Xingqiu Zhao:
A class of transformed hazards models for recurrent gap times. 151-167
- Staci A. White, Radu Herbei:
A Monte Carlo approach to quantifying model error in Bayesian parameter estimation. 168-181 - Daniel Peavoy, Christian L. E. Franzke, Gareth O. Roberts:
Systematic physics constrained parameter estimation of stochastic differential equations. 182-199
- Yin Liu, Guo-Liang Tian:
Type I multivariate zero-inflated Poisson distribution with applications. 200-222 - Wan-Lun Wang:
Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values. 223-235
- Dehan Kong, Howard D. Bondell, Yichao Wu:
Domain selection for the varying coefficient model via local polynomial regression. 236-250 - Anestis Touloumis:
Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings. 251-261
- Ricardo A. Maronna, Victor J. Yohai:
High finite-sample efficiency and robustness based on distance-constrained maximum likelihood. 262-274 - Yingying Ma, Wei Lan, Hansheng Wang:
Testing predictor significance with ultra high dimensional multivariate responses. 275-286 - Francesco Bartolucci, Giorgio Eduardo Montanari, Silvia Pandolfi:
Three-step estimation of latent Markov models with covariates. 287-301
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