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ORCIDComputational Statistics & Data Analysis, Volume 106
Volume 106, February 2017
- Yongchan Kwon, Young-Geun Choi, Taesung Park, Andreas Ziegler, Myunghee Cho Paik
:
Generalized estimating equations with stabilized working correlation structure. 1-11
- Dan Wang, Lili Tian:
Parametric methods for confidence interval estimation of overlap coefficients. 12-26
- Artur Gramacki, Jaroslaw Gramacki:
FFT-based fast bandwidth selector for multivariate kernel density estimation. 27-45
- Ana M. Bianco, Paula M. Spano:
Robust estimation in partially linear errors-in-variables models. 46-64
- Frank Schaarschmidt, Daniel Gerhard, Charlotte Vogel:
Simultaneous confidence intervals for comparisons of several multinomial samples. 65-76 - Jialiang Li, David J. Nott, Y. Fan, Scott A. Sisson:
Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model. 77-89
- Alberto Alvarez-Iglesias, John Hinde, John Ferguson, John Newell:
An alternative pruning based approach to unbiased recursive partitioning. 90-102 - Changryong Baek, Richard A. Davis, Vladas Pipiras:
Sparse seasonal and periodic vector autoregressive modeling. 103-126 - Kelly McGinnity, Roumen Varbanov, Eric Chicken:
Cross-validated wavelet block thresholding for non-Gaussian errors. 127-137 - Anastasios Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber:
Model selection for discrete regular vine copulas. 138-152 - Baisen Liu, Liangliang Wang, Jiguo Cao:
Estimating functional linear mixed-effects regression models. 153-164
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