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ORCIDComputational Statistics & Data Analysis, Volume 133
Volume 133, May 2019
- Chun-Xia Zhang
, Shuang Xu, Jiang-She Zhang:
A novel variational Bayesian method for variable selection in logistic regression models. 1-19
- Marina Bogomolov, Ori Davidov:
Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. 20-27 - Myeonggyun Lee, Inkyung Jung:
Modified spatial scan statistics using a restricted likelihood ratio for ordinal outcome data. 28-39 - Rui Zhu, Subhashis Ghosal:
Bayesian Semiparametric ROC surface estimation under verification bias. 40-52
- Thomas Kirschstein, Steffen Liebscher, Giuseppe Pandolfo, Giovanni Camillo Porzio, Giancarlo Ragozini:
On finite-sample robustness of directional location estimators. 53-75
- Ying Chen, Linlin Niu, Ray-Bing Chen, Qiang He:
Sparse-Group Independent Component Analysis with application to yield curves prediction. 76-89
- Arkadiusz Wisniowski, Jakub Bijak, Jonathan J. Forster, Peter W. F. Smith:
Hierarchical model for forecasting the outcomes of binary referenda. 90-103 - Hangsuck Lee, Jae Youn Ahn, Bangwon Ko:
Construction of multiple decrement tables under generalized fractional age assumptions. 104-119
- Janet D. Godolphin:
Two-level factorial and fractional factorial replicates in blocks of size two. 120-137 - Ying Sheng, Qihua Wang:
Simultaneous variable selection and class fusion with penalized distance criterion based classifiers. 138-152 - Shuwei Li, Tao Hu, Xingqiu Zhao, Jianguo Sun:
A class of semiparametric transformation cure models for interval-censored failure time data. 153-165 - Shibin Zhang:
Bayesian copula spectral analysis for stationary time series. 166-179 - Fang Fang, Yuanyuan Chen:
A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic. 180-194 - Natalie Karavarsamis, Richard M. Huggins:
Two-stage approaches to the analysis of occupancy data II. The heterogeneous model and conditional likelihood. 195-207 - Niansheng Tang, Linli Xia, Xiaodong Yan:
Feature screening in ultrahigh-dimensional partially linear models with missing responses at random. 208-227 - Jae-Hwan Jhong, Ja-Yong Koo:
Simultaneous estimation of quantile regression functions using B-splines and total variation penalty. 228-244 - Philip S. Boonstra, Ryan P. Barbaro, Ananda Sen:
Default priors for the intercept parameter in logistic regressions. 245-256 - Kangning Wang, Shaomin Li, Xiaofei Sun, Lu Lin:
Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection. 257-276
- Hannah Lennon, Jingsong Yuan:
Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation. 277-284
- Guiling Shi, Chae Young Lim, Tapabrata Maiti:
Bayesian model selection for generalized linear models using non-local priors. 285-296
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