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ORCIDComputational Statistics & Data Analysis, Volume 139
Volume 139, November 2019
- Jun Lu, Xuehu Zhu, Lu Lin, Lixing Zhu
:
Estimation for biased partial linear single index models. 1-13 - Huybrechts F. Bindele, Brice M. Nguelifack:
Generalized signed-rank estimation for regression models with non-ignorable missing responses. 14-33
- Haoqi Li, Huazhen Lin, Paul Siu Fai Yip, Yuan Li:
Estimating population size of heterogeneous populations with large data sets and a large number of parameters. 34-44
- Bo Chang, Harry Joe:
Prediction based on conditional distributions of vine copulas. 45-63 - Zhonglei Wang:
Markov chain Monte Carlo sampling using a reservoir method. 64-74
- Tong Chen, Thomas Lumley:
Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables. 75-81
- Guangren Yang, Yiming Liu, Guangming Pan:
Weighted covariance matrix estimation. 82-98 - Yahui Tian, Yulia R. Gel:
Fusing data depth with complex networks: Community detection with prior information. 99-116 - Hengjian Cui, Wei Zhong:
A distribution-free test of independence based on mean variance index. 117-133 - Byeongchan Choi, Jae Won Lee:
The isotonic regression approach for an instrumental variable estimation of the potential outcome distributions for compliers. 134-144 - Yan-Yong Zhao, Jin-Guan Lin:
Estimation and test of jump discontinuities in varying coefficient models with empirical applications. 145-163 - Andrey Skripnikov, George Michailidis:
Regularized joint estimation of related vector autoregressive models. 164-177
- Hossein Mohammadi, Peter G. Challenor, Marc Goodfellow:
Emulating dynamic non-linear simulators using Gaussian processes. 178-196
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