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ORCIDComputational Statistics & Data Analysis, Volume 138
Volume 138, October 2019
- Xu Guo, Lianlian Song, Yun Fang, Lixing Zhu:
Model checking for general linear regression with nonignorable missing response. 1-12
- Kenyon Ng
, Berwin A. Turlach, Kevin Murray:
A flexible sequential Monte Carlo algorithm for parametric constrained regression. 13-26
- Chuanlong Xie, Lixing Zhu:
A goodness-of-fit test for variable-adjusted models. 27-48 - Heiko Wagner, Alois Kneip:
Nonparametric registration to low-dimensional function spaces. 49-63 - Lingzhu Li, Sung Nok Chiu, Lixing Zhu:
Model checking for regressions: An approach bridging between local smoothing and global smoothing methods. 64-82 - Yuexia Zhang, Guoyou Qin, Zhongyi Zhu, Wanghong Xu:
A novel robust approach for analysis of longitudinal data. 83-95 - Albert Vexler, Li Zou, Alan David Hutson:
The empirical likelihood prior applied to bias reduction of general estimating equations. 96-106
- James Paul LeSage, Yao-Yu Chih, Colin Vance:
Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples. 107-125
- Claudia Di Caterina, Ioannis Kosmidis:
Location-adjusted Wald statistics for scalar parameters. 126-142 - Jing Cheng, Ngai Hang Chan:
Efficient inference for nonlinear state space models: An automatic sample size selection rule. 143-154 - Wei Liang, Hongsheng Dai, Shuyuan He:
Mean Empirical Likelihood. 155-169 - Gildas Mazo, Yaroslav Averyanov:
Constraining kernel estimators in semiparametric copula mixture models. 170-189
- Brad C. Johnson, Steve Kirkland:
Estimating random walk centrality in networks. 190-200
- Shyamalendu Sinha, Jeffrey D. Hart:
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior. 201-221
- Chang-Yun Lin, Po Yang:
Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models. 222-238
- Lili Liu, Lu Lin:
Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data. 239-259
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