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ORCIDComputational Statistics & Data Analysis, Volume 131
Volume 131, March 2019
- Jae C. Lee, Erricos John Kontoghiorghes
, Ana Colubi, Byeong Park:
Interview of Professor Stanley Azen, Founder of Computational Statistics and Data Analysis (CSDA). 1 - Abdelmonem A. Afifi:
Stan Azen: A Master of Numbers and Notes. 2-9 - Frédéric Ferraty, Piotr Kokoszka, Jane-Ling Wang, Yichao Wu:
Editorial for the special issue on High-dimensional and functional data analysis. 10-11 - Shadi Abpeykar, Mehdi Ghatee, Hadi Zare:
Ensemble decision forest of RBF networks via hybrid feature clustering approach for high-dimensional data classification. 12-36 - Yeonjoo Park, Douglas G. Simpson:
Robust probabilistic classification applicable to irregularly sampled functional data. 37-49 - Wenlin Dai, Marc G. Genton:
Directional outlyingness for multivariate functional data. 50-65 - Israel Martínez-Hernández, Marc G. Genton, Graciela González-Farías:
Robust depth-based estimation of the functional autoregressive model. 66-79 - Bo Wang, Aiping Xu:
Gaussian process methods for nonparametric functional regression with mixed predictors. 80-90 - Manuel Febrero-Bande, Pedro Galeano, Wenceslao González-Manteiga:
Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random. 91-103 - Dominik Liebl, Stefan Rameseder:
Partially observed functional data: The case of systematically missing parts. 104-115 - M. Rauf Ahmad:
A significance test of the RV coefficient in high dimensions. 116-130 - Raymond K. W. Wong, Xiaoke Zhang:
Nonparametric operator-regularized covariance function estimation for functional data. 131-144 - Yaohua Zhang, Jian Zou, Nalini Ravishanker, Aerambamoorthy Thavaneswaran:
Modeling financial durations using penalized estimating functions. 145-158 - Eric Fu, Nancy Heckman:
Model-based curve registration via stochastic approximation EM algorithm. 159-175 - Joshua French, Piotr Kokoszka, Stilian Stoev, Lauren Hall:
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. 176-193 - Peijun Sang, Liangliang Wang, Jiguo Cao:
Weighted empirical likelihood inference for dynamical correlations. 194-206 - Keren Shen, Jianfeng Yao, Wai Keung Li:
On a spiked model for large volatility matrix estimation from noisy high-frequency data. 207-221 - Mu Yue, Jialiang Li, Ming-Yen Cheng:
Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. 222-234
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