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ORCIDComputational Statistics & Data Analysis, Volume 178
Volume 178, February 2023
- Zhixiong Hu
, Raquel Prado:
Fast Bayesian inference on spectral analysis of multivariate stationary time series. 107596 - Naoufal Acharki, Antoine Bertoncello, Josselin Garnier:
Robust prediction interval estimation for Gaussian processes by cross-validation method. 107597
- Yichen Qin, Linna Wang, Yang Li, Rong Li:
Visualization and assessment of model selection uncertainty. 107598 - David Merrell, Thevaa Chandereng, Yeonhee Park:
A Markov decision process for response-adaptive randomization in clinical trials. 107599
- Siegfried Hörmann, Fatima Jammoul:
Prediction in functional regression with discretely observed and noisy covariates. 107600 - Danyang Huang, Wei Hu, Bingyi Jing, Bo Zhang:
Grouped spatial autoregressive model. 107601 - Baofang Ke, Weihua Zhao, Lei Wang:
Smoothed tensor quantile regression estimation for longitudinal data. 107609 - Graciela Boente, Alejandra Mercedes Martínez:
A robust spline approach in partially linear additive models. 107611 - Ana Carla C. Andrade, Gustavo H. A. Pereira, Rinaldo Artes:
The circular quantile residual. 107612
- Kei Hirose, Kanta Miura, Atori Koie:
Hierarchical clustered multiclass discriminant analysis via cross-validation. 107613
- Rahul Ghosal, Sujit K. Ghosh, Jacek K. Urbanek, Jennifer A. Schrack, Vadim Zipunnikov:
Shape-constrained estimation in functional regression with Bernstein polynomials. 107614 - Jun Yu, Xiran Meng, Yaping Wang:
Optimal designs for semi-parametric dose-response models under random contamination. 107615
- Yangchun Zhang, Yirui Zhou, Xiaowei Liu:
Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum. 107617
- Nilanjan Chakraborty, Lyudmila Sakhanenko:
Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA. 107619 - Yuehan Yang, Siwei Xia, Hu Yang:
Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. 107620
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