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ORCIDComputational Statistics & Data Analysis, Volume 63
Volume 63, July 2013
- Carolina Marchant
, Karine Bertin, Víctor Leiva, Helton Saulo:
Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. 1-15 - Nikos Pantazis, Michael G. Kenward, Giota Touloumi:
Performance of parametric survival models under non-random interval censoring: A simulation study. 16-30 - Masao Ueki, Yoshinori Kawasaki:
Multiple choice from competing regression models under multicollinearity based on standardized update. 31-41 - Weixin Yao, Qin Wang:
Robust variable selection through MAVE. 42-49 - Hyokyoung Grace Hong:
A quantile approach to the power transformed location-scale model. 50-62 - Rabi Bhattacharya, Lizhen Lin:
Recent progress in the nonparametric estimation of monotone curves - With applications to bioassay and environmental risk assessment. 63-80 - Stéphane Derrode, Wojciech Pieczynski:
Unsupervised data classification using pairwise Markov chains with automatic copulas selection. 81-98 - Heng Lian, Jianbo Li, Yuao Hu:
Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality. 99-112 - Gustavo L. Gilardoni, Maristela D. de Oliveira, Enrico A. Colosimo:
Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system. 113-124 - Brunero Liseo, Antonio Parisi:
Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach. 125-138 - Haileab Hilafu, Xiangrong Yin:
Sufficient dimension reduction in multivariate regressions with categorical predictors. 139-147 - Chih-Yuan Hsu, Tiee-Jian Wu:
Efficient estimation of the mode of continuous multivariate data. 148-159
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