The following pages link to Statistica Sinica (Q60073):
Displayed 50 items.
- Interval Estimation for Operating Characteristic Of Continuous Biomarkers With Controlled Sensitivity or Specificity (Q60077) (← links)
- Measurement error in Lasso: impact and likelihood bias correction (Q73070) (← links)
- A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood (Q75979) (← links)
- Adaptive Randomization via Mahalanobis Distance (Q77833) (← links)
- Generalized scale-change models for recurrent event processes under informative censoring (Q79254) (← links)
- Sliced Independence Test (Q84438) (← links)
- A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters (Q94633) (← links)
- Variable Selection via Partial Correlation (Q96599) (← links)
- Multiclass Sparse Discriminant Analysis (Q96884) (← links)
- Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737) (← links)
- Variable selection and estimation with the seamless-L0 penalty models (Q117365) (← links)
- Fast envelope algorithms (Q119930) (← links)
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
- Multiple change-point detection for non-stationary time series using Wild Binary Segmentation (Q137162) (← links)
- Bayesian Calibration of Multistate Stochastic Simulators (Q150280) (← links)
- A stepwise regression method and consistent model selection for high-dimensional sparse linear models (Q153217) (← links)
- Prediction in heteroscedastic nested error regression models with random dispersions (Q155253) (← links)
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
- Joint estimation of multiple high-dimensional precision matrices (Q2796864) (← links)
- Penalized integrative analysis under the accelerated failure time model (Q2796865) (← links)
- Marginal structural cox models with case-cohort sampling (Q2796866) (← links)
- Kernel additive sliced inverse regression (Q2796867) (← links)
- Joint structure selection and estimation in the time-varying coefficient Cox model (Q2796868) (← links)
- A weighted composite likelihood approach for analysis of survey data under two-level models (Q2796869) (← links)
- Construction of sliced maximin-orthogonal Latin hypercube designs (Q2796870) (← links)
- New families of Q_B-optimal saturated two-level main effects screening designs (Q2796871) (← links)
- Variable selection in functional data classification: a maxima-hunting proposal (Q2796872) (← links)
- A caveat on the robustness of composite likelihood estimators: the case of mis-specified random effect distribution (Q2796873) (← links)
- Bi-directional Sliced Latin Hypercube Designs (Q2796874) (← links)
- A general construction for space-filling Latin hypercubes (Q2796875) (← links)
- Doubly robust and locally efficient estimation with missing outcomes (Q2796876) (← links)
- Posterior propriety in Bayesian extreme value analyses using reference priors (Q2796878) (← links)
- Using Regular Fractions of Two-level Designs to Find Baseline Designs (Q2796879) (← links)
- A general theory for orthogonal array based Latin hypercube sampling (Q2796880) (← links)
- A Semiparametrically Efficient Estimator of Single-index Varying Coefficient Cox Proportional Hazards Models (Q2796881) (← links)
- Minimum Mean Squared Error Model Averaging in Likelihood Models (Q2796883) (← links)
- Prediction-based Termination Rule for Greedy Learning with Massive Data (Q2796884) (← links)
- A note on the consistent estimation of spatial-temporal point process parameters (Q2796885) (← links)
- Reg_arima model identification: empirical evidence (Q2828604) (← links)
- Common seasonality in multivariate time series (Q2828606) (← links)
- Multivariate stochastic regression in time series modeling (Q2828607) (← links)
- Regime-switching factor models for high-dimensional time series (Q2828608) (← links)
- Doubly Constrained Factor Models with Applications (Q2828609) (← links)
- Nonlinear error correction model and multiple-threshold cointegration (Q2828610) (← links)
- Coverage bound for fixed-b subsampling and generalized subsampling for time series (Q2828611) (← links)
- Robust sampling designs for a possibly misspecified stochastic process (Q2828612) (← links)
- Nested sub-sample search algorithm for estimation of threshold models (Q2828613) (← links)
- On buffered threshold Garch models (Q2828615) (← links)
- COMPOSITE LIKELIHOOD UNDER HIDDEN MARKOV MODEL (Q2828616) (← links)
- Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach (Q2828619) (← links)