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Computational Statistics & Data Analysis, Volume 115
Volume 115, November 2017
- Dongliang Wang
, Lili Tian, Yichuan Zhao:
Smoothed empirical likelihood for the Youden index. 1-10 - Song Li
Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition. 11-20 - Pai-Ling Li
Functional data classification using covariate-adjusted subspace projection. 21-34 - Timothy Hayes
Should we impute or should we weight? Examining the performance of two CART-based techniques for addressing missing data in small sample research with nonnormal variables. 35-52 - Penny Bilton, Geoff Jones, Siva Ganesh
Classification trees for poverty mapping. 53-66 - Yuan Xue, Nan Zhang, Xiangrong Yin, Haitao Zheng:
Sufficient dimension reduction using Hilbert-Schmidt independence criterion. 67-78 - Robert D. Leonard, David J. Edwards:
Bayesian D-optimal screening experiments with partial replication. 79-90 - Markus Frölich, Martin Huber
The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation. 91-102 - Xia Cui, Ying Lu
Estimation of partially linear regression models under the partial consistency property. 103-121 - Vendula Svendová
A novel method for estimating the common signals for consensus across multiple ranked lists. 122-135 - Shangshan Wang, Liming Xiang
Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression. 136-154 - S. J. W. Willems, Marta Fiocco, Jacqueline J. Meulman:
Optimal scaling for survival analysis with ordinal data. 155-171 - Prajamitra Bhuyan
Estimation of reliability with semi-parametric modeling of degradation. 172-185
- Peter D. Hoff:
Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization. 186-198 - Olivier Ledoit, Michael Wolf:
Numerical implementation of the QuEST function. 199-223 - Daniel Palhazi Cuervo, Peter Goos
An algorithmic framework for generating optimal two-stratum experimental designs. 224-249
- Arthur C. Tsai, Michelle Liou, Maria Simak, Philip E. Cheng:
On hyperbolic transformations to normality. 250-266 - Keunbaik Lee, Changryong Baek, Michael J. Daniels
ARMA Cholesky factor models for the covariance matrix of linear models. 267-280 - Anthony Y. C. Kuk:
Function compositional adjustments of conditional quantile curves. 281-293
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