¡@corresponding author* |
General |
¡@ |
A framework for estimation of convex functions¡@
T. Tony Cai and Mark G. Low* |
¡@ |
doi:10.5705/ss.2013.279
423 |
¡@ |
Sparse quadratic discriminant analysis for high dimensional data¡@ ¡@
Quefeng Li and Jun Shao* |
Sup |
doi:10.5705/ss.2013.150
457 |
¡@ |
Estimation of the error autocorrelation matrix in semiparametric model for fMRI data
Xiao Guo and Chunming Zhang* |
Sup |
doi:10.5705/ss.2013.110
475 |
¡@ |
Universally optimal fMRI designs for comparing hemodynamic response functions
Ming-Hung Kao* |
Sup |
doi:10.5705/ss.2013.248
499 |
¡@ |
Semiparametric longitudinal model with irregular time autoregressive error process
Yang Bai, Jian Huang*, Rui Li and Jinhong You |
Sup |
doi:10.5705/ss.2013.073
507 |
¡@ |
Expectation of the limiting distribution of the LSE of a unit root process
Shi Jin* and Wenbo V. Li¡@ |
Sup |
doi:10.5705/ss.2013.299
529 |
¡@ |
Optimal allocation to treatment groups under variance heterogeneity
Ellinor Fackle-Fornius and Hans Nyquist* |
¡@ |
doi:10.5705/ss.2012.042
537 |
¡@ |
Estimation of a groupwise additive multiple-index model and its applications¡@
Tao Wang, Jun Zhang, Hua Liang and Lixing Zhu* |
Sup |
doi:10.5705/ss.2013.175
551 |
¡@ |
Optimal prediction in an additive functional model
Xiao Wang* and David Ruppert |
¡@ |
doi:10.5705/ss.2013.074
567 |
¡@ |
Separation of covariates into nonparametric and parametric parts in high-dimensional partially linear additive models
Heng Lian*, Hua Liang and David Ruppert |
Sup |
doi:10.5705/ss.2013.158
591 |
¡@ |
Tail index estimation for a filtered dependent time series
Jonathan B. Hill*
|
Sup |
doi:10.5705/ss.2012.212
609 |
¡@ |
A Robbins Monro procedure for the estimation of parametric deformations
on random variables
Philippe Fraysse*, Helene Lescornel and Jean-Michel Loubes |
¡@ |
doi:10.5705/ss.2013.020
631 |
¡@ |
Relative fixed-width stopping rules for Markov chain Monte Carlo simulations
James M. Flegal* and Lei Gong |
¡@ |
doi:10.5705/ss.2013.209
655 |
¡@ |
Clustering curves based on change point analysis: a nonparametric
Bayesian approach
Sarat C. Dass, Chae Young Lim*, Tapabrata Maiti and Zhen Zhang |
¡@ |
doi:10.5705/ss.2012.308
677 |
¡@ |
Varying coefficient models for data with auto-correlated error process
Zhao Chen, Runze Li* and Yan Li |
Sup |
doi:10.5705/ss.2012.301
709 |
¡@ |
A Bayesian approach to constructing multiple confidence intervals of selected parameters with sparse signals
Zhigen Zhao* and Sanat K. Sarkar |
Sup |
doi:10.5705/ss.2013.099
725 |
¡@ |
Direction estimation in single-index regressions via Hilbert-Schmidt independence criterion
Nan Zhang and Xiangrong Yin* |
Sup |
doi:10.5705/ss.2013.113
743 |
¡@ |
HYBRID-GARCH: A generic class of models for volatility predictions using high frequency data
Xilong Chen, Eric Ghysels* and Fangfang Wang |
Sup |
doi:10.5705/ss.2012.283
759 |
¡@ |
Sufficient dimension reduction for longitudinal data
Xuan Bi and Annie Qu* |
Sup |
doi:10.5705/ss.2013.168
787 |
¡@ |
Measurement error in lasso: impact and likelihood bias correction
Øystein Sørensen*, Arnoldo Frigessi and Magne Thoresen |
Sup |
doi:10.5705/ss.2013.180
809 |