| ¡@ |
| 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 |