Envelope method with ignorable missing data

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Linquan Ma | Lan Liu | Wei Yang

Rejoinder: Analysis of AneuRisk65 data

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Statistics

Authors: Laura M. Sangalli | Piercesare Secchi | Simone Vantini

Analysis of spike train data: Comparison between the real and the simulated data

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Statistics

Authors: Xiaosun Lu | J. S. Marron

On the geometry of discrete exponential families with application to exponential random graph models

JOURNAL ARTICLE published 1 January 2009 in Electronic Journal of Statistics

Authors: Alessandro Rinaldo | Stephen E. Fienberg | Yi Zhou

Analysis of juggling data: Object oriented data analysis of clustering in acceleration functions

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Statistics

Authors: Xiaosun Lu | J. S. Marron

Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Philippe Loubaton | Alexis Rosuel

Analysis of proteomics data: An improved peak alignment approach

JOURNAL ARTICLE published 1 January 2014 in Electronic Journal of Statistics

Authors: Ian Zhang | Xueli Liu

Double data piling leads to perfect classification

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Woonyoung Chang | Jeongyoun Ahn | Sungkyu Jung

Empirical likelihood for break detection in time series

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Statistics

Authors: Roberto Baragona | Francesco Battaglia | Domenico Cucina

A spectral series approach to high-dimensional nonparametric regression

JOURNAL ARTICLE published 1 January 2016 in Electronic Journal of Statistics

Authors: Ann B. Lee | Rafael Izbicki

A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large

JOURNAL ARTICLE published 1 January 2015 in Electronic Journal of Statistics

Authors: Hirokazu Yanagihara | Hirofumi Wakaki | Yasunori Fujikoshi

Kernel density estimation with doubly truncated data

JOURNAL ARTICLE published 1 January 2012 in Electronic Journal of Statistics

Authors: Carla Moreira | Jacobo de Uña-Álvarez

Estimation of the Hurst parameter from continuous noisy data

JOURNAL ARTICLE published 1 January 2023 in Electronic Journal of Statistics

Authors: Pavel Chigansky | Marina Kleptsyna

Data-driven priors and their posterior concentration rates

JOURNAL ARTICLE published 1 January 2019 in Electronic Journal of Statistics

Authors: Ryan Martin | Stephen G. Walker

Multiple testing in ordinal data models

JOURNAL ARTICLE published 1 January 2009 in Electronic Journal of Statistics

Authors: Chuanwen Chen | Arthur Cohen | Harold B. Sackrowitz

Analysis of asynchronous longitudinal data with partially linear models

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Li Chen | Hongyuan Cao

Dynamics of Bayesian updating with dependent data and misspecified models

JOURNAL ARTICLE published 1 January 2009 in Electronic Journal of Statistics

Authors: Cosma Rohilla Shalizi

Gaussian Slug - Simple Nonlinearity Enhancement to the 1-Factor and Gaussian Copula Models in Finance, with Parametric Estimation and Goodness-of-Fit Tests on US and Thai Equity Data

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Poomjai Nacaskul

Analysis of nonlinear modes of variation for functional data

JOURNAL ARTICLE published 1 January 2007 in Electronic Journal of Statistics

Authors: Rima Izem | J.S. Marron

Semiparametric inference for mixtures of circular data

JOURNAL ARTICLE published 1 January 2022 in Electronic Journal of Statistics

Authors: Claire Lacour | Thanh Mai Pham Ngoc