Vol.66 Contents (2014)

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No.1 February 2014

Bayesian nonparametric regression with varying residual density
.......... Debdeep Pati and David B. Dunson (66, 1-31)
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A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
.......... M. Rauf Ahmad (66, 33-61)
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Local consistency of Markov chain Monte Carlo methods
.......... Kengo Kamatani (66, 63-74)
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Bootstrapping continuous-time autoregressive processes
.......... Peter J. Brockwell, Jens-Peter Kreiss and Tobias Niebuhr (66, 75-92)
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Momentum-space approach to asymptotic expansion for stochastic filtering
.......... Masaaki Fujii (66, 93-120)
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Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
.......... Sanying Feng and Liugen Xue (66, 121-140)
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A truncated estimation method with guaranteed accuracy
.......... Vyacheslav A. Vasiliev (66, 141-163)
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Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
.......... Weihua Zhao, Riquan Zhang, Jicai Liu and Yazhao Lv (66, 165-191)
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The harmonic moment tail index estimator: Asymptotic distribution and robustness
.......... Jan Beran, Dieter Schell and Milan Stehlík (66, 193-220)
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No.2 April 2014

Bayesian adaptive Lasso
.......... Chenlei Leng, Minh-Ngoc Tran and David Nott (66, 221-244)
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Objective Bayesian analysis for a capture-recapture model
.......... Chang Xu, Dongchu Sun and Chong He (66, 245-278)
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Testing covariates in high-dimensional regression
.......... Wei Lan, Hansheng Wang and Chih-Ling Tsai (66, 279-301)
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On data depth in infinite dimensional spaces
.......... Anirvan Chakraborty and Probal Chaudhuri (66, 303-324)
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Jump detection in time series nonparametric regression models: A polynomial spline approach
.......... Yujiao Yang and Qiongxia Song (66, 325-344)
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Qualitative inequalities for squared partial correlations of a Gaussian random vector
.......... Sanjay Chaudhuri (66, 345-367)
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Asymptotics of the Empirical Cross-over Function
.......... Karthik Bharath, Vladimir Pozdnyakov and Dipak K. Dey (66, 369-382)
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Varying coefficients partially linear models with randomly censored data
.......... Francesco Bravo (66, 383-412)
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Testing linearity against threshold effects : Uniform inference in quantile regression
.......... Antonio F. Galvao, Kengo Kato, Gabriel Montes-Rojas and Jose Olmo (66, 413-439)
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No.3 June 2014

Special Issue: Bayesian Inference and Stochastic Computation
Preface
.......... Ryo Yoshida, Genta Ueno and Arnaud Doucet (66, 441-442)
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Computational aspects of sequential Monte Carlo filter and smoother
.......... Genshiro Kitagawa (66, 443-471)
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Spatially varying SAR models and Bayesian inference for high-resolution lattice data
.......... Chiranjit Mukherjee, Prasad S. Kasibhatla and Mike West (66, 473-494)
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Bayesian nonparametric modeling for functional analysis of variance
.......... XuanLong Nguyen and Alan E. Gelfand (66, 495-526)
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Simulated likelihood inference for stochastic volatility models using continuous particle filtering
.......... Michael K. Pitt, Sheheryar Malik and Arnaud Doucet (66, 527-552)
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Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model
.......... Christopher F. H. Nam, John A. D. Aston and Adam M. Johansen (66, 553-575)
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Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
.......... Axel Finke, Adam M. Johansen and Dario Spanò (66, 577-609)
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Multicanonical MCMC for sampling rare events: An illustrative review
.......... Yukito Iba, Nen Saito and Akimasa Kitajima (66, 611-645)
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No.4 August 2014

Invited Review Article
Recent results in the theory and applications of CARMA processes
.......... P. J. Brockwell (66, 647-685)
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Regular Articles
Identification and estimation of superposed Neyman-Scott spatial cluster processes
.......... Ushio Tanaka and Yosihiko Ogata (66, 687-702)
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On the construction of minimum information bivariate copula families
.......... Tim Bedford and Kevin J. Wilson (66, 703-723)
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Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
.......... Satoshi Kuriki, Yoshiaki Harushima, Hironori Fujisawa and Nori Kurata (66, 725-757)
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Some binary start-up demonstration tests and associated inferential methods
.......... N. Balakrishnan, M. V. Koutras and F. S. Milienos (66, 759-787)
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Permissible boundary prior function as a virtually proper prior density
.......... Takemi Yanagimoto and Toshio Ohnishi (66, 789-809)
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Estimation of a non-negative location parameter with unknown scale
.......... Mohammad Jafari Jozani, Éric Marchand and William E. Strawderman (66, 811-832)
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No.5 October 2014

Prediction in Ewens-Pitman sampling formula and random samples from number partitions
.......... Masaaki Sibuya (66, 833-864)
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Root n estimates of vectors of integrated density partial derivative functionals
.......... Tiee-Jian Wu, Chih-Yuan Hsu, Huang-Yu Chen and Hui-Chun Yu (66, 865-895)
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Proportional odds frailty model and stochastic comparisons
.......... Ramesh C. Gupta and Cheng Peng (66, 897-912)
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Empirical likelihood bivariate nonparametric maximum likelihood estimator with right censored data
.......... Jian-Jian Ren and Tonya Riddlesworth (66, 913-930)
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On estimation and inference in a partially linear hazard model with varying coefficients
.......... Yunbei Ma, Alan T.K. Wan, Xuerong Chen and Yong Zhou (66, 931-960)
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Extensions of saddlepoint-based bootstrap inference
.......... Robert L. Paige, A. Alexandre Trindade and R. Indika P. Wickramasinghe (66, 961-982)
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A distance-based, misclassification rate adjusted classifier for multiclass, high-dimensional data
.......... Makoto Aoshima and Kazuyoshi Yata (66, 983-1010)
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