yusuke1997/dblp-id-title huggingface dataset:
Maximum likelihood estimation for constrained parameters of multinomial distributions - Application to Zipf-Mandelbrot models
Variable selection in quantile varying coefficient models with longitudinal data
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples
A note on influence diagnostics in nonlinear mixed-effects elliptical models
Model-averaged Wald confidence intervals
Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall-Olkin bivariate Weibull distribution
sJIVE: Supervised joint and individual variation explained
Generalized profiling estimation for global and adaptive penalized spline smoothing
Editorial for the special issue on quantile regression and semiparametric methods
Robust optimal decisions with imprecise forecasts
Two algorithms for fitting constrained marginal models
A graph theoretic approach to simulation and classification
Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
Asymmetric multivariate normal mixture GARCH
Variational Bayesian inference for network autoregression models
High-dimensional structure learning of binary pairwise Markov networks: A comparative numerical study
A Bayesian multivariate probit for ordinal data with semiparametric random-effects
Robust factored principal component analysis for matrix-valued outlier accommodation and detection
Reinforcement learning-based design of sampling policies under cost constraints in Markov random fields: Application to weed map reconstruction
Flexible surrogate marker evaluation from several randomized clinical trials with continuous endpoints, using R and SAS
Robust Bayesian small area estimation based on quantile regression
Detection of chatter vibration in a drilling process using multivariate control charts
Identifying anomalous signals in GPS data using HMMs: An increased likelihood of earthquakes?
Estimation and empirical performance of non-scalar dynamic conditional correlation models
A robust sign test for panel unit roots under cross sectional dependence
Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
Statistical computation and analyses for attribute events
Transfer learning for high dimensional data with discrete responses
Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
Testing and dating of structural changes in practice
Assessing non-inferiority for incomplete paired-data under non-ignorable missing mechanism
A modified local quadratic approximation algorithm for penalized optimization problems
In the pursuit of sparseness: A new rank-preserving penalty for a finite mixture of factor analyzers
Neural networks for bandwidth selection in local linear regression of time series
Model selection for zero-inflated regression with missing covariates
Adaptive combination of dependent tests
Fused variable screening for massive imbalanced data
Independent factor discriminant analysis
Basic Singular Spectrum Analysis and forecasting with R
Parameter constraints in generalized linear latent variable models
Detection of influential points as a byproduct of resampling-based variable selection procedures
Combined use of association rules mining and clustering methods to find relevant links between binary rare attributes in a large data set
Dynamic Bayesian beta models
Bayesian joint modeling for causal mediation analysis with a binary outcome and a binary mediator: Exploring the role of obesity in the association between cranial radiation therapy for childhood acute lymphoblastic leukemia treatment and the long-term risk of insulin resistance
Testing for outliers from a mixture distribution when some data are missing
Evaluation of matching noise for imputation techniques based on nonparametric local linear regression estimators
A multilayer exponential random graph modelling approach for weighted networks
Angle-based cost-sensitive multicategory classification
Semiparametric regression for assessing agreement using tolerance bands
Shape-constrained estimation in functional regression with Bernstein polynomials
A multivariate control chart for simultaneously monitoring process mean and variability
Estimation of partially linear regression models under the partial consistency property
Small sample inference for the fixed effects in the mixed linear model
Chebyshev approximation of log-determinants of spatial weight matrices
Robust probabilistic classification applicable to irregularly sampled functional data
Hierarchical models: Local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs
Investigations into refinements of Storey's method of multiple hypothesis testing minimising the FDR, and its application to test binomial data
Sequence alignment for masquerade detection
Nonparametric estimation of the coefficient of overlapping - theory and empirical application
On testing the equivalence of treatments using the measure of range
A joint design for functional data with application to scheduling ultrasound scans
Permutation tests for general dependent truncation
Stable estimation of a covariance matrix guided by nuclear norm penalties
Adaptive penalized splines for data smoothing
Semiparametric multivariate density estimation for positive data using copulas
Minimum ϕ-divergence estimation in misspecified multinomial models
Robust designs for series estimation
Bootstrap testing multiple changes in persistence for a heavy-tailed sequence
Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
Monotone splines lasso
Floating prioritized subset analysis: A powerful method to detect differentially expressed genes
Modelling using an extended Yule distribution
Parameter estimations for generalized exponential distribution under progressive type-I interval censoring
An estimating equation for censored and truncated quantile regression
Sparse principal component based high-dimensional mediation analysis
On optimum choice of k
Convergence of random k-nearest-neighbour imputation
Computing the least quartile difference estimator in the plane
Advances in seeded dimension reduction: Bootstrap criteria and extensions
Robust estimation for circular data
Asymptotic null distribution of the modified likelihood ratio test for homogeneity in finite mixture models
Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data
Maximum likelihood estimates for positive valued dynamic score models; The DySco package
The indirect continuous-GMM estimation
Influence analysis with homogeneous linear restrictions
On the maximum penalized likelihood approach for proportional hazard models with right censored survival data
Computational techniques for applied econometric analysis of macroeconomic and financial processes
Mixture model clustering for mixed data with missing information
Statistically appraising process quality of affinity isolation experiments
On computing the distribution function for the Poisson binomial distribution
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
Improving performances of MCMC for Nearest Neighbor Gaussian Process models with full data augmentation
Likelihood inference in generalized linear mixed measurement error models
Unified generalized iterative scaling and its applications
Gaussian component mixtures and CAR models in Bayesian disease mapping
Obituary for Professor Dr. Dr. h.c. Norbert Victor (1940-2011)
Semiparametric model for covariance regression analysis
Bayesian method for learning graphical models with incompletely categorical data
Financial econometric analysis at ultra-high frequency: Data handling concerns
hsmm - An R package for analyzing hidden semi-Markov models
How to compare small multivariate samples using nonparametric tests
Stein's method in high dimensional classification and applications
A random effects epidemic-type aftershock sequence model
Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios
An efficient algorithm for generating two-way contingency tables with fixed marginal totals and arbitrary mean proportions, with applications to permutation tests
Functional k-means inverse regression
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect
Inference concerning quantile for left truncated and right censored data
Robust directed tests of normality against heavy-tailed alternatives
A test for the two-sample problem based on empirical characteristic functions
Flexible distributions for triple-goal estimates in two-stage hierarchical models
Linear regression analysis for fuzzy/crisp input and fuzzy/crisp output data
Sparse seasonal and periodic vector autoregressive modeling
Likelihood-free inference with deep Gaussian processes
Halfline tests for multivariate one-sided alternatives
Identification of the minimum effective dose for right-censored survival data
Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system
Case-deletion type diagnostics for calibration estimators in survey sampling
A scoring criterion for rejection of clustered p-values
Clustering rows and/or columns of a two-way contingency table and a related distribution theory
A Frisch-Waugh-Lovell theorem for empirical likelihood
A lack-of-fit test for quantile regression models with high-dimensional covariates
Standardising the lift of an association rule
Bayesian non-parametric simultaneous quantile regression for complete and grid data
Extension to the product partition model: computing the probability of a change
The effect of rounding on payment efficiency
Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
Spectral estimation of a structural thin-plate smoothing model
Lognormal lifetimes and likelihood-based inference for flexible cure rate models based on COM-Poisson family
Estimation of quantile mixtures via L-moments and trimmed L-moments
Disentangling mark/point interaction in marked-point processes
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
Studies of the adaptive network-constrained linear regression and its application
Functional data classification using covariate-adjusted subspace projection
Regression splines for threshold selection with application to a random-effects logistic dose-response model
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue
Bayesian multiscale analysis for time series data
Screening active factors in supersaturated designs
An application of shrinkage estimation to the nonlinear regression model
The Delaunay triangulation learner and its ensembles
Mixture additive hazards cure model with latent variables: Application to corporate default data
An anova test for functional data
A sparse matrix approach to Bayesian computation in large linear models
Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm
Inference for high-dimensional linear expectile regression with de-biasing method
Allowing for the effect of data binning in a Bayesian Normal mixture model
Cox regression analysis of dependent interval-censored failure time data
Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error
Nonnegative bias reduction methods for density estimation using asymmetric kernels
Mixtures of distance-based models for ranking data
Multiple imputation method for the semiparametric accelerated failure time mixture cure model
Optimal experimental designs for partial likelihood information
Nonparametric linear tests with multiple events
Model-based biclustering of clickstream data
A mixture model for the classification of three-way proximity data
Estimation and inference in functional mixed-effects models
Construction of marginally and conditionally restricted designs using multiplicative algorithms
FSR methods for second-order regression models
Bayesian multiresolution modeling of georeferenced data: An extension of 'LatticeKrig'
On nonlinear regression estimator with denoised variables
General framework and model building in the class of Hidden Mixture Transition Distribution models
Visualizing categorical data in ViSta
Regularized reduced rank growth curve models
An adjusted boxplot for skewed distributions
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data
Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation
A simple testing procedure for unit root and model specification
Wavelet estimation of partially linear models
Estimating classification error rate: Repeated cross-validation, repeated hold-out and bootstrap
A comparison of in-sample forecasting methods
Optimal split -plot designs
Chisquare as a rotation criterion in factor analysis
Comparison of nonparametric methods in nonlinear mixed effects models
Quantile regression in big data: A divide and conquer based strategy
A general construction method for mixed-level supersaturated design
Edge detection in sparse Gaussian graphical models
Agglomerative hierarchical clustering of continuous variables based on mutual information
An ANOVA test for parameter estimability using data cloning with application to statistical inference for dynamic systems
Fast and accurate computation for kernel estimators
Approximate maximum likelihood estimation of a threshold diffusion process
Adjusting background noise in cluster analyses of longitudinal data
On efficient exact experimental designs for ordered treatments
A sparse eigen-decomposition estimation in semiparametric regression
Checking the adequacy for a distortion errors-in-variables parametric regression model
Implementing componentwise Hastings algorithms
Dynamic risk score modeling for multiple longitudinal risk factors and survival
Consistent fundamental matrix estimation in a quadratic measurement error model arising in motion analysis
Clustering through empirical likelihood ratio
Residual-based specification of a hidden random field included in a hierarchical spatial model
Testing for the generalized normal-Laplace distribution with applications
Distance-based local linear regression for functional predictors
Construction of random vectors of heterogeneous component variables under specified correlation structures
A relative error-based approach for variable selection
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
Online estimation of individual-level effects using streaming shrinkage factors
Logical operators of some statistical computing packages and missing values
Nonparametric procedures for partially paired data in two groups
On the optimally weighted z-test for combining probabilities from independent studies
Inferences on Weibull parameters with conventional type-I censoring
Shrinkage estimation in general linear models
Mixture ensemble Kalman filters
Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples
Optimal designs for semi-parametric dose-response models under random contamination
Maximum likelihood estimation for Tukey's three corners
Relations for moments of progressively Type-II censored order statistics from half-logistic distribution with applications to inference
Improved predictions penalizing both slope and curvature in additive models
Flexible modeling of survival data with covariates subject to detection limits via multiple imputation
Nonparametric estimation from length-biased data under competing risks
A generalization of STATIS-ACT strategy: DO-ACT for two multiblocks tables
A normal approximation for the chi-square distribution
Effect of using principal coordinates and principal components on retrieval of clusters
Evaluation of transfer evidence for three-level multivariate data with the use of graphical models
GSA-based maximum likelihood estimation for threshold vector error correction model
Hyperparameter estimation and plug-in kernel density estimates for maximum a posteriori land-cover classification with multiband satellite data
Locally adaptive image denoising by a statistical multiresolution criterion
Adaptive semiparametric estimation for single index models with jumps
Exact unconditional non-classical tests on the difference of two proportions
2nd Special issue on matrix computations and statistics
Influence diagnostics in log-Birnbaum-Saunders regression models with censored data
Bootstrap prediction for returns and volatilities in GARCH models
Generation of prediction optimal projection on latent factors by a stochastic search algorithm
Residual analysis of linear mixed models using a simulation approach
High-dimensional two-sample mean vectors test and support recovery with factor adjustment
A transitional non-parametric maximum pseudo-likelihood estimator for disease mapping
Multivariate zero-inflated modeling with latent predictors: Modeling feedback behavior
Initial robust estimation in generalized linear models
Smoothed empirical likelihood for the Youden index
Comparison of p control charts for low defective rate
Covariate selection in mixture models with the censored response variable
Bayesian sample size determination for binary regression with a misclassified covariate and no gold standard
Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
Hybrid maximum likelihood inference for stochastic block models
A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
Minimax rates of convergence for sliced inverse regression with differential privacy
Bayesian estimation of a discrete response model with double rules of sample selection
Accelerating computation: A pairwise fitting technique for multivariate probit models
PLS regression on a stochastic process
Systematic enumeration of two-level even-odd designs of strength 3
Seemingly unrelated regression model with unequal size observations: computational aspects
Simultaneous variable selection and class fusion with penalized distance criterion based classifiers
The use of random-effect models for high-dimensional variable selection problems
Bayesian diagnostics of transformation structural equation models
Bayes linear analysis for ordinary differential equations
A confidence region for the largest and the smallest means under heteroscedasticity
Time-dynamic varying coefficient models for longitudinal data
Cook's distance for generalized linear mixed models
Pair-perturbation influence functions and local influence in PCA
Mallows model averaging with effective model size in fragmentary data prediction
The robustness of the hyperbolic efficiency estimator
Comparison of semiparametric and parametric methods for estimating copulas
Quantile based dimension reduction in censored regression
Comparison of penalty functions for sparse canonical correlation analysis
Concordance correlation coefficients estimated by variance components for longitudinal normal and Poisson data
Small area estimation under spatial nonstationarity
Systematic physics constrained parameter estimation of stochastic differential equations
HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties
Maximizing equity market sector predictability in a Bayesian time-varying parameter model
Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature
Asymptotic theory for maximum likelihood in nonparametric mixture models
Multivariate ordinal regression for multiple repeated measurements
Comments on the article of C.-Y. Lai, L. Tian, and E.F. Schisterman on the "Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point"
Nonparametric iterated combined tests for genetic differentiation
Bayesian variable selection and model averaging in the arbitrage pricing theory model
Generalized estimating equations with model selection for comparing dependent categorical agreement data
Support vector subset scan for spatial pattern detection
Additional sources of bias in half-life estimation
Editorial for the 4th Special Issue on advances in mixture models
Kalman filter variants in the closed skew normal setting
FunCC: A new bi-clustering algorithm for functional data with misalignment
Flexible estimation in cure survival models using Bayesian P-splines
A non-parametric iterative smoothing method for benchmarking and temporal distribution
Hierarchical clustered multiclass discriminant analysis via cross-validation
Generalized composite multi-sample tests for high-dimensional data
Shewhart-type control charts for variation in phase I data analysis
PLS path modeling
More powerful goodness-of-fit tests for uniform stochastic ordering
Dimension-reduced nonparametric maximum likelihood computation for interval-censored data
Sample size methods for constructing confidence intervals for the intra-class correlation coefficient
Modeling financial durations using penalized estimating functions
On robust testing for conditional heteroscedasticity in time series models
Rothman-Woodroofe symmetry test statistic revisited
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
Kernel interpolation
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
Flexible modeling of left-truncated and interval-censored competing risks data with missing event types
Bivariate density estimation using BV regularisation
Bayesian simultaneous factorization and prediction using multi-omic data
Fast multivariate log-concave density estimation
Testing the order of a population spectral distribution for high-dimensional data
The least trimmed quantile regression
Group sequential testing of homogeneity in genetic linkage analysis
A semi-parametric approach to receiver operating characteristic analysis with semi-continuous biomarker
On the computation of multivariate scenario sets for the skew-t and generalized hyperbolic families
Semi-parametric specification tests for mixing distributions
Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
Forecasting with spatial panel data
A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data
Nonparametric and Robust Methods
New goodness-of-fit tests for the error distribution of autoregressive time-series models
Localized empirical discriminant analysis
Sequential methods for pharmacogenetic studies
Statistical inference on attributed random graphs: Fusion of graph features and content
Generalized exponential distribution: Bayesian estimations
Distributed variable screening for generalized linear models
Econometric methods of signal extraction
A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median
Favorability functions based on kernel density estimation for logistic models: A case study
Efficient computation for differential network analysis with applications to quadratic discriminant analysis
Functional modelling of volatility in the Swedish limit order book
Efficient two-dimensional smoothing with P P-spline ANOVA mixed models and nested bases
A general robust t-process regression model
Sample size determination for high dimensional parameter estimation with application to biomarker identification
Covariate-adjusted quantile inference with competing risks
An induced natural selection heuristic for finding optimal Bayesian experimental designs
Comparative study of ROC regression techniques - Applications for the computer-aided diagnostic system in breast cancer detection
Simultaneous confidence intervals for comparing margins of multivariate binary data
Approximate least squares estimation for spatial autoregressive models with covariates
Bayesian nonparametric hypothesis testing for longitudinal data analysis