Works matching IS 00203157 AND DT 2020 AND VI 72 AND IP 1

Results: 14

Reply to Discussion of "Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions".

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 41, doi. 10.1007/s10463-019-00744-0

By:

West, Mike

Publication type:

Article

Discussion of "Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions".

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 37, doi. 10.1007/s10463-019-00743-1

By:

Glynn, Chris

Publication type:

Article

Discussion of "Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions".

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 33, doi. 10.1007/s10463-019-00742-2

By:

Nakajima, Jouchi

Publication type:

Article

Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 1, doi. 10.1007/s10463-019-00741-3

By:

West, Mike

Publication type:

Article

Asymptotic theory of the adaptive Sparse Group Lasso.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 297, doi. 10.1007/s10463-018-0692-7

By:

Poignard, Benjamin

Publication type:

Article

Sequential fixed accuracy estimation for nonstationary autoregressive processes.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 235, doi. 10.1007/s10463-018-0689-2

By:

Konev, Victor;
Nazarenko, Bogdan

Publication type:

Article

Semiparametric quantile regression with random censoring.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 265, doi. 10.1007/s10463-018-0688-3

By:

Bravo, Francesco

Publication type:

Article

A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 65, doi. 10.1007/s10463-018-0686-5

By:

Chen, Zehua;
Jiang, Yiwei

Publication type:

Article

New kernel estimators of the hazard ratio and their asymptotic properties.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 187, doi. 10.1007/s10463-018-0685-6

By:

Moriyama, Taku;
Maesono, Yoshihiko

Publication type:

Article

Marginal quantile regression for varying coefficient models with longitudinal data.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 213, doi. 10.1007/s10463-018-0684-7

By:

Zhao, Weihua;
Zhang, Weiping;
Lian, Heng

Publication type:

Article

Estimating quantiles in imperfect simulation models using conditional density estimation.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 123, doi. 10.1007/s10463-018-0683-8

By:

Kohler, Michael;
Krzyżak, Adam

Publication type:

Article

Discovering model structure for partially linear models.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 45, doi. 10.1007/s10463-018-0682-9

By:

He, Xin;
Wang, Junhui

Publication type:

Article

An empirical likelihood approach under cluster sampling with missing observations.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 91, doi. 10.1007/s10463-018-0681-x

By:

Berger, Yves G.

Publication type:

Article

Inference on a distribution function from ranked set samples.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 1, p. 157, doi. 10.1007/s10463-018-0680-y

By:

Dümbgen, Lutz;
Zamanzade, Ehsan

Publication type:

Article