Works matching IS 20491573 AND DT 2019 AND VI 8 AND IP 1
Results: 44
Modified tests for exponentiality in the presence of Type II right censored data.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.262
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Deep latent variable models for generating knockoffs.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.260
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Re‐evaluating composite scores: Adaptive Lasso variable selection for non‐linear models.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.251
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A note on cyclic shift permutation testing for large eigenvalues.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.257
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Improving computational performance in likelihood‐based network clustering.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.256
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Connections between cure rates and survival probabilities in proportional hazards models.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.255
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Which principal components are most sensitive in the change detection problem?
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.252
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Inference in receiver operating characteristic surface analysis via a trinormal model‐based testing approach.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.249
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Tensor canonical correlation analysis.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.253
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Asymptotic normality of the time‐domain generalized least squares estimator for linear regression models.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.248
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Visualizations for interrogations of multi‐armed bandits.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.247
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Testing conditional independence and homogeneity in large sparse three‐way tables using conditional distance covariance.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.244
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Set‐based differential covariance testing for genomics.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.235
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Stochastic volatility generated by product autoregressive models.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.232
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Estimating the number of signals using principal component analysis.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.231
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Logistic regression error‐in‐covariate models for longitudinal high‐dimensional covariates.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.246
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A bootstrap‐augmented alternating expectation‐conditional maximization algorithm for mixtures of factor analyzers.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.243
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A regression discontinuity stochastic frontier model with an application to educational attainment.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.242
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Multiresolution clustering of dependent functional data with application to climate reconstruction.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.240
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Doubly robust‐type estimation of population moments and parameters in biased sampling.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.241
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Sparse spectral estimation with missing and corrupted measurements.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.229
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A multiattribute cumulative sum‐np chart.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.239
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A new position weight correlation coefficient for consensus ranking process without ties.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.236
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Differential variation and expression analysis.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.237
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Recycled estimates for nonlinear regression models.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.230
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Lagged principal trend analysis for longitudinal high-dimensional data.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.213
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Distributed inference for degenerate U‐statistics.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.234
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On confidence intervals centred on bootstrap smoothed estimators.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.233
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Efficient inference of generalized spatial fusion models with flexible specification.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.216
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On selection of semiparametric spatial regression models.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.221
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Issue Information.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.191
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Calibrated adversarial algorithms for generative modelling.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.224
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Marginal maximum likelihood estimation of conditional autoregressive models with missing data.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.226
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Modelling and estimation for optimal treatment decision with interference.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.219
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Weak convergence of TJW product-limit estimator under association.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.217
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Efficient composite likelihood for a scalar parameter of interest.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.222
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Sampling sup-normalized spectral functions for Brown-Resnick processes.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.228
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Doubly robust estimation in observational studies with partial interference.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.214
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Additive partially linear models for ultra-high-dimensional regression.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.223
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Full likelihood inference for max-stable data.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.218
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A general framework for multivariate functional principal component analysis of amplitude and phase variation.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.220
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On the strong consistency of feature-weighted k-means clustering in a nearmetric space.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.227
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Sharpen statistical significance: Evidence thresholds and Bayes factors sharpened into Occam's razor.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.215
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On the construction of knockoffs in case-control studies.
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- Stat, 2019, v. 8, n. 1, p. 1, doi. 10.1002/sta4.225
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