Scandinavian journal of statistics: Theory and applications
When and Why are Principal Component Scores a Good Tool for Visualizing High-dimensional Data?
Kristoffer Herland Hellton, Magne Thoresen
págs. 581-597
Asymptotic Optimality of Sparse Linear Discriminant Analysis with Arbitrary Number of Classes.
Ruiyan Luo, Xin Qi
págs. 598-616
Asymptotic Properties of QML Estimators for VARMA Models with Time-dependent Coefficients.
Abdelkamel Alj, Rajae Azrak, Christophe Ley
, Guy Mélardpágs. 617-635
Eugene Demidenko
págs. 636-665
Fast Inference for Network Models of Infectious Disease Spread.
Razvan G. Romanescu, Rob Deardon
págs. 666-683
Empirical Uncertain Bayes Methods in Area-level Models.
Shonosuke Sugasawa, Tatsuya Kubokawa, Kota Ogasawara
págs. 684-706
Adaptive Deconvolution on the Non-negative Real Line.
Gwennaëlle Mabon
págs. 707-740
Objective Bayes Covariate-Adjusted Sparse Graphical Model Selection.
Guido Consonni, Luca La Rocca, Stefano Peluso
págs. 741-764
Bayesian Single Changepoint Estimation in a Parameter-driven Model.
Chigozie E. Utazi
págs. 765-779
Estimation and Prediction in the Presence of Spatial Confounding for Spatial Linear Models.
Garritt L. Page, Yanjun Liu, Zhuoqiong He, Donchu Sun
págs. 780-797
Non-parametric Bayesian Intensity Model: Exploring Time-to-Event Data on Two Time Scales.
Tommi Härkänen, Anna But, Jari Haukka
págs. 798-814
Correction Note to ‘Analysis of Double Single Index Models’.
Kun Chen, Yanyuan Ma
págs. 815-816
- Página 1 de 1
