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2002 | Econometric analysis of realized volatility and its use in estimating stochastic volatility models RePEc:bla:jorssb:v:64:y:2002:i:2:p:253-280 [Citation Analysis] | 131 |
2001 | Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics RePEc:bla:jorssb:v:63:y:2001:i:2:p:167-241 [Citation Analysis] | 84 |
2002 | Bayesian measures of model complexity and fit RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639 [Citation Analysis] | 65 |
2003 | The identifiability of the mixed proportional hazards competing risks model RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710 [Citation Analysis] | 36 |
2000 | Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives RePEc:bla:jorssb:v:62:y:2000:i:1:p:3-56 [Citation Analysis] | 22 |
2003 | Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389 [Citation Analysis] | 19 |
2002 | A direct approach to false discovery rates RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498 [Citation Analysis] | 13 |
2005 | Regularization and variable selection via the elastic net RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320 [Citation Analysis] | 12 |
1999 | Statistical applications of the multivariate skew normal distribution RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602 [Citation Analysis] | 12 |
2003 | Comprehensive definitions of breakdown points for independent and dependent observations RePEc:bla:jorssb:v:65:y:2003:i:1:p:81-94 [Citation Analysis] | 9 |
2000 | Mixture Kalman filters RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508 [Citation Analysis] | 9 |
2000 | Dealing with label switching in mixture models RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809 [Citation Analysis] | 8 |
2004 | Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes RePEc:bla:jorssb:v:66:y:2004:i:2:p:369-393 [Citation Analysis] | 8 |
2003 | Adaptive varying-coefficient linear models RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80 [Citation Analysis] | 8 |
2007 | Probabilistic forecasts, calibration and sharpness RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268 [Citation Analysis] | 8 |
1999 | Intentionally biased bootstrap methods RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158 [Citation Analysis] | 8 |
1999 | Multivariate bandwidth selection for local linear regression RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815 [Citation Analysis] | 8 |
2001 | Estimating the number of clusters in a data set via the gap statistic RePEc:bla:jorssb:v:63:y:2001:i:2:p:411-423 [Citation Analysis] | 8 |
1999 | Missing covariates in generalized linear models when the missing data mechanism is non-ignorable RePEc:bla:jorssb:v:61:y:1999:i:1:p:173-190 [Citation Analysis] | 7 |
2006 | On parametric bootstrap methods for small area prediction RePEc:bla:jorssb:v:68:y:2006:i:2:p:221-238 [Citation Analysis] | 7 |
2003 | Inference for clusters of extreme values RePEc:bla:jorssb:v:65:y:2003:i:2:p:545-556 [Citation Analysis] | 7 |
2002 | Estimation of integrated squared density derivatives from a contaminated sample RePEc:bla:jorssb:v:64:y:2002:i:4:p:869-886 [Citation Analysis] | 7 |
2003 | An empirical likelihood goodness-of-fit test for time series RePEc:bla:jorssb:v:65:y:2003:i:3:p:663-678 [Citation Analysis] | 7 |
2002 | An adaptive estimation of dimension reduction space RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410 [Citation Analysis] | 7 |
2003 | A skew extension of the t-distribution, with applications RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174 [Citation Analysis] | 7 |
2000 | Semiparametric regression for the mean and rate functions of recurrent events RePEc:bla:jorssb:v:62:y:2000:i:4:p:711-730 [Citation Analysis] | 7 |
2003 | Optimal dynamic treatment regimes RePEc:bla:jorssb:v:65:y:2003:i:2:p:331-355 [Citation Analysis] | 7 |
1999 | Conformal normal curvature and assessment of local influence RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61 [Citation Analysis] | 7 |
2004 | Wavelet deconvolution in a periodic setting RePEc:bla:jorssb:v:66:y:2004:i:3:p:547-573 [Citation Analysis] | 6 |
1999 | Gibbs sampling for Bayesian non-conjugate and hierarchical models by using auxiliary variables RePEc:bla:jorssb:v:61:y:1999:i:2:p:331-344 [Citation Analysis] | 6 |
1999 | Semiparametric methods for response-selective and missing data problems in regression RePEc:bla:jorssb:v:61:y:1999:i:2:p:413-438 [Citation Analysis] | 6 |
2004 | Likelihood ratio tests in linear mixed models with one variance component RePEc:bla:jorssb:v:66:y:2004:i:1:p:165-185 [Citation Analysis] | 6 |
1999 | Maximizing generalized linear mixed model likelihoods with an automated Monte Carlo EM algorithm RePEc:bla:jorssb:v:61:y:1999:i:1:p:265-285 [Citation Analysis] | 6 |
1999 | Inference in generalized additive mixed modelsby using smoothing splines RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400 [Citation Analysis] | 6 |
2005 | Good randomized sequential probability forecasting is always possible RePEc:bla:jorssb:v:67:y:2005:i:5:p:747-763 [Citation Analysis] | 6 |
2002 | Chain graph models and their causal interpretations RePEc:bla:jorssb:v:64:y:2002:i:3:p:321-348 [Citation Analysis] | 6 |
2009 | Finding an unknown number of multivariate outliers RePEc:bla:jorssb:v:71:y:2009:i:2:p:447-466 [Citation Analysis] | 6 |
2004 | Power transformations to induce normality and their applications RePEc:bla:jorssb:v:66:y:2004:i:1:p:117-130 [Citation Analysis] | 6 |
2000 | Regression analysis of panel count data with covariate-dependent observation and censoring times RePEc:bla:jorssb:v:62:y:2000:i:2:p:293-302 [Citation Analysis] | 5 |
2003 | Causal inference with generalized structural mean models RePEc:bla:jorssb:v:65:y:2003:i:4:p:817-835 [Citation Analysis] | 5 |
2004 | Testing for a finite mixture model with two components RePEc:bla:jorssb:v:66:y:2004:i:1:p:95-115 [Citation Analysis] | 5 |
2000 | Bayesian latent variable models for clustered mixed outcomes RePEc:bla:jorssb:v:62:y:2000:i:2:p:355-366 [Citation Analysis] | 5 |
2000 | Adaptive weights smoothing with applications to image restoration RePEc:bla:jorssb:v:62:y:2000:i:2:p:335-354 [Citation Analysis] | 5 |
2008 | Sure independence screening for ultrahigh dimensional feature space RePEc:bla:jorssb:v:70:y:2008:i:5:p:849-911 [Citation Analysis] | 5 |
2009 | Some asymptotic results on generalized penalized spline smoothing RePEc:bla:jorssb:v:71:y:2009:i:2:p:487-503 [Citation Analysis] | 5 |
2000 | Bootstrap confidence regions computed from autoregressions of arbitrary order RePEc:bla:jorssb:v:62:y:2000:i:2:p:461-477 [Citation Analysis] | 5 |
2007 | Bootstrapping clustered data RePEc:bla:jorssb:v:69:y:2007:i:3:p:369-390 [Citation Analysis] | 5 |
2000 | Modelling and smoothing parameter estimation with multiple quadratic penalties RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428 [Citation Analysis] | 5 |
2004 | Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach RePEc:bla:jorssb:v:66:y:2004:i:1:p:187-205 [Citation Analysis] | 4 |
1999 | Understanding exponential smoothing via kernel regression RePEc:bla:jorssb:v:61:y:1999:i:1:p:39-50 [Citation Analysis] | 4 |
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2010 | Parsimonious Classification Via Generalized Linear Mixed Models RePEc:spr:jclass:v:27:y:2010:i:1:p:89-110 | [Citation Analysis] |
2010 | Nonparametric estimation of mean and dispersion functions in extended generalized linear models RePEc:spr:testjl:v:19:y:2010:i:3:p:580-608 | [Citation Analysis] |
2010 | A general science-based framework for dynamical spatio-temporal models RePEc:spr:testjl:v:19:y:2010:i:3:p:417-451 | [Citation Analysis] |
2010 | Detecting atypical observations in financial data: the forward search for elliptical copulas RePEc:spr:advdac:v:4:y:2010:i:4:p:287-299 | [Citation Analysis] |
2010 | A review of robust clustering methods RePEc:spr:advdac:v:4:y:2010:i:2:p:89-109 | [Citation Analysis] |
2010 | Smoothing algorithms for statespace models RePEc:spr:aistmt:v:62:y:2010:i:1:p:61-89 | [Citation Analysis] |
2010 | Bayesian model-based tight clustering for time course data RePEc:spr:compst:v:25:y:2010:i:1:p:17-38 | [Citation Analysis] |
2010 | Decomposition of the environmental Kuznets curve: scale, technique, and composition effects RePEc:spr:envpol:v:11:y:2010:i:1:p:19-36 | [Citation Analysis] |
2010 | The Role of Additional Information in Option Pricing: Estimation Issues for the State Space Model RePEc:kap:compec:v:36:y:2010:i:4:p:283-307 | [Citation Analysis] |
2010 | Additive Hedonic Regression Models with Spatial Scaling Factors: An Application for Rents in Vienna RePEc:kap:jrefec:v:41:y:2010:i:4:p:390-411 | [Citation Analysis] |
2010 | ? 1-penalization for mixture regression models RePEc:spr:testjl:v:19:y:2010:i:2:p:209-256 | [Citation Analysis] |
2010 | Regularization Paths for Generalized Linear Models via Coordinate Descent RePEc:jss:jstsof:33:i01 | [Citation Analysis] |
2010 | A review of robust clustering methods RePEc:spr:advdac:v:4:y:2010:i:2:p:89-109 | [Citation Analysis] |