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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] | 202 |
2002 | Bayesian measures of model complexity and fit RePEc:bla:jorssb:v:64:y:2002:i:4:p:583-639 [Citation Analysis] | 114 |
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] | 93 |
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] | 41 |
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] | 39 |
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] | 35 |
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] | 32 |
1999 | Statistical applications of the multivariate skew normal distribution RePEc:bla:jorssb:v:61:y:1999:i:3:p:579-602 [Citation Analysis] | 30 |
2005 | Regularization and variable selection via the elastic net RePEc:bla:jorssb:v:67:y:2005:i:2:p:301-320 [Citation Analysis] | 29 |
2002 | A direct approach to false discovery rates RePEc:bla:jorssb:v:64:y:2002:i:3:p:479-498 [Citation Analysis] | 26 |
2002 | An adaptive estimation of dimension reduction space RePEc:bla:jorssb:v:64:y:2002:i:3:p:363-410 [Citation Analysis] | 23 |
2005 | Addendum: Regularization and variable selection via the elastic net RePEc:bla:jorssb:v:67:y:2005:i:5:p:768-768 [Citation Analysis] | 21 |
2000 | Dealing with label switching in mixture models RePEc:bla:jorssb:v:62:y:2000:i:4:p:795-809 [Citation Analysis] | 19 |
2000 | Modelling and smoothing parameter estimation with multiple quadratic penalties RePEc:bla:jorssb:v:62:y:2000:i:2:p:413-428 [Citation Analysis] | 19 |
1999 | Conformal normal curvature and assessment of local influence RePEc:bla:jorssb:v:61:y:1999:i:1:p:51-61 [Citation Analysis] | 19 |
2003 | Thin plate regression splines RePEc:bla:jorssb:v:65:y:2003:i:1:p:95-114 [Citation Analysis] | 17 |
2003 | Adaptive varying-coefficient linear models RePEc:bla:jorssb:v:65:y:2003:i:1:p:57-80 [Citation Analysis] | 17 |
1999 | Inference in generalized additive mixed modelsby using smoothing splines RePEc:bla:jorssb:v:61:y:1999:i:2:p:381-400 [Citation Analysis] | 16 |
2003 | A skew extension of the t-distribution, with applications RePEc:bla:jorssb:v:65:y:2003:i:1:p:159-174 [Citation Analysis] | 16 |
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] | 16 |
2006 | Empirical likelihood confidence regions in a partially linear single-index model RePEc:bla:jorssb:v:68:y:2006:i:3:p:549-570 [Citation Analysis] | 15 |
1999 | Intentionally biased bootstrap methods RePEc:bla:jorssb:v:61:y:1999:i:1:p:143-158 [Citation Analysis] | 14 |
2007 | Probabilistic forecasts, calibration and sharpness RePEc:bla:jorssb:v:69:y:2007:i:2:p:243-268 [Citation Analysis] | 14 |
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] | 14 |
1999 | Multivariate bandwidth selection for local linear regression RePEc:bla:jorssb:v:61:y:1999:i:4:p:793-815 [Citation Analysis] | 13 |
2007 | Regression coefficient and autoregressive order shrinkage and selection via the lasso RePEc:bla:jorssb:v:69:y:2007:i:1:p:63-78 [Citation Analysis] | 13 |
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] | 13 |
2006 | Model selection and estimation in regression with grouped variables RePEc:bla:jorssb:v:68:y:2006:i:1:p:49-67 [Citation Analysis] | 13 |
2000 | On a mixture autoregressive model RePEc:bla:jorssb:v:62:y:2000:i:1:p:95-115 [Citation Analysis] | 12 |
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] | 12 |
2000 | Mixture Kalman filters RePEc:bla:jorssb:v:62:y:2000:i:3:p:493-508 [Citation Analysis] | 11 |
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] | 11 |
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] | 10 |
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] | 10 |
2009 | Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations RePEc:bla:jorssb:v:71:y:2009:i:2:p:319-392 [Citation Analysis] | 10 |
2004 | Power transformations to induce normality and their applications RePEc:bla:jorssb:v:66:y:2004:i:1:p:117-130 [Citation Analysis] | 10 |
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] | 10 |
2001 | A modified likelihood ratio test for homogeneity in finite mixture models RePEc:bla:jorssb:v:63:y:2001:i:1:p:19-29 [Citation Analysis] | 10 |
2004 | Testing for a finite mixture model with two components RePEc:bla:jorssb:v:66:y:2004:i:1:p:95-115 [Citation Analysis] | 10 |
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] | 10 |
2000 | Bayesian latent variable models for clustered mixed outcomes RePEc:bla:jorssb:v:62:y:2000:i:2:p:355-366 [Citation Analysis] | 10 |
2004 | Identification of non-linear additive autoregressive models RePEc:bla:jorssb:v:66:y:2004:i:2:p:463-477 [Citation Analysis] | 10 |
2000 | Two-step estimation of functional linear models with applications to longitudinal data RePEc:bla:jorssb:v:62:y:2000:i:2:p:303-322 [Citation Analysis] | 9 |
2006 | Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities RePEc:bla:jorssb:v:68:y:2006:i:2:p:155-178 [Citation Analysis] | 9 |
2006 | Sequential Monte Carlo samplers RePEc:bla:jorssb:v:68:y:2006:i:3:p:411-436 [Citation Analysis] | 9 |
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] | 9 |
2009 | Some asymptotic results on generalized penalized spline smoothing RePEc:bla:jorssb:v:71:y:2009:i:2:p:487-503 [Citation Analysis] | 9 |
2006 | Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) RePEc:bla:jorssb:v:68:y:2006:i:3:p:333-382 [Citation Analysis] | 9 |
2009 | Finding an unknown number of multivariate outliers RePEc:bla:jorssb:v:71:y:2009:i:2:p:447-466 [Citation Analysis] | 9 |
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] | 8 |
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2011 | PROBABILISTIC INTEREST RATE SETTING WITH A SHADOW BOARD: A DESCRIPTION OF THE PILOT PROJECT RePEc:acb:camaaa:2011-27 | [Citation Analysis] |
2011 | Non-linear DSGE models and the optimized central difference particle filter RePEc:eee:dyncon:v:35:y:2011:i:10:p:1671-1695 | [Citation Analysis] |
2011 | Assessing the pattern of covariance matrices via an augmentation multiple testing procedure RePEc:spr:stmapp:v:20:y:2011:i:2:p:141-170 | [Citation Analysis] |
2011 | Practical variable selection for generalized additive models RePEc:eee:csdana:v:55:y:2011:i:7:p:2372-2387 | [Citation Analysis] |
2011 | Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms RePEc:spr:alstar:v:95:y:2011:i:4:p:375-413 | [Citation Analysis] |
2011 | Semiparametric regression with shape-constrained penalized splines RePEc:eee:csdana:v:55:y:2011:i:10:p:2871-2879 | [Citation Analysis] |
2011 | Maximum likelihood ratio test for the stability of sequence of Gaussian random processes RePEc:eee:csdana:v:55:y:2011:i:6:p:2114-2127 | [Citation Analysis] |
2011 | Mapping electron density in the ionosphere: A principal component MCMC algorithm RePEc:eee:csdana:v:55:y:2011:i:1:p:338-352 | [Citation Analysis] |
2011 | Grid based variational approximations RePEc:eee:csdana:v:55:y:2011:i:1:p:45-56 | [Citation Analysis] |
2011 | Approximate Bayesian inference in spatial GLMM with skew normal latent variables RePEc:eee:csdana:v:55:y:2011:i:4:p:1791-1806 | [Citation Analysis] |
2011 | Dynamic Bayesian beta models RePEc:eee:csdana:v:55:y:2011:i:6:p:2074-2089 | [Citation Analysis] |
2011 | Structural Modeling of Measurement Error in Generalized Linear Models with Rasch Measures as Covariates RePEc:spr:psycho:v:76:y:2011:i:1:p:40-56 | [Citation Analysis] |
2011 | Consistent tuning parameter selection in high dimensional sparse linear regression RePEc:eee:jmvana:v:102:y:2011:i:7:p:1141-1151 | [Citation Analysis] |
2011 | Semi-varying coefficient models with a diverging number of components RePEc:eee:jmvana:v:102:y:2011:i:7:p:1166-1174 | [Citation Analysis] |
2011 | Tests for distributional treatment effects under unconfoundedness RePEc:eee:ecolet:v:110:y:2011:i:1:p:49-51 | [Citation Analysis] |
2011 | Robust estimation of efficient meanvariance frontiers RePEc:spr:advdac:v:5:y:2011:i:1:p:3-22 | [Citation Analysis] |
2011 | Detection of multivariate outliers in business survey data with incomplete information RePEc:spr:advdac:v:5:y:2011:i:1:p:37-56 | [Citation Analysis] |
2011 | Local Statistical Modeling via Cluster-Weighted Approach with Elliptical Distributions RePEc:mis:wpaper:20111001 | [Citation Analysis] |
2011 | Error rates for multivariate outlier detection RePEc:eee:csdana:v:55:y:2011:i:1:p:544-553 | [Citation Analysis] |
2011 | Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables RePEc:eee:csdana:v:55:y:2011:i:4:p:1540-1551 | [Citation Analysis] |
2011 | Tail order and intermediate tail dependence of multivariate copulas RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471 | [Citation Analysis] |
2011 | Dynamic Large Spatial Covariance Matrix Estimation in Application to
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2011 | Autoregressive process modeling via the Lasso procedure RePEc:eee:jmvana:v:102:y:2011:i:3:p:528-549 | [Citation Analysis] |