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Bi-level Variable Selection in High Dimensional Tobit Models
Hailin Huang, Jizi Shangguan, Yuanzhang Li, and Hua Liang
pp. 151-156
Sampling High Dimensional Tables with Applications to Assessing Linkage Disequilibrium
Robert D. Eisinger, Xiao Su, and Yuguo Chen
pp. 157-166
Hypothesis testing for normal distributions: a unified framework and new developments
Yuejin Zhou, Sze-Yui Ho, Jiahua Liu, and Tiejun Tong
pp. 167-179
Additive Hazards Regression for Case-Cohort Studies with Interval-censored Data
Mingyue Du, Huiqiong Li, and Jianguo Sun
pp. 181-191
Zero-one-in ated simplex regression models for the analysis of continuous proportion data
Pengyi Liu, Kam Chuen Yuen, Liu-Cang Wu, Guo-Liang Tian, and Tao Li
pp. 193-208
Non-Gaussian Stochastic Volatility Model with Jumps via Gibbs Sampler
Arthur T. Rego and Thiago R. dos Santos
pp. 209-219
A Composite Nonparametric Product Limit Approach for Estimating the Distribution of Survival Times under Length-Biased and Right-Censored Data
Shuqin Fan, Wei Zhao, Alan T. K. Wan, and Yong Zhou
pp. 221-235
Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes
Daeyoung Lim, Beomjo Park, David Nott, Xueou Wang, and Taeryon Choi
pp. 237-249
A Variable Selection Approach to Multiple Change-Points Detection
Chi Kin Lam, Huaqing Jin, Fei Jiang, and Guosheng Yin
pp. 251-260
A Spatial Autoregression Model with Time-Varying Coefficients
Ke Xu, Luping Sun, Jin Liu, Xuening Zhu, and Hansheng Wang
pp. 261-270