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Home » JOURNAL » Journal of the American Statistical Association, Volume: 111, No: 515, September 2016

Journal of the American Statistical Association, Volume: 111, No: 515, September 2016



Bayesian Nonparametric Estimation for Dynamic Treatment Regimes With Sequential Transition Times by Yanxun Xu, Peter Müller, Abdus S. Wahed & Peter F. Thall

Analyzing Single-Molecule Protein Transportation Experiments via Hierarchical Hidden Markov Models by Yang Chen, Kuang Shen, Shu-Ou Shan & S. C. Kou

Template-Based Models for Genome-Wide Analysis of Next-Generation Sequencing Data at Base-Pair Resolution by Alexander W. Blocker & Edoardo M. Airoldi

A Model of Text for Experimentation in the Social Sciences by Margaret E. Roberts, Brandon M. Stewart & Edoardo M. Airoldi

Estimation of Directed Acyclic Graphs Through Two-Stage Adaptive Lasso for Gene Network Inference by Sung Won Han, Gong Chen, Myun-Seok Cheon & Hua Zhong

Detecting and Localizing Differences in Functional Time Series Dynamics: A Case Study in Molecular Biophysics by Shahin Tavakoli & Victor M. Panaretos

Probabilistic Cause-of-Death Assignment Using Verbal Autopsies  by Tyler H. McCormick, Zehang Richard Li, Clara Calvert, Amelia C. Crampin, Kathleen Kahn & Samuel J. Clark

Parameterization of White Matter Manifold-Like Structures Using Principal Surfaces by Chen Yue, Vadim Zipunnikov, Pierre-Louis Bazin, Dzung Pham, Daniel Reich, Ciprian Crainiceanu & Brian Caffo

A Longitudinal Mixed Logit Model for Estimation of Push and Pull Effects in Residential Location Choice by Fiona Steele, Elizabeth Washbrook, Christopher Charlton & William J. Browne

Hierarchical Models for Semicompeting Risks Data With Application to Quality of End-of-Life Care for Pancreatic Cancer by Kyu Ha Lee, Francesca Dominici, Deborah Schrag & Sebastien Haneuse

Model-Based Geostatistics for Prevalence Mapping in Low-Resource Settings by Peter J. Diggle & Emanuele Giorgi

Generalized Dynamic Principal Components by Daniel Peña & Victor J. Yohai

Fast Estimation of Regression Parameters in a Broken-Stick Model for Longitudinal Data by Ritabrata Das, Moulinath Banerjee, Bin Nan & Huiyong Zheng

Priors for Random Count Matrices Derived from a Family of Negative Binomial Processes by Mingyuan Zhou, Oscar Hernan Madrid Padilla & James G. Scott

Constructed Second Control Groups and Attenuation of Unmeasured Biases by Samuel D. Pimentel, Dylan S. Small & Paul R. Rosenbaum

Bayesian Nonparametric Longitudinal Data Analysis by Fernando A. Quintana, Wesley O. Johnson, L. Elaine Waetjen & Ellen B. Gold

Brownian Integrated Covariance Functions for Gaussian Process Modeling: Sigmoidal Versus Localized Basis Functions by Ning Zhang & Daniel W. Apley

Dynamic Covariance Models by Ziqi Chen & Chenlei Leng

Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models by Ming-Yen Cheng, Toshio Honda & Jin-Ting Zhang

A Subsampled Double Bootstrap for Massive Data by Srijan Sengupta, Stanislav Volgushev & Xiaofeng Shao

Coverage Inducing Priors in Nonstandard Inference Problems by Ulrich K. Müller & Andriy Norets

Classification With Unstructured Predictors and an Application to Sentiment Analysis by Junhui Wang, Xiaotong Shen, Yiwen Sun & Annie Qu

Stabilized Nearest Neighbor Classifier and its Statistical Properties by Will Wei Sun, Xingye Qiao & Guang Cheng

Conditional Sure Independence Screening by Emre Barut, Jianqing Fan & Anneleen Verhasselt

Graphical Procedures for Multiple Comparisons Under General Dependence by Christopher J. Bennett & Brennan S. Thompson

Joint Inference for Competing Risks Survival Data by Gang Li & Qing Yang

Analysis of Proportional Odds Models With Censoring and Errors-in-Covariates by Samiran Sinha & Yanyuan Ma

Sufficient Reductions in Regressions With Exponential Family Inverse Predictors by Efstathia Bura, Sabrina Duarte & Liliana Forzani

How Much Information Does Dependence Between Wavelet Coefficients Contain? By Carsten Jentsch & Claudia Kirch

Courtesy : Taylor & Francis



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