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Computational Statistics & Data Analysis, Volume 131
Volume 131, March 2019
- Jae C. Lee, Erricos John Kontoghiorghes
, Ana Colubi, Byeong Park:
Interview of Professor Stanley Azen, Founder of Computational Statistics and Data Analysis (CSDA). 1 - Abdelmonem A. Afifi:
Stan Azen: A Master of Numbers and Notes. 2-9 - Frédéric Ferraty, Piotr Kokoszka, Jane-Ling Wang, Yichao Wu:
Editorial for the special issue on High-dimensional and functional data analysis. 10-11 - Shadi Abpeykar
Ensemble decision forest of RBF networks via hybrid feature clustering approach for high-dimensional data classification. 12-36 - Yeonjoo Park
Robust probabilistic classification applicable to irregularly sampled functional data. 37-49 - Wenlin Dai
Directional outlyingness for multivariate functional data. 50-65 - Israel Martínez-Hernández
Robust depth-based estimation of the functional autoregressive model. 66-79 - Bo Wang
Gaussian process methods for nonparametric functional regression with mixed predictors. 80-90 - Manuel Febrero-Bande
Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random. 91-103 - Dominik Liebl, Stefan Rameseder:
Partially observed functional data: The case of systematically missing parts. 104-115 - M. Rauf Ahmad
A significance test of the RV coefficient in high dimensions. 116-130 - Raymond K. W. Wong
Nonparametric operator-regularized covariance function estimation for functional data. 131-144 - Yaohua Zhang, Jian Zou
Modeling financial durations using penalized estimating functions. 145-158 - Eric Fu
Model-based curve registration via stochastic approximation EM algorithm. 159-175 - Joshua French, Piotr Kokoszka, Stilian Stoev, Lauren Hall:
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. 176-193 - Peijun Sang, Liangliang Wang
Weighted empirical likelihood inference for dynamical correlations. 194-206 - Keren Shen, Jianfeng Yao
On a spiked model for large volatility matrix estimation from noisy high-frequency data. 207-221 - Mu Yue
Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. 222-234
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