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Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties Early View

  • Journal: Statistica Neerlandica
  • Authors: Christophe Abraham, Khader Khadraoui
  • Published Date: Nov 21, 2014

In this paper, we approach the problem of shape constrained regression from a Bayesian perspective. A B‐splines basis is used to model the regression function. The smoothness of the...

A generalization of the Binomial distribution based on the dependence ratio Early View

  • Journal: Statistica Neerlandica
  • Authors: Gianfranco Lovison
  • Published Date: Dec 01, 2014

We propose a generalization of the Binomial distribution, called DR‐Binomial, which accommodates dependence among units through a model based on the dependence ratio (Ekholm et al.,...

On the inefficiency of the restricted maximum likelihood Early View

  • Journal: Statistica Neerlandica
  • Authors: Nicholas T. Longford
  • Published Date: Jan 30, 2015

The restricted maximum likelihood is preferred by many to the full maximum likelihood for estimation with variance component and other random coefficient models, because the variance...

Maximum likelihood estimation of a binomial proportion using one‐sample misclassified binary data Early View

  • Journal: Statistica Neerlandica
  • Authors: Dewi Rahardja, Ying Yang
  • Published Date: Jan 26, 2015

In this article, we construct two likelihood‐based confidence intervals (CIs) for a binomial proportion parameter using a double‐sampling scheme with misclassified binary data. We utilize...

SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection Early View

  • Journal: Statistica Neerlandica
  • Authors: Muhammad Amin, Lixin Song, Milton Abdul Thorlie, Xiaoguang Wang
  • Published Date: Jan 26, 2015

The present penalized quantile variable selection methods are only applicable to finite number of predictors or do not have oracle property associated with estimator. This technique is...

Fisher information under Gaussian quadrature models Early View

  • Journal: Statistica Neerlandica
  • Authors: Antonio Hermes Marques da Silva Júnior*, Jochen Einbeck, Peter S. Craig
  • Published Date: Sep 10, 2017

This paper develops formulae to compute the Fisher information matrix for the regression parameters of generalized linear models with Gaussian random effects. The Fisher information matrix...

Semiparametric time series regression modeling with a diverging number of parameters Early View

  • Journal: Statistica Neerlandica
  • Authors: Shengchao Zheng, Degao Li
  • Published Date: Oct 20, 2017

Variable selection and error structure determination of a partially linear model with time series errors are important issues. In this paper, we investigate the regression coefficient and...

A note on the relationship between conditional and unconditional independence and its extensions for Markov kernels Early View

  • Journal: Statistica Neerlandica
  • Authors: A.G. Nogales, P. Pérez
  • Published Date: Feb 27, 2019

Two known results on the relationship between conditional and unconditional independence are obtained as a consequence of the main result of this paper, a theorem that uses independence of Markov...

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