Computational Statistics & Data Analysis, Volume 131 (original) (raw)

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Volume 131, March 2019

High-dimensional and functional data analysis

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    Jae C. Lee, Erricos John Kontoghiorghes, Ana Colubi, Byeong Park:
    Interview of Professor Stanley Azen, Founder of Computational Statistics and Data Analysis (CSDA). 1
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    Abdelmonem A. Afifi:
    Stan Azen: A Master of Numbers and Notes. 2-9
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    Frédéric Ferraty, Piotr Kokoszka, Jane-Ling Wang, Yichao Wu:
    Editorial for the special issue on High-dimensional and functional data analysis. 10-11
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    Shadi Abpeykar, Mehdi Ghatee, Hadi Zare:
    Ensemble decision forest of RBF networks via hybrid feature clustering approach for high-dimensional data classification. 12-36
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    Yeonjoo Park, Douglas G. Simpson:
    Robust probabilistic classification applicable to irregularly sampled functional data. 37-49
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    Wenlin Dai, Marc G. Genton:
    Directional outlyingness for multivariate functional data. 50-65
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    Israel Martínez-Hernández, Marc G. Genton, Graciela González-Farías:
    Robust depth-based estimation of the functional autoregressive model. 66-79
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    Bo Wang, Aiping Xu:
    Gaussian process methods for nonparametric functional regression with mixed predictors. 80-90
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    Manuel Febrero-Bande, Pedro Galeano, Wenceslao González-Manteiga:
    Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random. 91-103
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    Dominik Liebl, Stefan Rameseder:
    Partially observed functional data: The case of systematically missing parts. 104-115
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    M. Rauf Ahmad:
    A significance test of the RV coefficient in high dimensions. 116-130
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    Raymond K. W. Wong, Xiaoke Zhang:
    Nonparametric operator-regularized covariance function estimation for functional data. 131-144
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    Yaohua Zhang, Jian Zou, Nalini Ravishanker, Aerambamoorthy Thavaneswaran:
    Modeling financial durations using penalized estimating functions. 145-158
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    Eric Fu, Nancy E. Heckman:
    Model-based curve registration via stochastic approximation EM algorithm. 159-175
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    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
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    Peijun Sang, Liangliang Wang, Jiguo Cao:
    Weighted empirical likelihood inference for dynamical correlations. 194-206
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    Keren Shen, Jianfeng Yao, Wai Keung Li:
    On a spiked model for large volatility matrix estimation from noisy high-frequency data. 207-221
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    Mu Yue, Jialiang Li, Ming-Yen Cheng:
    Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients. 222-234

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