Statistics and Computing
A hierarchical model for ordinal matrix factorization
Boosted coefficient models
Cholesky-GARCH models with applications to finance
Estimating generalized semiparametric additive models using parameter cascading
Exact posterior distributions and model selection criteria for multiple change-point detection problems
Free energy methods for Bayesian inference: efficient exploration of univariate Gaussian mixture posteriors
Goodness-of-fit test of the mark distribution in a point process with non-stationary marks
Goodness-of-fit tests in semi-linear models
Implied distributions in multiple change point problems
John Lawson: Design and analysis of experiments with SAS
Modifications of REML algorithm for HGLMs
Spectral estimation for locally stationary time series with missing observations