This article proposes a Bayesian infinite mixture model for the estimation of the conditional density of an ergodic time series. A nonparametric prior on the conditional density ...
In two-way contingency tables analysis, a popular class of models for describing the structure of the association between the two categorical variables are the so-called “associ...
Partial F tests play a central role in model selections in multiple linear regression models. This paper studies the partial F tests from the view point of simultaneous confidence...
Given a sample of n observations y1, . . . , yn at time points t1, . . . , tn we consider the problem of specifying a function ˜f such that ˜f • is smooth, • fits the data ...
The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...