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Journal of the American Statistical Association (JASA)

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Depuis 1975 au Centre de documentation économique et statistique (Cedes) du STATEC.

Disponible dans les périodiques électroniques de la Bibliothèque Nationale du Luxembourg (Carte de lecteur exigée)à partir de 1922.


Volume 112, n° 517, March 2017

Applications and Case Studies

  • JOHNSON Valen E., PAYNE Richard D., WANG Tianying Wan, ASHER Alex, MANDAL Soutrik - On the Reproducibility of Psychological Science, pp. 1-10
  • MURRAY Thomas A., THALL Peter F., YUAN Ying, McAVOY Sarah, GOMEZ Daniel R. - Robust Treatment Comparison Based on Utilities of Semi-Competing Risks in Non-Small-Cell Lung Cancer, pp. 11-23
  • SCEALY J. L., WELSH A. H. - Effects Model for Compositional Expenditure Data, pp. 24-36
  • KONOMI Bledar A., KARAGIANNIS Georgios, LAI Kevin, LIN Guang - Bayesian Treed Calibration: An Application to Carbon Capture With AX Sorbent, pp. 37-53
  • MAUGUEN Audrey, ZABOR Emily C., THOMAS Nancy E., BERWICK Marianne, SESHAN Venkatraman E., BEGG Colin B. - Defining Cancer Subtypes With Distinctive Etiologic Profiles: An Application to the Epidemiology of Melanoma, pp. 54-63
  • BARNETT Ian, MUKHERJEE Rajarshi, LIN Xihong - The Generalized Higher Criticism for Testing SNP-Set Effects in Genetic Association Studies, pp. 64-76
  • KIM Sungmin, POTTER Kevin, CRAIGMILE Peter F., PERUGGIA Mario, VAN ZANDT Trisha - A Bayesian Race Model for Recognition Memory, pp. 77-91
  • STORLIE Curtis B., REICH Brian J., RUST William N., TICKNOR Lawrence O., BONNIE Amanda M., MONTOYA Andrew J., MICHALAK Sarah E. - Spatiotemporal Modeling of Node Temperatures in Supercomputers, pp. 92-108
  • ROBBINS Michael W., SAUNDERS Jessica, KILMER Beau - A Framework for Synthetic Control Methods With High-Dimensional, Micro-Level Data: Evaluating a Neighborhood-Specific Crime Intervention, pp. 10-126
  • CABRERA Brenda López, SCHULZ Franziska - Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach, pp. 127-136

Theory and Methods

  • WAND M. P. - Fast Approximate Inference for Arbitrarily Large Semiparametric Regression Models via Message Passing, pp. 137-168
  • ZHOU Xin, MEYER-HAMBLETT Nicole, KHAN Umer, KOSOROK Michael R. - Residual Weighted Learning for Estimating Individualized Treatment Rules, pp. 169-187
  • YANG Qing, PAN Guangming - Weighted Statistic in Detecting Faint and Sparse Alternatives for High-Dimensional Covariance Matrices, pp. 188-200
  • KATZFUSS Matthias - A Multi-Resolution Approximation for Massive Spatial Datasets, pp. 201-214
  • FONSECA Thaís C. O., FERREIRA Marco A. R. - Dynamic Multiscale Spatiotemporal Models for Poisson Data, pp. 215-234
  • GUO Shaojun, BOX John Leigh, ZHANG Wenyang - A Dynamic Structure for High-Dimensional Covariance Matrices and Its Application in Portfolio Allocation, pp. 235-253
  • ROSSELL David, TELESCA Donatello - Nonlocal Priors for High-Dimensional Estimation, pp. 254-265
  • ZOU Tao, LAN Wei, WANG Hansheng, TSAI Chih-Ling - Covariance Regression Analysis, pp. 266-281
  • KUIPERS Jack, MOFFA Giusi - Partition MCMC for Inference on Acyclic Digraphs, pp. 282-299
  • YUN Jonghyun, YANG Fan, CHEN Yuguo - Augmented Particle Filters, pp. 300-313
  • LITTLE Roderick J., RUBIN Donald B., ZANGENEH Sahar Z. - Conditions for Ignoring the Missing-Data Mechanism in Likelihood Inferences for Parameter Subsets, pp. 314-320
  • FOGARTY Colin B., SHI Pixu, MIKKELSEN Mark E., SMALL Dylan S. - Randomization Inference and Sensitivity Analysis for Composite Null Hypotheses With Binary Outcomes in Matched Observational Studies, pp. 321-331
  • LI Jia, TODOROV Viktor, TAUCHEN George - Robust Jump Regressions, pp. 332-341
  • HUANG Yuan, ZHANG Qingzhao, ZHANG Sanguo, HUANG Jian, MA Shuangge - Promoting Similarity of Sparsity Structures in Integrative Analysis With Penalization, pp. 342-350
  • CHAN Kwun Chuen Gary, WANG Mei-Cheng - Semiparametric Modeling and Estimation of the Terminal Behavior of Recurrent Marker Processes Before Failure Events, pp. 351-362
  • LUNAGÓMEZ Simón, MUKHERJEE Sayan, WOLPERT Robert L., AIROLDI Edoardo M. - Geometric Representations of Random Hypergraphs, pp. 363-383
  • KALNINA Ilze, XIU Dacheng - Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency, pp. 384-396
  • CHEN Hao, FRIEDMAN Jerome H. - A New Graph-Based Two-Sample Test for Multivariate and Object Data, pp. 397-409
  • MA Shujie, HUANG Jian - A Concave Pairwise Fusion Approach to Subgroup Analysis, pp. 410-423
  • FIECAS Mark, FRANKE Jürgen, VON SACHS Rainer, TADJUIDJE KAMGAING Joseph - Shrinkage Estimation for Multivariate Hidden Markov Models, pp. 424-435
  • ALFONS Andreas, CROUX Christophe, FILZMOSER Peter - Robust Maximum Association Estimators, pp. 436-445
  • HAGEMANN Andreas - Cluster-Robust Bootstrap Inference in Quantile Regression Models, pp. 446-456

(résumés du n° 517)