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4 papers · 1 filter
An adaptive composite quantile approach to dimension reduction
Efang Kong, Yingcun Xia
Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the centra…
A class of measure-valued Markov chains and Bayesian nonparametrics
Stefano Favaro, Alessandra Guglielmi, Stephen G. Walker
Measure-valued Markov chains have raised interest in Bayesian nonparametrics since the seminal paper by (Math. Proc. Cambridge Philos. Soc. 105 (1989) 579--585) where a Markov chai…
Quantile pyramids for Bayesian nonparametrics
Nils Lid Hjort, Stephen G. Walker
Pólya trees fix partitions and use random probabilities in order to construct random probability measures. With quantile pyramids we instead fix probabilities and use random partit…
Estimation of the covariance matrix of random effects in longitudinal studies
Yan Sun, Wenyang Zhang, Howell Tong
Longitudinal studies are often conducted to explore the cohort and age effects in many scientific areas. The within cluster correlation structure plays a very important role in lon…