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Journal of Applied Statistics|July 4, 2025
A robust and efficient change point detection method for high-dimensional linear modelsZhong-Cheng Han, Kong-Sheng Zhang, Yan-Yong ZhaoJournal of Applied Statistics|May 30, 2025
Semiparametric regression analysis of panel binary data with a dependent failure timeLei Ge, Yang Li, Jianguo SunJournal of Applied Statistics|May 30, 2025
Forecasting economic growth by combining local linear and standard approachesMarlon Fritz, Sarah Forstinger, Yuanhua Feng, et al.Journal of Applied Statistics|November 5, 2025
Bootstrap-based inference for multiple variance changepoint modelsYang Li, Qijing Yan, Mixia Wu, et al.Journal of Applied Statistics|November 3, 2025
Modeling time series data with semi-reflective boundariesAmy M J O'Shea, Jeffrey D DawsonJournal of Applied Statistics|October 6, 2025
Quantile regression model for interval-censored data with competing risksAmirah Afiqah Binti Che Ramli, Yang-Jin KimJournal of Applied Statistics|September 10, 2025
On the improved estimation of the normal mixture components for longitudinal dataTapio Nummi, Jyrki Möttönen, Pasi Väkeväinen, et al.Journal of Applied Statistics|August 6, 2025
Adapting and evaluating deep-pseudo neural network for survival data with time-varying covariatesAlbert Whata, Justine B Nasejje, Najmeh Nakhaei Rad, et al.Journal of Applied Statistics|February 6, 2026
Forecasting hourly foodservice sales during geopolitical and economical disruption using zero-inflated mixed effects modelsNathan A Judd, Kalliopi Mylona, Haiming Liu, et al.Pageof 123