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Publisher: Wiley-Blackwell on behalf of the Royal Statistical Society

Volume 80, Number 5, 1 November 2018

The correlated pseudomarginal method
pp. 839-870(32)
Authors: Deligiannidis, George; Doucet, Arnaud; Pitt, Michael K.

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Random‐walk models of network formation and sequential Monte Carlo methods for graphs
pp. 871-898(28)
Authors: Bloem‐Reddy, Benjamin; Orbanz, Peter

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An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond
pp. 899-926(28)
Authors: Liang, Faming; Jia, Bochao; Xue, Jingnan; Li, Qizhai; Luo, Ye

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Multiple matrix Gaussian graphs estimation
pp. 927-950(24)
Authors: Zhu, Yunzhang; Li, Lexin

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Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes
pp. 951-974(24)
Authors: Chown, Justin; Müller, Ursula U.

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Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
pp. 975-993(19)
Authors: Zheng, Yao; Zhu, Qianqian; Li, Guodong; Xiao, Zhijie

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Full likelihood inference for abundance from continuous time capture–recapture data
pp. 995-1014(20)
Authors: Liu, Yang; Liu, Yukun; Li, Pengfei; Qin, Jing

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Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow
pp. 1057-1086(30)
Authors: Tan, Kean Ming; Wang, Zhaoran; Liu, Han; Zhang, Tong

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Bayesian regression tree ensembles that adapt to smoothness and sparsity
pp. 1087-1110(24)
Authors: Linero, Antonio R.; Yang, Yun

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Contents of volume 80, 2018
pp. 1115-1116(2)

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