Pages that link to "Item:Q6490383"
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The following pages link to The Canadian Journal of Statistics (Q6490383):
Displaying 50 items.
- (Q2714937) (redirect page) (← links)
- (Q82977) (redirect page) (← links)
- A new family of random graphs for testing spatial segregation (Q82979) (← links)
- Small area estimation of poverty indicators (Q86813) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Statistical analyses for round robin interaction data (Q91154) (← links)
- A mixture of generalized hyperbolic distributions (Q95892) (← links)
- On logistic Box–Cox regression for flexibly estimating the shape and strength of exposure‐disease relationships (Q98278) (← links)
- Bent-cable regression with autoregressive noise (Q104279) (← links)
- Testing for equality between conditional copulas given discretized conditioning events (Q110517) (← links)
- Omitted variables in longitudinal data models (Q111977) (← links)
- Cramér-von Mises statistics for discrete distributions (Q115925) (← links)
- A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
- Principal component-guided sparse regression (Q135079) (← links)
- A new method for robust mixture regression (Q135702) (← links)
- Refining binomial confidence intervals (Q136394) (← links)
- Cramér-von Mises tests of fit for the Poisson distribution (Q142823) (← links)
- Cramér-von Mises statistics for discrete distributions with unknown parameters (Q142825) (← links)
- Testing fit for the grouped exponential distribution (Q142826) (← links)
- Beyond kappa: A review of interrater agreement measures (Q146769) (← links)
- A backward procedure for change-point detection with applications to copy number variation detection (Q147187) (← links)
- Correlation in a Bayesian framework (Q2714920) (← links)
- Cramér-von Mises regression (Q2714921) (← links)
- Univariate and multirater ordinal cumulative link regression with covariate specific cutpoints (Q2714922) (← links)
- A general class of hierarchical ordinal regression models with applications to correlated roc analysis (Q2714923) (← links)
- Variance estimation for two-phase stratified sampling (Q2714928) (← links)
- Set estimation and nonparametric detection (Q2714929) (← links)
- Confidence curves and improved exact confidence intervals for discrete distributions (Q2714930) (← links)
- On the estimation of the marginal density of a moving average process (Q2714931) (← links)
- A robust nonparametric estimation of the autoregression function under an ergodic hypothesis (Q2714932) (← links)
- Tests of symmetry based on transformed empirical processes (Q2714933) (← links)
- Empirical likelihood inference in the presence of measurement error (Q2714935) (← links)
- Marginal information for expectation parameters (Q2714940) (← links)
- The behrens-fisher problem revisited: A bayes-frequentist synthesis (Q2738916) (← links)
- Probability matching priors for an extended statistical calibration model (Q2738917) (← links)
- Nonparametric smoothing using state space techniques (Q2738918) (← links)
- Evaluating fit in functional data analysis using model embeddings (Q2738919) (← links)
- Simple and accurate one-sided inference from signed roots of likelihood ratios (Q2738920) (← links)
- On the application of extended quasi-likelihood to the clustered data case (Q2738922) (← links)
- Exact short poisson confidence intervals (Q2738923) (← links)
- An adaptive randomized design with application to estimation (Q2738924) (← links)
- Restricted minimax robust designs for misspecified regression models (Q2738925) (← links)
- On the robustness of empirical likelihood ratio confidence intervals for location (Q2738926) (← links)
- Projection de hájek et polynômes de bernstein (Q2738927) (← links)
- Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions (Q2738928) (← links)
- Blind nonparametric regression (Q2747869) (← links)
- The likelihood ratio test for homogeneity in finite mixture models (Q2747870) (← links)
- Detection of patterns in noisy time series (Q2747873) (← links)
- Diagnostic tests for bias of estimating equations in weighted regression with missing covariates (Q2747875) (← links)
- A wavelet method for unfolding sphere size distributions (Q2747876) (← links)
- Consistency of semiparametric maximum likelihood estimators for two-phase sampling (Q2747877) (← links)
- Variance estimation for the finite population distribution function with complete auxiliary information (Q2747878) (← links)
- Goodness-of-fit tests for the hyperbolic distribution (Q2747879) (← links)
- On cross-validation of Bayesian models (Q2747880) (← links)
- Generalized estimating equations for mixtures with varying concentrations (Q2851564) (← links)
- Estimation with right-censored observations under a semi-Markov model (Q2851565) (← links)
- Extending the empirical likelihood by domain expansion (Q2851566) (← links)
- A linear transformation model for multivariate interval-censored failure time data (Q2851567) (← links)
- On the identifiability of copulas in bivariate competing risks models (Q2851568) (← links)
- Combining multi-observer information in partially rank-ordered judgment post-stratified and ranked set samples (Q2851569) (← links)
- D-optimal minimax fractional factorial designs (Q2851570) (← links)
- A likelihood ratio test for goodness-of-fit of recessive and dominant models for case-control studies (Q2851572) (← links)
- A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood (Q2851573) (← links)
- Variable selection and estimation for multivariate panel count data via the seamless-${\it L}_{{\rm 0}}$ penalty (Q2851574) (← links)
- Self-concordance for empirical likelihood (Q2851575) (← links)
- Empirical likelihood confidence regions for the evaluation of continuous-scale diagnostic tests in the presence of verification bias (Q2851576) (← links)
- On central matrix based methods in dimension reduction (Q2851577) (← links)
- Nonparametric estimation of the conditional survival function for bivariate failure times (Q2851578) (← links)
- Multivariate one-sided tests for nonlinear mixed-effects models (Q2851579) (← links)
- A Bayesian nonparametric goodness of fit test for right censored data based on approximate samples from the beta-Stacy process (Q2851580) (← links)
- Objective Bayesian analysis of spatial models with separable correlation functions (Q2851581) (← links)
- A new replicate variance estimator for unequal probability sampling without replacement (Q2851583) (← links)
- Adaptive clinical trial designs to detect interaction between treatment and a dichotomous biomarker (Q2851584) (← links)
- The factor aliased effect number pattern and its application in experimental planning (Q2851585) (← links)
- Statistical inference for multivariate partially linear regression models (Q2852550) (← links)
- Parallelism, uniqueness, and large-sample asymptotics for the Dantzig selector (Q2852551) (← links)
- Positive quadrant dependence testing and constrained copula estimation (Q2852552) (← links)
- Multivariate Kendall's tau for change-point detection in copulas (Q2852553) (← links)
- A matching prior based on the modified profile likelihood in a generalized Weibull stress-strength model (Q2852554) (← links)
- Consistency of maximum likelihood estimators in a large class of deconvolution models (Q2852555) (← links)
- Robust location estimation with missing data (Q2852556) (← links)
- Estimating prediction error in microarray classification: Modifications of the 0.632+ bootstrap when ${\bf n} < {\bf p}$ (Q2852557) (← links)
- A cluster-sample approach for Monte Carlo integration using multiple samplers (Q2852558) (← links)
- Analyzing panel count data with a dependent observation process and a terminal event (Q2852559) (← links)
- Three-level regular designs with general minimum lower-order confounding (Q2852560) (← links)
- A new approach for joint modelling of longitudinal measurements and survival times with a cure fraction (Q2856535) (← links)
- Restricted maximum likelihood estimation of joint mean-covariance models (Q2856536) (← links)
- Testing for generalized linear mixed models with cluster correlated data under linear inequality constraints (Q2856538) (← links)
- Doubly robust point and variance estimation in the presence of imputed survey data (Q2856539) (← links)
- Regression analysis for a summed missing data problem under an outcome-dependent sampling scheme (Q2856542) (← links)
- Objective Bayesian analysis of spatial data with uncertain nugget and range parameters (Q2856543) (← links)
- Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors (Q2856544) (← links)
- Variable selection via the weighted group lasso for factor analysis models (Q2856545) (← links)
- Sequential design for nonparametric inference (Q2856546) (← links)
- Testing uniformity for the case of a planar unknown support (Q2856547) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Testing for intercept-scale switch in linear autoregression (Q2856549) (← links)
- On testing for independence between the innovations of several time series (Q2856550) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- A generalized Fleming and Harrington's class of tests for interval-censored data (Q2856552) (← links)
- A functional marked point process model for lupus data (Q2856555) (← links)
- Likelihood-based and marginal inference methods for recurrent event data with covariate measurement error (Q2856556) (← links)
- Interim analysis of clinical trials based on urn models (Q2856557) (← links)
- Information borrowing methods for covariate-adjusted ROC curve (Q2856558) (← links)
- Small area estimation via heteroscedastic nested-error regression (Q2856559) (← links)
- Imputation for statistical inference with coarse data (Q2856561) (← links)
- A special issue of CJS in honour of Mary Thompson (Q2856562) (← links)
- Mary Thompson (Q2856563) (← links)
- Q-learning for estimating optimal dynamic treatment rules from observational data (Q2856564) (← links)
- Effect of vitamin A deficiency on respiratory infection: Causal inference for a discretely observed continuous time non-stationary Markov process (Q2856565) (← links)
- Sequential design for computer experiments with a flexible Bayesian additive model (Q2856566) (← links)
- Blending domain estimates from two victimization surveys with possible bias (Q2856567) (← links)
- Weighting in the regression analysis of survey data with a cross-national application (Q2856569) (← links)
- Fisher information matrix: A tool for dimension reduction, projection pursuit, independent component analysis, and more (Q2856570) (← links)
- Likelihood inference in complex settings (Q2856571) (← links)
- Variable selection and estimation in generalized linear models with the seamless ${\it L}_{{\rm 0}}$ penalty (Q2856573) (← links)
- Erratum: Note of correction: “Laplace approximations to posterior moments and marginal distributions on circles, spheres, and cylinders” (Q2856575) (← links)
- Nonparametric estimation of mean and covariance structures for longitudinal data (Q2870709) (← links)
- Robust estimation of distribution functions and quantiles with non-ignorable missing data (Q2870710) (← links)
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models (Q2870711) (← links)
- Fast nonparametric estimation for convolutions of densities (Q2870712) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
- On the empirical efficiency of local MCMC algorithms with pools of proposals (Q2870715) (← links)
- Techniques for the construction of robust regression designs (Q2870717) (← links)
- Replication variance estimation in unequal probability sampling without replacement: One-stage and two-stage (Q2870719) (← links)
- Semiparametric methods for survival analysis of case-control data subject to dependent censoring (Q2925551) (← links)
- An exchangeable Kendall's tau for clustered data (Q2925552) (← links)
- Longitudinal data analysis using the conditional empirical likelihood method (Q2925553) (← links)
- Heteroscedastic modelling via the autoregressive conditional variance subspace (Q2925554) (← links)
- Bayesian sensitivity analyses for hidden sub-populations in weighted sampling (Q2925555) (← links)
- EDF-based goodness-of-fit tests for ranked-set sampling (Q2925556) (← links)
- On continuous distribution functions, minimax and best invariant estimators, and integrated balanced loss functions (Q2925557) (← links)
- A local moment type estimator for the extreme value index in regression with random covariates (Q2925558) (← links)
- Bayesian nonparametric multivariate ordinal regression (Q2949765) (← links)
- An imputation based empirical likelihood approach to pretest-posttest studies (Q2949766) (← links)
- Flexible risk-adjusted surveillance procedures for autocorrelated binary series (Q2949767) (← links)
- Efficient semiparametric mixture inferences on cure rate models for competing risks (Q2949768) (← links)
- Statistical inference for the additive hazards model under outcome-dependent sampling (Q2949769) (← links)
- A corrected profile likelihood method for survival data with covariate measurement error under the Cox model (Q2949770) (← links)
- Empirical likelihood-based inferences for a low income proportion (Q3019138) (← links)
- Non-parametric interval estimation for the partial area under the ROC curve (Q3019139) (← links)
- A robust pairwise likelihood method for incomplete longitudinal binary data arising in clusters (Q3019140) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- Cox regression for current status data with mismeasured covariates (Q3019144) (← links)
- Testing the monotonicity or convexity of a function using regression splines (Q3019145) (← links)
- A note on testing the regression functions via nonparametric smoothing (Q3019146) (← links)
- Second-order bias-corrected AIC in multivariate normal linear models under non-normality (Q3019147) (← links)
- A domain outlier robust design and smooth estimation approach (Q3019149) (← links)
- Parametric and semiparametric hypotheses in the linear model (Q3019150) (← links)
- Marginal and association regression models for longitudinal binary data with drop-outs: A likelihood-based approach (Q3023639) (← links)
- Estimation suroptimale de la densité par projection (Q3023640) (← links)
- Local likelihood density estimation for interval censored data (Q3023641) (← links)
- Regression analysis of interval-censored failure time data with linear transformation models (Q3023642) (← links)
- Constrained estimation and likelihood intervals for censored data (Q3023643) (← links)
- Semiparametric linear transformation models for current status data (Q3023644) (← links)
- Modeling nonlinear time series with local mixtures of generalized linear models (Q3023645) (← links)
- General scores statistics on ranks in the analysis of unbalanced designs (Q3023646) (← links)
- Testing the homogeneity of several two-parameter populations (Q3023647) (← links)
- Censoring, conditionally, and likelihood (Q3026030) (← links)
- Discrete approximations to the Csiszár, Renyi, and Fisher measures of information (Q3026034) (← links)
- Approximations to noncentral distributions (Q3026051) (← links)
- On the maximum-likelihood estimator for the location parameter of a cauchy distribution (Q3026056) (← links)
- The geometry of case deletion and the assessment of influence in nonlinear regression (Q3026078) (← links)
- A comparison of two exact confidence regions for partially nonlinear regression models (Q3026079) (← links)
- Residual components in generalized linear models (Q3026087) (← links)
- Optimal confidence regions in GMANOVA (Q3028088) (← links)
- Distribution of multivariate quadratic forms under certain covariance structures (Q3030028) (← links)
- Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment (Q3030029) (← links)
- A multivariate extension of poisson's theorem (Q3033049) (← links)
- Ordres stochastiques et efficacité asymptotique des<i>L</i>-estimateurs (Q3033136) (← links)
- On the choice of optimality criteria in comparing statistical designs (Q3033148) (← links)
- Inferential estimation, likelihood, and linear pivotals (Q3034652) (← links)
- Comparison of experiments for a class of positively dependent random variables (Q3034655) (← links)
- Kurtosis and spread (Q3034659) (← links)
- Estimating powers of the generalized variance under the pitman closeness criterion (Q3034692) (← links)
- New estimation and feature selection methods in mixture-of-experts models (Q3086511) (← links)
- The pseudo-GEE approach to the analysis of longitudinal surveys (Q3086513) (← links)
- Positive quadrant dependence tests for copulas (Q3086514) (← links)
- Confidence intervals for the mean of a population containing many zero values under unequal-probability sampling (Q3086515) (← links)
- Mean squared error estimators of small area means using survey weights (Q3086516) (← links)
- Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models (Q3086517) (← links)
- Optimal estimation in surrogate outcome regression problems (Q3086518) (← links)
- Testing for equivalence of variances using Hartley's ratio (Q3086519) (← links)
- Semiparametric median residual life model and inference (Q3086520) (← links)
- An estimated-score approach for dealing with missing covariate data in matched case-control studies (Q3086521) (← links)
- Spatio-temporal modelling of disease mapping of rates (Q3086522) (← links)
- Model-based linear clustering (Q3086523) (← links)
- Simulation of extremes of diffusions (Q3086525) (← links)
- Testing homogeneity in a multivariate mixture model (Q3087588) (← links)
- Bayesian model selection for D-vine pair-copula constructions (Q3087589) (← links)
- Estimation of a semiparametric recursive bivariate probit model in the presence of endogeneity (Q3087590) (← links)
- Self-consistent estimation of mean response functions and their derivatives (Q3087591) (← links)
- Robust penalized logistic regression with truncated loss functions (Q3087592) (← links)
- Selection and combination of biomarkers using ROC method for disease classification and prediction (Q3087593) (← links)
- Planning and analysis of measurement reliability studies (Q3087596) (← links)
- Data depth-based nonparametric scale tests (Q3087598) (← links)
- Reduce computation in profile empirical likelihood method (Q3087599) (← links)
- Relative risk regression for current status data in case-cohort studies (Q3108004) (← links)
- A class of mixed models for recurrent event data (Q3108005) (← links)
- Nonparametric regression with cross-classified responses (Q3108006) (← links)
- A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons (Q3108007) (← links)
- Assessing additivity in nonparametric models -A kernel-based method (Q3108008) (← links)
- Improving variance function estimation in semiparametric longitudinal data analysis (Q3108009) (← links)
- Two-sample empirical likelihood ratio tests for medians in application to biomarker evaluations (Q3108010) (← links)
- Comparison of k independent, zero-heavy lognormal distributions (Q3108011) (← links)
- Large-sample tests of extreme-value dependence for multivariate copulas (Q3108012) (← links)
- Was the conservative majority predictable? (Q3108013) (← links)
- Erratum to “Semiparametric estimation in copula models” (Q3108014) (← links)
- Small area estimation using unmatched sampling and linking models (Q3148208) (← links)
- Robust weighted likelihood estimators with an application to bivariate extreme value problems (Q3148209) (← links)
- Bayesian estimation of cognitive decline in patients with alzheimer's disease (Q3148211) (← links)
- Bayesian methods for generalized linear models with covariates missing at random (Q3148212) (← links)
- A generalized predictive criterion for model selection (Q3148213) (← links)
- Approximate and estimated saddlepoint approximations (Q3148215) (← links)
- Design and analysis of computer experiments when the output is highly correlated over the input space (Q3148216) (← links)
- Bounds on the maximum number of clear two-factor interactions for 2<i>m-p</i>designs of resolution III and IV (Q3148217) (← links)
- Tuning the EM-test for finite mixture models (Q3174219) (← links)
- Age-period-cohort analysis in the 1870s: Diagrams, stereograms, and the basic differential equation (Q3174220) (← links)
- Modal simulation and visualization in finite mixture models (Q3174221) (← links)
- Comparison of imputation methods for interval censored time-to-event data in joint modelling of tree growth and mortality (Q3174224) (← links)
- Semiparametric transformation models for multivariate panel count data with dependent observation process (Q3174225) (← links)
- Current status observation of a three-state counting process with application to simultaneous accurate and diluted HIV test data (Q3174226) (← links)
- The effect of misspecification of random effects distributions in clustered data settings with outcome-dependent sampling (Q3174227) (← links)
- Measurement error modeling and nutritional epidemiology association analyses (Q3174228) (← links)
- Optimal estimating functions in incomplete data and length biased sampling data problems (Q3174229) (← links)
- Fitting regression models with response-biased samples (Q3174230) (← links)
- Parametric inference for time-to-failure in multi-state semi-Markov models: A comparison of marginal and process approaches (Q3174231) (← links)
- Multiple-shrinkage estimators of means in exponential families (Q3200385) (← links)
- An investigation of first-order and second-order designs for extrapolation outside a hypersphere (Q3208658) (← links)
- Minimax-variance<i>L</i>- and<i>R</i>-estimators of location (Q3210714) (← links)
- On the asymptotic normality of functions of uniform spacings (Q3212052) (← links)
- A reexamination of stein's antifiducial example (Q3217424) (← links)
- Comparison of two life distributions on the basis of their percentile residual life functions (Q3217487) (← links)
- Asymptotic normality of the lengths of a class of nonparametric confidence intervals for a regression parameter (Q3221184) (← links)
- Equally spaced design points in polynomial regression: A comparison of systematic sampling methods with the optimal design of experiments (Q3223733) (← links)
- Duration analysis in longitudinal studies with intermittent observation times and losses to followup (Q3225766) (← links)
- Constrained nonparametric maximum likelihood estimation of stochastically ordered survivor functions (Q3225767) (← links)
- A Bayesian approach to mixture cure models with spatial frailties for population-based cancer relative survival data (Q3225768) (← links)
- A stochastic graph process for epidemic modelling (Q3225770) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- Approximate jackknife empirical likelihood method for estimating equations (Q3225773) (← links)
- Fully efficient estimation of coefficients of correlation in the presence of imputed survey data (Q3225774) (← links)
- A resampling approach to estimate variance components of multilevel models (Q3225775) (← links)
- Bounded influence nonlinear signed-rank regression (Q3225776) (← links)
- Constrained penalized splines (Q3225777) (← links)
- Classes Inférieures de suites gaussiennes asymptotiquement indépendantes (Q3308782) (← links)
- Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method (Q3311532) (← links)
- Uniform asymptotic linearity in a regression parameter of a process based on a rank statistic (Q3313035) (← links)
- Uniform asymptotic linearity of a process based on a signed rank statistic (Q3313036) (← links)
- Estimators of shift based on statistics of the Kolmogorov-Smirnov type (Q3317898) (← links)
- Estimators of location based on Kolmogorov-Smirnov-type statistics (Q3317899) (← links)
- The multitype branching random walk, I (Q3319504) (← links)
- The inverse gaussian distribution: Some properties and characterizations (Q3319589) (← links)
- Asymptotic properties of the maximum-likelihood estimator for a class of birth-and-death processes admitting a unique stationary distribution (Q3319640) (← links)
- Some results on commutation matrices, with statistical applications (Q3324096) (← links)
- A regression method for censored inverse-Gaussian data (Q3324867) (← links)
- A characterization of invariant power-series abundance distributions (Q3326605) (← links)
- Estimation of Pr{Y<sub>p</sub>> max(Y<sub>1</sub>, …, Y<sub>p-1</sub>)}: Predictive approach in exponential case (Q3326618) (← links)
- Dropping observations without affecting posterior and predictive distributions (Q3326621) (← links)
- An extension of geisser's discrimination model to proportional covariance matrices (Q3326638) (← links)
- Universal optimality of experimental designs: Definitions and a criterion (Q3326658) (← links)
- Reconstruction échantillonnale d'une forme convexe (Q3326709) (← links)
- The interpretation of maximum-likelihood estimation (Q3330299) (← links)
- On estimating the difference of location parameters of two negative exponential distributions (Q3332105) (← links)
- A review of optimal designs in survey sampling (Q3334779) (← links)
- Une démonstration élémentaire de l'indépendance entre les vecteurs des rangs et des statistiques d'ordre (Q3339104) (← links)
- Teaching statistics in Canada: The early days (Q3339921) (← links)
- A neighbourhood-based classifier for landsat data (Q3339953) (← links)
- Least-squares estimation of transition probabilities from aggregate data (Q3339973) (← links)
- Efficiency considerations in the analysis of a competing-risk problem (Q3339989) (← links)
- Further remarks on asymptotic normality of likelihood and conditional analyses (Q3341664) (← links)
- Recent developments in nonlinear stochastic modelling of social processes (Q3342257) (← links)
- Relative efficiencies of goodness-of-fit procedures with truncated data (Q3343249) (← links)
- On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers (Q3343253) (← links)
- A note on the construction of some lattices for the hypercubic association scheme (Q3343272) (← links)
- The asymptotic behavior of monotone percentile regression estimates (Q3344968) (← links)
- Martingale generalizations and preservation of martingale properties (Q3345513) (← links)
- Predicting Pareto and exponential observables (Q3347089) (← links)
- Pooling operators with the marginalization property (Q3347090) (← links)
- Distributions minimizing fisher information for scale in kolmogorov neighbourhoods (Q3352282) (← links)
- On the asymptotics of randomness statistics (Q3353883) (← links)
- Convergence results for strict<i>C</i>-sequences (Q3353901) (← links)
- Using time lags in estimating anaerobic threshold (Q3354998) (← links)
- Estimation of the need for child care in Canada (Q3355089) (← links)
- A complete solution to the problem of robustness of Grubbs's test (Q3357345) (← links)
- Finite-population prediction under error-in-variables superpopulation models (Q3359553) (← links)
- Unbiased tests for some one-sided testing problems (Q3361705) (← links)
- Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles (Q3361718) (← links)
- A bayesian test for a two-way contingency table using independence priors (Q3361741) (← links)
- Nonparametric weighted symmetry tests (Q3378430) (← links)
- Pseudo-empirical likelihood ratio confidence intervals for complex surveys (Q3417679) (← links)
- Conservative prior distributions for variance parameters in hierarchical models (Q3417680) (← links)
- Corrected local polynomial estimation in varying-coefficient models with measurement errors (Q3417681) (← links)
- On describing multivariate skewed distributions: A directional approach (Q3417682) (← links)
- Penalized contrast estimator for adaptive density deconvolution (Q3417683) (← links)
- Strong orthogonal decompositions and non-linear impulse response functions for infinite-variance processes (Q3417684) (← links)
- Road trafficking description and short term travel time forecasting, with a classification method (Q3417685) (← links)
- <i>Case study in data analysis</i>: Variables related to codling moth abundance and the efficacy of the okanagan sterile insect release program (Q3417686) (← links)
- The joy of proofs in statistical research (Q3463395) (← links)
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error (Q3463396) (← links)
- Robust estimation for longitudinal data with informative observation times (Q3463397) (← links)
- Covariate‐adjusted response adaptive designs incorporating covariates with and without treatment interactions (Q3463398) (← links)
- Robust model‐based stratification sampling designs (Q3463399) (← links)
- Edgeworth expansions for two‐stage sampling with applications to stratified and cluster sampling (Q3463400) (← links)
- Bayesian transformation family selection: Moving toward a transformed Gaussian universe (Q3463401) (← links)
- A component lasso (Q3463403) (← links)
- Laws of the iterated logarithm and large deviations for a class of diffusionl processes (Q3469962) (← links)
- Distribution asymptotique des autocorrélations d'un processus saisonnier non stationnaire (Q3470008) (← links)
- A consistent nonparametric density estimator for the deconvolution problem (Q3470013) (← links)
- On the asymptotic distributions of high-order spacings statistics (Q3471463) (← links)
- The power of the circular cone test: A noncentral chi-bar-squared distribution (Q3471470) (← links)
- Random sections of a sphere (Q3472911) (← links)
- Limit theory for autoregressive-parameter estimates in an infinite-variance random walk (Q3473953) (← links)
- On a problem of counting by weighing (Q3476116) (← links)
- A functional central limit theorem for the quadratic variation of a class of gaussian random fields (Q3477735) (← links)
- Asymptotic distributions of quadratic forms occurring in changepoint problems (Q3477805) (← links)
- On using the jackknife to estimate quantile variance (Q3481063) (← links)
- Estimating the concentration of the Langevin distribution (Q3481071) (← links)
- Estimation of scale parameters in mixture distributions (Q3481087) (← links)
- Equivariant estimators of the covariance matrix (Q3481089) (← links)
- Assessing case influence on confidence intervals in nonlinear regression (Q3481097) (← links)
- An efficiency result for the empirical characteristic function in stationary time-series models (Q3482736) (← links)
- Sequential sampling without recall from a dirichlet process (Q3485768) (← links)
- Weak and strong representations for quantile processes from finite populations with application to simulation size in resampling inference (Q3486675) (← links)
- Belief functions and statistical inference (Q3490754) (← links)
- Saddlepoint approximations for nonlinear statistics (Q3490767) (← links)
- Analysis 4: Discriminant analysis of seal data (Q3490773) (← links)
- Une condition nécessaire d'admissibilité et ses conséquences sur les estimateurs à rétrécisseur de la moyenne d'un vecteur normal (Q3490782) (← links)
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process (Q3490806) (← links)
- The variability of rainfall acidity revisited (Q3492743) (← links)
- An analysis of hourly deposition data (Q3492744) (← links)
- Interval estimates for diatom-inferred lake pH histories (Q3492745) (← links)
- Lightning detection in British Columbia: An example of using system operation at unknown reliability to estimate component reliability (Q3492746) (← links)
- L'application de la télédétection à l'estimation des superficies agricoles (Q3492852) (← links)
- Estimating the variance of raking‐ratio estimators (Q3492854) (← links)
- Use of time‐series methods in the preparation of quarterly estimates of vital events (Q3492856) (← links)
- Application des séries chronologiques à l'étude des révisions (Q3492858) (← links)
- Dessaisonalisation d'un tableau avec contraintes linéaires: Application aux flux financiers canadiens (Q3492860) (← links)
- Use of questions on activities of daily living to screen for disabled persons in a household survey (Q3492862) (← links)
- Estimating the average number of loss days for acute conditions from the canada health survey (Q3492864) (← links)
- Classement des entreprises par groupes de taille a partir de données administratives (Q3492866) (← links)
- Determination of anaerobic threshold (Q3492875) (← links)
- A regression model with random effects for beer chemistry and Canadians' beer preferences (Q3492997) (← links)
- Stationary state space models for longitudinal data (Q3512627) (← links)
- Longitudinal data analysis for generalized linear models with follow-up dependent on outcome-related variables (Q3512628) (← links)
- Nonresponse weighting adjustment using estimated response probability (Q3512630) (← links)
- On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
- General mixed-data model: Extension of general location and grouped continuous models (Q3512632) (← links)
- A family of power-divergence diagnostics for goodness-of-fit (Q3512633) (← links)
- Empirical likelihood-based inference for genetic mixture models (Q3512634) (← links)
- Semiparametric regression analysis of two-sample current status data, with applications to tumorigenicity experiments (Q3512635) (← links)
- Distribution-free statistical intervals via ranked-set sampling (Q3512636) (← links)
- Nonlinear functional models for functional responses in reproducing kernel hilbert spaces (Q3512637) (← links)
- Bayesian analysis of mark-recapture data with travel time-dependent survival probabilities (Q3517410) (← links)
- Estimation of sex-specific survival with uncertainty in sex assessment (Q3517414) (← links)
- Automatic generation of multistate capture-recapture models (Q3517415) (← links)
- Analysis of band-recovery data in a multistate capture-recapture framework (Q3517416) (← links)
- Why a time effect often has a limited impact on capture-recapture estimates in closed populations (Q3517417) (← links)
- The potential of integrated modelling in conservation biology: A case study of the black-footed albatross (<i>Phoebastria nigripes</i>) (Q3517420) (← links)
- A multivariate von mises distribution with applications to bioinformatics (Q3517421) (← links)
- Proportional hazards models based on biased samples and estimated selection probabilities (Q3517422) (← links)
- Testing homogeneity in a mixture of von mises distributions with a structural parameter (Q3517423) (← links)
- Nonparametric tests of hypotheses for umbrella alternatives (Q3517424) (← links)
- Logistic discrimination using robust estimators: An influence function approach (Q3517425) (← links)
- Ranked set sampling for ordered categorical variables (Q3526423) (← links)
- Forecasting mortality rates via density ratio modeling (Q3526424) (← links)
- Testing for lack of dependence in the functional linear model (Q3526426) (← links)
- Likelihood and bayesian approaches to inference for the stationary point of a quadratic response surface (Q3526427) (← links)
- Bayesian spatio-temporal models based on discrete convolutions (Q3526429) (← links)
- Local influence in multilevel models (Q3526430) (← links)
- Robust methods for generalized linear models with nonignorable missing covariates (Q3526431) (← links)
- Inference for general parametric functions in box-Cox-type transformation models (Q3526432) (← links)
- Nonparametric test for checking lack of fit of the quantite regression model under random censoring (Q3526433) (← links)
- Estimation methods for time‐dependent AUC models with survival data (Q3561481) (← links)
- Nonparametric covariate adjustment for receiver operating characteristic curves (Q3561482) (← links)
- An efficient computational approach for prior sensitivity analysis and cross‐validation (Q3561483) (← links)
- Change detection in linear regression with time series errors (Q3561484) (← links)
- Some tests for uniformity of circular distributions powerful against multimodal alternatives (Q3561485) (← links)
- Testing for order among <i>K</i> populations: theory and examples (Q3561486) (← links)
- Unaliasing of aliased line component frequencies (Q3561487) (← links)
- An adaptive sampling scheme guided by BART—with an application to predict processor performance (Q3561488) (← links)
- Model‐based clustering of longitudinal data (Q3561489) (← links)
- Contaminated normal modeling with application to microarray data analysis (Q3589849) (← links)
- Additive hazards regression with censoring indicators missing at random (Q3589850) (← links)
- Variability explained by covariates in linear mixed-effect models for longitudinal data (Q3589851) (← links)
- Empirical likelihood for the varying-coefficient single-index model (Q3589852) (← links)
- Smoothed empirical likelihood confidence intervals for the relative distribution with left-truncated and right-censored data (Q3589853) (← links)
- Closed-form likelihoods for stochastic differential equation growth models (Q3589854) (← links)
- State-space model for proxy-based millennial reconstruction (Q3589856) (← links)
- Bayesian hierarchical models for food frequency assessment (Q3589857) (← links)
- Erratum: Authors' corrigenda/corrections des auteurs on testing for multivariate ARCH effects in vector time series models (Q3589859) (← links)
- Optimal scaling of Metropolis algorithms: Heading toward general target distributions (Q3626373) (← links)
- Testing for two states in a hidden Markov model (Q3626374) (← links)
- Bootstrapping data with multiple levels of variation (Q3626375) (← links)
- Doubly adaptive biased coin designs with delayed responses (Q3626376) (← links)
- On diagnostic checking of the autoregressive conditional intensity model (Q3626377) (← links)
- Inference in the presence of ranking error in ranked set sampling (Q3626378) (← links)
- Weighted quantile regression with nonelliptically structured covariates (Q3626379) (← links)
- On probability matching priors (Q3626380) (← links)
- Shrinkage confidence intervals for the normal mean: Using a guess for greater efficiency (Q3626381) (← links)
- Log-rank permutation tests for trend: saddlepoint<i>p</i>-values and survival rate confidence intervals (Q3636234) (← links)
- Discrete-time survival trees (Q3636237) (← links)
- Inflation of Type I error rate in multiple regression when independent variables are measured with error (Q3636239) (← links)
- An exact multinomial test for equivalence (Q3636240) (← links)
- Semiparametric inference for survival models with step process covariates (Q3636241) (← links)
- On a new goodness-of-fit process for families of copulas (Q3636242) (← links)
- Nonparametric estimation of the shape function in a Gamma process for degradation data (Q3636243) (← links)
- New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation (Q3636244) (← links)
- André Dabrowski's work on limit theorems and weak dependence (Q3645625) (← links)
- Large deviations of multiclass<i>M</i>/<i>G</i>/1 queues (Q3645626) (← links)
- Some notes on poisson limits for empirical point processes (Q3645627) (← links)
- Bayesian robust transformation and variable selection: A unified approach (Q3645628) (← links)
- Robust small area estimation (Q3645629) (← links)
- Variance estimation when donor imputation is used to fill in missing values (Q3645630) (← links)
- Designing sampling plans to capture rare objects (Q3645631) (← links)
- A longitudinal study of children's aggressive behaviours based on multivariate mixed models with incomplete data (Q3645632) (← links)
- Local linear fitting and improved estimation near peaks (Q3645633) (← links)
- First-order bias correction for fractionally integrated time series (Q3645634) (← links)
- Bayesian optimal design for changepoint problems (Q3651426) (← links)
- On minimum Hellinger distance estimation (Q3651427) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)
- Modeling multiple-response categorical data from complex surveys (Q3651429) (← links)
- Two sample inference in functional linear models (Q3651430) (← links)
- Efficient estimation for the proportional hazards model with competing risks and current status data (Q3651431) (← links)
- Variable selection in spatial regression via penalized least squares (Q3651432) (← links)
- Inference after variable selection using restricted permutation methods (Q3651433) (← links)
- Estimation in captureâ recapture models when covariates are subject to measurement errors and missing data (Q3651434) (← links)
- Least squares estimation of varying-coefficient hazard regression with application to breast cancer dose-intensity data (Q3651435) (← links)
- Limit expressions for the risk of james‐stein estimators (Q3657220) (← links)
- Prediction intervals with a Dirichlet-process prior distribution (Q3657271) (← links)
- Statistical problems in environmental research (Q3660753) (← links)
- Uniform stochastic ordering and related inequalities (Q3664156) (← links)
- Shortest confidence and prediction intervals for the log‐normal (Q3666055) (← links)
- On the distribution of the likelihood ratio test of equality of normal populations (Q3668630) (← links)
- Dose-response models for time-to-response toxicity data (Q3668701) (← links)
- Sampling properties of estimators of a Weibull distribution of use in the lumber industry (Q3672896) (← links)
- Some Bayesian lower bounds on reliability in the lognormal distribution (Q3672900) (← links)
- On equalities between BLUES, WLSEs, and SLSEs (Q3672911) (← links)
- Some finite-sample-size properties of rosenblatt density estimates (Q3673866) (← links)
- Tests unilatéraux multivariés (Q3673881) (← links)
- Convergence of compensators of simple point processes (Q3678362) (← links)
- Decomposition of models whose marginal distributions are mixtures (Q3678454) (← links)
- Some observations on semi‐markov models for partially censored data (Q3678475) (← links)
- Transient analysis of birth-death processes with two boundaries (Q3680040) (← links)
- The Berry-Esseen bound for Studentized<i>U</i>-statistics (Q3680052) (← links)
- Empirical and rank processes of observations and residuals (Q3681716) (← links)
- On statistical transform methods and their efficiency (Q3681724) (← links)
- Curvature and linear rank statistics (Q3681743) (← links)
- Un cas élémentaire d'oscillations (Q3685788) (← links)
- Statistical inference for some volterra population processes in a random environment (Q3685890) (← links)
- Sur un test d'égalité des autocovariances de deux séries chronologiques (Q3685896) (← links)
- Modelling iceberg motion: A multiple-time-series approach (Q3686357) (← links)
- On regularity for statistical models (Q3690840) (← links)
- One-sided comparisons for treatments with a control (Q3690849) (← links)
- Asymptotic results for empirical and partial-sum processes: A review (Q3692615) (← links)
- A percentile regression model with an application to error frequency in group conversation tests (Q3692647) (← links)
- Estimation for aggregate models: The aggregate Markov chain (Q3692663) (← links)
- Systematic sampling of periodic functions (Q3702268) (← links)
- A measure of aliasing and applications to two-level fractional factorials (Q3702321) (← links)
- Stochastic models of failure in random environments (Q3703062) (← links)
- Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters (Q3703121) (← links)
- Regression analysis and ratio analysis for domains: A randomization-theory approach (Q3707089) (← links)
- The asymptotic distribution of the correlation coefficient in testing fit to the exponential distribution (Q3707097) (← links)
- Approach to normality of mean and M-estimators of location (Q3707112) (← links)
- Mixtures, embedding, and ancillarity (Q3713299) (← links)
- Local rates of convergence for consistent estimators of location of translation families (Q3713347) (← links)
- Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions (Q3713382) (← links)
- Models and methods for pairing data (Q3713389) (← links)
- Prediction limit for observation from the exponential distribution (Q3713462) (← links)
- On an improved Erdő-Rényi-type law for increments of partial sums (Q3715956) (← links)
- Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations (Q3716035) (← links)
- Testing whether new is better than used of a specified age, with randomly censored data (Q3716161) (← links)
- A remark on self-similar processes with stationary increments (Q3717931) (← links)
- Comparison of efficient<i>L</i>- and<i>R</i>-estimators of location (Q3717984) (← links)
- Invariant estimation of functions (Q3719630) (← links)
- Statistics, images, and pattern recognition (Q3721582) (← links)
- Tests based on equivariant estimators (Q3723476) (← links)
- Sur la linéarité asymptotique du premier ordre de statistiques de rang signé (Q3723495) (← links)
- Coupling methods in approximations (Q3725246) (← links)
- Some joint distributions for conditional random walks (Q3725283) (← links)
- Relations between statistics for testing exponentiality and uniformity (Q3725347) (← links)
- Comparison of estimators of interclass and intraclass correlations from familial data (Q3727211) (← links)
- Resolution of godambe's paradox (Q3729800) (← links)
- The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables (Q3729810) (← links)
- Approximate conditional inference for location familles (Q3729813) (← links)
- The superharmonic condition for simultaneous estimation of means in exponential familles (Q3732758) (← links)
- Some limit theorems for uniform and exponential spacings (Q3734856) (← links)
- Robust<i>M</i>-estimators of multivariate location and scatter in the presence of asymmetry (Q3740060) (← links)
- A law of large numbers for the scaled age distribution of linear birth-and-death processes (Q3742459) (← links)
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (Q3742508) (← links)
- Goodness-of-link testing in ordinal regression models (Q3745058) (← links)
- On principles and arguments to likelihood (Q3746647) (← links)
- A note on the residual median process (Q3749846) (← links)
- On khatri's characterization of the inverse-gaussian distribution (Q3749898) (← links)
- Weighted empirical spacings processes (Q3749906) (← links)
- Confidence bands from censored samples (Q3749944) (← links)
- Bayesian nonparametric survival analysis for grouped data (Q3750887) (← links)
- Predictive densities and selection with genetic applications (Q3753365) (← links)
- On the characteristic function of multivariate Student<i>t</i>-distribution (Q3757052) (← links)
- Approximate theory of multiway block designs (Q3757207) (← links)
- Equi-information robust designs: Which designs are possible? (Q3757209) (← links)
- Tolerance-Based Error Reduction in Multi-Agent Bioassays (Q2714938) (← links)
- An Approximation to the Distribution of the Sample Variance (Q3332071) (← links)
- Testing for a Trend in Exponential Means: A Two-Moment Approximation to the Null Distribution of the Likelihood-Ratio Statistic (Q3825936) (← links)
- Predictive Discordancy Tests for Exponential Observations (Q3825940) (← links)
- Do Bootstrap Confidence Procedures Behave Well Uniformly in P? (Q3825950) (← links)
- Families of Confidence Bands for the Survival Function under the General Random Censorship Model and the Koziol-Green Model (Q3828897) (← links)
- Sur une propriété des familles exponentielles naturelles de variance quadratique (Q3831852) (← links)
- An Investigation of First-Order and Second-Order Designs for Extrapolation outside a Hypersphere (Q3876862) (← links)
- Large Sample Interval Estimation for the Logarithmic Series Distribution (Q4142512) (← links)
- An Empirical Illustration of the Sampling Distribution of the Differences between Ordered Means (Q4148794) (← links)
- Geometric Proof of a Bound in Order Statistics (Q4148814) (← links)
- Estimation of Models Containing Identities Using Three Stage Least Squares: Results of Some Sampling Experiments (Q4148834) (← links)
- Large Deviation Probabilities and the Erdös-Rényi Law of Large Numbers (Q4151451) (← links)
- A Characterization of the Power Function Distribution (Q4151556) (← links)
- Exact Distribution of Product of Generalized F-Variates (Q4151562) (← links)
- DT and MDT Designs and Their Applications as Breeding Experiments (Q4151613) (← links)
- The Block Replacement Model with Inactivity Periods and General Cost Structure (Q4151623) (← links)
- On the Consistency of Locally Asymptotically Most Stringent Tests (Q4155678) (← links)
- Distributions of Characteristic Roots in Multivariate Analysis Part I. Null Distributions (Q4157834) (← links)
- Certain Properties of Bivariate Distributions Involving the H-Function of Fox (Q4157836) (← links)
- Analysis of Contingency Tables and Further Reasons for not Using Yates Correction in 2×2 Tables (Q4158328) (← links)
- Q Generalized Sverdrup's Lemma (Q4176839) (← links)
- Exact Non-Null Distribution of the Likelihood Ratio Criteria for Covariance Matrix (Q4199362) (← links)
- A Note on the Uniqueness of M-Estimators in Robust Regression (Q4272585) (← links)
- Imputation for Missing Values and Corresponding Variance Estimation (Q4344834) (← links)
- Diagnosing Explainable Heterogeneity of Variance in Random-Effects Models (Q4506088) (← links)
- Bootstrapping Regression Models with BLUS Residuals (Q4506090) (← links)
- Estimation in an Empirical Bayes Model for Longitudinal and Cross-Sectionally Clustered Binary Data (Q4506092) (← links)
- Mixed-Scale Models for Survival/Sacrifice Experiments (Q4506093) (← links)
- Exact Confidence Regions for Species Assignment Based on DNA Markers (Q4506094) (← links)
- Relative Density Estimation with Censored Data (Q4506095) (← links)
- A Nonparametric Test for Change in Randomly Censored Data (Q4506097) (← links)
- An Improved Ranked Set Two-Sample Mann-Whitney-Wilcoxon Test (Q4506098) (← links)
- A Uniform Saddlepoint Expansion for the Null-Distribution of the Wilcoxon-Mann-Whitney Statistic (Q4506099) (← links)
- LTD and RTI Dependence Orderings (Q4506100) (← links)
- Multivariate Flattening for Better Predictions (Q4506101) (← links)
- Parameter Estimation under Orthant Restrictions (Q4506102) (← links)
- Iso-chi-Squared Testing of 2×k Ordered Tables (Q4546736) (← links)
- A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence (Q4837804) (← links)
- Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles (Q5966560) (← links)
- (Q82977) (redirect page) (← links)
- PCA rerandomization (Q6490384) (← links)
- Subgroup analysis of linear models with measurement error (Q6490385) (← links)
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data (Q6490386) (← links)
- A stable and adaptive polygenic signal detection method based on repeated sample splitting (Q6490387) (← links)
- Penalized complexity priors for the skewness parameter of power links (Q6490389) (← links)
- Asymptotic distribution of one-component partial least squares regression estimators in high dimensions (Q6490391) (← links)
- Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
- Variable selection in additive models via hierarchical sparse penalty (Q6490395) (← links)
- Method of model checking for case II interval-censored data under the additive hazards model (Q6490396) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
- Distributed sequential estimation procedures (Q6490398) (← links)
- Unweighted estimation based on optimal sample under measurement constraints (Q6490399) (← links)
- A class of space-filling designs with low-dimensional stratification and column orthogonality (Q6490401) (← links)
- Smoothed model-assisted small area estimation of proportions (Q6554756) (← links)
- Finite sample and asymptotic distributions of a statistic for sufficient follow-up in cure models (Q6554757) (← links)
- Analysis of multivariate survival data under semiparametric copula models (Q6554758) (← links)
- Joint modelling of quantile regression for longitudinal data with information observation times and a terminal event (Q6554759) (← links)
- Identifiability constraints in generalized additive models (Q6554760) (← links)
- Nonparametric simulation extrapolation for measurement-error models (Q6554761) (← links)
- Bayesian instrumental variable estimation in linear measurement error models (Q6554762) (← links)
- Optimal multiwave validation of secondary use data with outcome and exposure misclassification (Q6554764) (← links)
- A calibration method to stabilize estimation with missing data (Q6554765) (← links)
- A combined moment equation approach for spatial autoregressive models (Q6554766) (← links)
- On the correlation analysis of stocks with zero returns (Q6554767) (← links)
- High-dimensional model averaging for quantile regression (Q6554768) (← links)
- Objective model selection with parallel genetic algorithms using an eradication strategy (Q6554770) (← links)
- Football group draw probabilities and corrections (Q6632378) (← links)
- Clustering and semi-supervised classification for clickstream data via mixture models (Q6632379) (← links)
- Clustering spatial functional data using a geographically weighted Dirichlet process (Q6632380) (← links)
- Contrast tests for groups of functional data (Q6632382) (← links)
- Robust joint modelling of sparsely observed paired functional data (Q6632383) (← links)
- Semiparametric estimation for the functional additive hazards model (Q6632384) (← links)
- Nonparametric estimation of a survival function in the presence of measurement errors on the failure time of interest (Q6632385) (← links)
- Censored autoregressive regression models with student-\(t\) innovations (Q6632386) (← links)
- Efficient multiply robust imputation in the presence of influential units in surveys (Q6632388) (← links)
- Modelling occurrence and quantity of longitudinal semicontinuous data simultaneously with nonparametric unobserved heterogeneity (Q6632389) (← links)
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features (Q6632390) (← links)
- High-dimensional variable selection accounting for heterogeneity in regression coefficients across multiple data sources (Q6632391) (← links)
- Bayesian model selection via composite likelihood for high-dimensional data integration (Q6632393) (← links)
- Fused mean structure learning in data integration with dependence (Q6632394) (← links)
- Regression trees for interval-censored failure time data based on censoring unbiased transformations and pseudo-observations (Q6642532) (← links)
- Tolerance bands for exponential family functional data (Q6642533) (← links)
- Constrained Bayes in multiplicative area-level models under the precautionary loss function (Q6642534) (← links)
- Estimating the mean squared prediction error of the observed best predictor associated with small area counts: a computationally oriented approach (Q6642535) (← links)
- Tests for the first-order stochastic dominance (Q6642536) (← links)
- Order-restricted hypothesis tests for nonlinear mixed-effects models with measurement errors in covariates (Q6642537) (← links)
- Estimation in a general mixture of Markov jump processes (Q6642538) (← links)
- Robust estimation of loss-based measures of model performance under covariate shift (Q6642539) (← links)
- Multiple change-point detection for regression curves (Q6642540) (← links)
