The following pages link to Leonard A. Stefanski (Q749067):
Displayed 50 items.
- A normal scale mixture representation of the logistic distribution (Q749068) (← links)
- Deconvolution-based score tests in measurement error models (Q758058) (← links)
- FSR methods for second-order regression models (Q901592) (← links)
- Density estimation with replicate heteroscedastic measurements (Q907087) (← links)
- Covariate measurement error in logistic regression (Q1068495) (← links)
- A note on high-breakdown estimators (Q1174909) (← links)
- Rates of convergence of some estimators in a class of deconvolution problems (Q1262649) (← links)
- (Q1305282) (redirect page) (← links)
- Relative-error prediction (Q1305283) (← links)
- Monotonicity of regression functions in structural measurement error models (Q1332881) (← links)
- Moment adjusted imputation for multivariate measurement error data with applications to logistic regression (Q1615079) (← links)
- Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
- Instrumental variable estimation in a probit measurement error model (Q1817381) (← links)
- Empirical simulation extrapolation for measurement error models with replicate measurements. (Q1871275) (← links)
- A note on corrected-score estimation (Q1916222) (← links)
- (Q2829308) (← links)
- Orthology-Based Multilevel Modeling of Differentially Expressed Mouse and Human Gene Pairs (Q2864033) (← links)
- Corrected-loss estimation for quantile regression with covariate measurement errors (Q2892095) (← links)
- A Moment-Adjusted Imputation Method for Measurement Error Models (Q2893407) (← links)
- Essential Statistical Inference (Q2904382) (← links)
- Interactive model building for Q-learning (Q2934764) (← links)
- Simulation-Extrapolation: The Measurement Error Jackknife (Q3128740) (← links)
- Fast FSR Variable Selection with Applications to Clinical Trials (Q3183202) (← links)
- Latent-Model Robustness in Joint Models for a Primary Endpoint and a Longitudinal Process (Q3183205) (← links)
- A Multivariate Two-Sample Mean Test for Small Sample Size and Missing Data (Q3436536) (← links)
- (Q3473949) (← links)
- Deconvolving kernel density estimators (Q3473964) (← links)
- Correcting data for measurement error in generalized linear models (Q3474092) (← links)
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models (Q3489074) (← links)
- Estimating a nonlinear function of a normal mean (Q3597974) (← links)
- The effects of measurement error on parameter estimation (Q3711509) (← links)
- (Q3769790) (← links)
- Simulation extrapolation deconvolution of finite population cumulative distribution function estimators (Q3837322) (← links)
- (Q3843167) (← links)
- (Q3953156) (← links)
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models (Q4323560) (← links)
- Instrumental Variable Estimation in Generalized Linear Measurement Error Models (Q4365998) (← links)
- Corrected Score Estimation via Complex Variable Simulation Extrapolation (Q4468399) (← links)
- Measurement Error Models (Q4541366) (← links)
- Robust estimation of location in samples of size three (Q4720549) (← links)
- (Q4725502) (← links)
- Conditionally Unbiased Bounded-Influence Estimation in General Regression Models, with Applications to Generalized Linear Models (Q4729167) (← links)
- Instrumental Variable Estimation in Binary Regression Measurement Error Models (Q4844187) (← links)
- (Q4888734) (← links)
- Variable Selection in Nonparametric Classification Via Measurement Error Model Selection Likelihoods (Q4975400) (← links)
- Automatic structure recovery for additive models (Q5258430) (← links)
- Controlling Variable Selection by the Addition of Pseudovariables (Q5307699) (← links)
- (Q5325828) (← links)
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood (Q5327293) (← links)
- Measurement Error in Nonlinear Models (Q5478207) (← links)