The following pages link to Canadian Journal of Statistics (Q82977):
Displaying 50 items.
- 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)
