The following pages link to S-PLUS (Q15430):
Displayed 50 items.
- (Q2783518) (← links)
- Statistics for Model Calibration (Q2801820) (← links)
- Modeling and Analysis of Method Comparison Data with Skewness and Heavy Tails (Q2806334) (← links)
- Spatial regression with covariate measurement error: A semiparametric approach (Q2827174) (← links)
- EnvStats (Q2842845) (← links)
- Mixed Models (Q2846470) (← links)
- Statistical Analysis of Financial Data in R (Q2849599) (← links)
- On ROC analysis with nonbinary reference standard (Q2912002) (← links)
- On exact inference in linear models with two variance-covariance components (Q2913242) (← links)
- (Q2915361) (← links)
- (Q2917504) (← links)
- (Q2917547) (← links)
- (Q2920100) (← links)
- (Q2935683) (← links)
- Statistical Analysis and Data Display (Q2945361) (← links)
- Linear Mixed Models (Q2946317) (← links)
- (Q2954104) (← links)
- Simple Incorporation of Interactions into Additive Models (Q3078772) (← links)
- Covariate Adjustment of Event Histories Estimated from Markov Chains: The Additive Approach (Q3078851) (← links)
- Modeling Spatial Survival Data Using Semiparametric Frailty Models (Q3078942) (← links)
- A Test of Linkage for Complex Discrete and Continuous Traits in Nuclear Families (Q3079125) (← links)
- (Q3103231) (← links)
- (Q3103879) (← links)
- (Q3103880) (← links)
- Nonparametric regression with cross-classified responses (Q3108006) (← links)
- (Q3118895) (← links)
- (Q3121335) (← links)
- (Q3148847) (← links)
- (Q3151316) (← links)
- Statistical Analysis of Financial Data in S-Plus (Q3151321) (← links)
- Dirichlet and Related Distributions (Q3171238) (← links)
- Group Kernels for Gaussian Process Metamodels with Categorical Inputs (Q3296931) (← links)
- GAM spline algorithms: a direct comparison (Q3297991) (← links)
- Vector splines and other vector smoothers (Q3298011) (← links)
- An Implementation for Regression Quantile Estimation (Q3298641) (← links)
- Computer Intensive Methods for Mixed-effects Models (Q3298691) (← links)
- Using the Forward Library in S-plus (Q3298759) (← links)
- Hierarchical Normalized Completely Random Measures to Cluster Grouped Data (Q3304855) (← links)
- EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments (Q3368210) (← links)
- (Q3374144) (← links)
- Modeling Financial Time Series with S-PLUS® (Q3377019) (← links)
- (Q3377203) (← links)
- Introduction to Nonparametric Regression (Q3377549) (← links)
- (Q3377936) (← links)
- Pairwise estimation of multivariate longitudinal outcomes in a Bayesian setting with extensions to the joint model (Q3389296) (← links)
- Simulation studies comparing fixed effect and mixed models in data sets with multiple measurements in individual sampling units (Q3390450) (← links)
- Stage‐Wise Adaptive Designs (Q3394867) (← links)
- (Q3413917) (← links)
- Strategies for inference robustness in focused modelling (Q3426401) (← links)
- Flexible smoothing with P-splines: a unified approach (Q3427638) (← links)