Pages that link to "Item:Q61450"
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The following pages link to Australian & New Zealand Journal of Statistics (Q61450):
Displaying 50 items.
- Central Limit Theorems for Reduced<i>U</i>-Statistics Under Dependence and Their Usefulness (Q2803537) (← links)
- Weighted Wilcoxon Estimators in Nonlinear Regression (Q2803538) (← links)
- Exact Simultaneous Confidence Bands for Quadratic and Cubic Polynomial Regression with Applications in Dose Response Study (Q2803539) (← links)
- A Statistical Test of Change-Point in Mean that Almost Surely Has Zero Error Probabilities (Q2803540) (← links)
- Restricted Two Parameter Ridge Estimator (Q2803541) (← links)
- The Stabilisation of Model Parameter Estimates from Repeated Surveys with Rare Observations (Q2803544) (← links)
- Statistics for High-Dimensional Data: Methods, Theory and Applications. By PeterBuhlmann and Saravan de Geer. Springer, Berlin, Heidelberg. 2011. xvii+556 pages. €104.99 (hardback). ISBN 978-3-642-20191-2. (Q2803545) (← links)
- The BUGS Book: A Practical Introduction to Bayesian Analysis. By David Lunn, Christopher Jackson, Nicky Best, Andrew Thomas, David Spiegelhalter. Boca Raton, Florida: CRC Press. 2013. 381 pages. ISBN 978-1-58488-849-9. (Q2803547) (← links)
- Imputation of Household Survey Data Using Linear Mixed Models (Q2804151) (← links)
- Inverse Adaptive Cluster Sampling with Unequal Selection Probabilities: Case Studies on Crab Holes and Arsenic Pollution (Q2804153) (← links)
- Optimality and Contrasts in Block Designs with Unequal Treatment Replication (Q2804154) (← links)
- The Use of Treatment Concurrences to Assess Robustness of Binary Block Designs Against the Loss of Whole Blocks (Q2804155) (← links)
- Marginal Projected Multivariate Linear Models for Clustered Angular Data (Q2804156) (← links)
- On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors (Q2804157) (← links)
- What Level of Statistical Model Should We Use in Small Area Estimation? (Q2804159) (← links)
- Diagnostic tools for approximate Bayesian computation using the coverage property (Q2804160) (← links)
- Covariate Decomposition Methods for Longitudinal Missing-at-Random Data and Predictors Associated with Subject-Specific Effects (Q2804161) (← links)
- Adaptive Cluster Sampling in Two-stage Sampling (Q2804162) (← links)
- On the Exact Size of Tests of Treatment Effects in Multi-Arm Clinical Trials (Q2804163) (← links)
- More on progressively Type-II censored order statistics for multivariate observations (Q2804165) (← links)
- A series of single array 2<i><sup>m</sup></i>factorial search designs for even<i>m</i> (Q2804167) (← links)
- Methods for Constructing Uncertainty Intervals for Queries of Bayesian Nets (Q2804169) (← links)
- Multivariate Survival Analysis and Competing Risks. By M.J. Crowder. Boca Raton, Florida: CRC Press. 2012. 393 pages. £63.93 (hardback). ISBN 978-1-4398-7521-6 (Q2804171) (← links)
- Algorithmic Probability and Friends. Bayesian Prediction and Artificial Intelligence. By D.L. Dowe, Berlin: Springer. 2013. 445 pp. £62.00 (softcover). ISBN 978-3-642-44957-4 (Q2804172) (← links)
- JOINT BEHAVIOUR OF PRECEDENCES AND EXCEEDANCES IN RANDOM THRESHOLD MODELS (Q2810352) (← links)
- ASYMPTOTIC EFFICIENCY OF THE BLEST-TYPE TESTS FOR INDEPENDENCE (Q2810353) (← links)
- A GENERALIZED EMERSON RECURRENCE RELATION (Q2810354) (← links)
- CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS (Q2810355) (← links)
- NON-PARAMETRIC BAYESIAN INFERENCE FOR INHOMOGENEOUS MARKOV POINT PROCESSES (Q2810356) (← links)
- UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS (Q2810358) (← links)
- ON AN APPROXIMATE OPTIMALITY CRITERION FOR THE DESIGN OF FIELD EXPERIMENTS UNDER SPATIAL DEPENDENCE (Q2810359) (← links)
- CONFIDENCE INTERVALS UTILIZING PRIOR INFORMATION IN THE BEHRENS-FISHER PROBLEM (Q2810361) (← links)
- EXACT<i>P</i>-VALUES FOR DISCRETE MODELS OBTAINED BY ESTIMATION AND MAXIMIZATION (Q2810362) (← links)
- EMPIRICAL LIKELIHOOD-BASED INFERENCES FOR PARTIALLY LINEAR MODELS WITH MISSING COVARIATES (Q2810363) (← links)
- OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES (Q2810364) (← links)
- ON THE PROBABILITY OF BEING MAXIMAL (Q2810365) (← links)
- A REGRESSION APPROACH TO THE ESTIMATION OF THE FINITE POPULATION MEAN IN THE PRESENCE OF NON-RESPONSE (Q2810366) (← links)
- ROUTES TO HIGHER-ORDER ACCURACY IN PARAMETRIC INFERENCE (Q2810367) (← links)
- VARIANCE ESTIMATION IN TWO-PHASE SAMPLING (Q2810368) (← links)
- AN EXACT TEST FOR HAZARD SIMILARITY (Q2810369) (← links)
- ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES (Q2810370) (← links)
- PARTIALLY LINEAR MODEL SELECTION BY THE BOOTSTRAP (Q2810371) (← links)
- APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS (Q2810372) (← links)
- VARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELS (Q2810373) (← links)
- NUMBERS OF OBSERVATIONS NEAR ORDER STATISTICS (Q2810394) (← links)
- GRAPHICAL SENSITIVITY ANALYSIS WITH DIFFERENT METHODS OF IMPUTATION FOR A TRIAL WITH PROBABLE NON-IGNORABLE MISSING DATA (Q2810398) (← links)
- EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA (Q2810399) (← links)
- LEVERAGE ADJUSTMENTS FOR DISPERSION MODELLING IN GENERALIZED NONLINEAR MODELS (Q2810400) (← links)
- ESTIMATING A PARAMETER WHEN IT IS KNOWN THAT THE PARAMETER EXCEEDS A GIVEN VALUE (Q2810402) (← links)
- DATA-DRIVEN SMOOTH TESTS AND A DIAGNOSTIC TOOL FOR LACK-OF-FIT FOR CIRCULAR DATA (Q2810404) (← links)