A. H. Welsh

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Person:252740

Available identifiers

zbMath Open welsh.alan-hDBLP61/283WikidataQ67498167 ScholiaQ67498167MaRDI QIDQ252740

List of research outcomes





PublicationDate of PublicationType
Homogeneity pursuit and variable selection in regression models for multivariate abundance data2024-10-28Paper
A double fixed rank kriging approach to spatial regression models with covariate measurement error2024-10-28Paper
Robust Lasso Regression Using Tukey's Biweight Criterion2024-10-22Paper
The concept of sufficiency in conditional frequentist inference2024-08-21Paper
On model selection curves2024-07-19Paper
The effect of the working correlation on fitting models to longitudinal data2024-05-14Paper
On the Efficiency of Composite Likelihood Estimation for Gaussian Spatial Processes2024-04-15Paper
Likelihood-based surrogate dimension reduction2024-02-06Paper
Robust Multivariate Lasso Regression with Covariance Estimation2024-01-22Paper
Random Effects Misspecification Can Have Severe Consequences for Random Effects Inference in Linear Mixed Models2023-12-13Paper
Assuming independence in spatial latent variable models: Consequences and implications of misspecification2023-10-30Paper
Screening Methods for Linear Errors-in-Variables Models in High Dimensions2023-10-30Paper
On goodness‐of‐fit measures for Poisson regression models2023-10-05Paper
Generalised regression estimation via the bootstrap2023-08-08Paper
Asymptotics for EBLUPs: Nested Error Regression Models2023-07-06Paper
GEE-Assisted Variable Selection for Latent Variable Models with Multivariate Binary Data2023-07-04Paper
Estimation of graphical models for skew continuous data2023-04-13Paper
On the Boundedness and Nonmonotonicity of Generalized Score Statistics2023-02-02Paper
Sparse Sliced Inverse Regression via Cholesky Matrix Penalization2022-10-14Paper
Bootstrapping Clustered Data2022-07-11Paper
Increasing cluster size asymptotics for nested error regression models2021-12-14Paper
mplot2021-07-10Software
The LASSO on latent indices for regression modeling with ordinal categorical predictors2020-06-16Paper
Finite sample properties of confidence intervals centered on a model averaged estimator2020-02-28Paper
Testing random effects in linear mixed models: another look at the F‐test (with discussion)2019-09-26Paper
On the effect of ignoring correlation in the covariates when fitting linear mixed models2019-08-09Paper
Regression for Compositional Data by using Distributions Defined on the Hypersphere2019-04-30Paper
Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models2019-03-20Paper
Peter Hall on Extremes: Research, teaching and supervision2018-11-22Paper
Bootstrapping for highly unbalanced clustered data2018-11-08Paper
Comment on ``Confidence, credibility and prediction2018-11-06Paper
Bootstrapping longitudinal data with multiple levels of variation2018-08-20Paper
A random-effects hurdle model for predicting bycatch of endangered marine species2018-02-19Paper
The performance of model averaged tail area confidence intervals2017-12-06Paper
COMMENT ON THE PAPER BY GANI2017-09-11Paper
Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions2017-08-08Paper
Hierarchical Selection of Fixed and Random Effects in Generalized Linear Mixed Models2017-04-18Paper
The Stabilisation of Model Parameter Estimates from Repeated Surveys with Rare Observations2016-05-02Paper
Colours and Cocktails: Compositional Data Analysis 2013 Lancaster Lecture2016-04-27Paper
Model-based Prediction In Ecological Surveys Including Those with Incomplete Detection2016-04-27Paper
Model-Averaged Confidence Intervals2016-03-16Paper
Discussion2016-03-08Paper
Model selection in linear mixed models2016-03-04Paper
Model-based inferences from adaptive cluster sampling2016-02-16Paper
Fitting Kent models to compositional data with small concentration2015-11-19Paper
Robust model-based sampling designs2015-10-16Paper
Bootstrapping Robust Estimates for Clustered Data2015-06-17Paper
Maximum Likelihood Estimation for Sample Surveys2012-05-09Paper
Transformation and Smoothing in Sample Survey Data2011-11-26Paper
Line Transect Sampling in Small Regions2011-03-01Paper
On Model Selection Curves2010-05-05Paper
https://portal.mardi4nfdi.de/entity/Q53258212009-07-24Paper
Bootstrapping data with multiple levels of variation2009-05-22Paper
Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data2008-04-08Paper
Outlier Robust Model Selection in Linear Regression2007-08-20Paper
Fisher and Inference for Scores2007-02-12Paper
Local regression for vector responses2006-08-16Paper
Estimating the retransformed mean in a heteroscedastic two-part model2006-01-10Paper
Methodology for Estimating the Abundance of Rare Animals: Seabird Nesting on North East Herald Cay2005-04-19Paper
Marginal Longitudinal Nonparametric Regression2004-06-10Paper
Distribution-function-based bivariate quantiles.2003-04-02Paper
Approaches to robust estimation in the simplest variance components model2003-01-15Paper
Robust estimation of the generalized Pareto distribution2002-11-21Paper
Robust fitting of the binomial model.2002-11-14Paper
Theory & Methods: Incomplete detection in enumeration surveys: Whither distance sampling?2002-07-28Paper
Theory & Methods: Modelling Correlated Zero‐inflated Count Data2002-07-28Paper
A journey in single steps: robust one-step \(M\)-estimation in linear regression2002-06-16Paper
https://portal.mardi4nfdi.de/entity/Q27676772002-04-25Paper
Robust Estimation for Finite Populations Based on a Working Model2002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q49470032001-10-03Paper
Distance Sampling Methodology2001-07-18Paper
Likelihood inference for small variance components2001-04-09Paper
Bias-calibrated Estimation from Sample Surveys Containing Outliers2001-02-01Paper
The emperor's new clothes: a critique of the multivariate t regression model2000-01-31Paper
Robust Confidence Intervals for Regression Parameters1999-11-28Paper
Local Estimating Equations1999-04-26Paper
https://portal.mardi4nfdi.de/entity/Q42140551998-10-15Paper
Robust Restricted Maximum Likelihood in Mixed Linear Models1997-11-09Paper
https://portal.mardi4nfdi.de/entity/Q56908231997-01-07Paper
Covariate screening in mixed linear models1996-12-08Paper
https://portal.mardi4nfdi.de/entity/Q48822701996-06-16Paper
https://portal.mardi4nfdi.de/entity/Q48396241995-11-28Paper
https://portal.mardi4nfdi.de/entity/Q48399271995-11-01Paper
Adaptive choice of trimming proportions1995-10-18Paper
ASYMPTOTIC PROPERTIES OF RESTRICTED MAXIMUM LIKELIHOOD (REML) ESTIMATES FOR HIERARCHICAL MIXED LINEAR MODELS1995-10-10Paper
Maximum Likelihood Inference from Sample Survey Data1995-10-09Paper
Adapting for the missing link1995-08-21Paper
A note on the statistical properties of the secant algorithm for calculating rank estimators1995-08-17Paper
https://portal.mardi4nfdi.de/entity/Q42989071994-10-11Paper
Fitting Heteroscedastic Regression Models1994-07-10Paper
https://portal.mardi4nfdi.de/entity/Q42727911994-02-02Paper
AMEMIYA'S FORM OF THE WEIGHTED LEAST SQUARES ESTIMATOR1994-01-13Paper
Normal approximation in regression1992-06-28Paper
Influence of design on the rate of convergence to normality in L1 regression1992-06-26Paper
Exactly what is being modelled by the systematic component in a heteroscedastic linear regression1992-01-01Paper
Asymptotic relations between L- and M-estimators in the linear model1990-01-01Paper
THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R-ESTIMATOR1990-01-01Paper
On M-processes and M-estimation1989-01-01Paper
Testing for exponential and Marshall-Olkin distributions1989-01-01Paper
CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION1989-01-01Paper
Asymptotically efficient estimation of the sparsity function at a point1988-01-01Paper
Asymptotic results for multiple imputation1988-01-01Paper
Multivariate functional least squares1988-01-01Paper
Mallows-Type Bounded-Influence-Regression Trimmed Means1988-01-01Paper
One-step L-estimators for the linear model1987-01-01Paper
The trimmed mean in the linear model1987-01-01Paper
Implementing empirical characteristic function procedures1986-01-01Paper
Bahadur representations for robust scale estimators based on regression residuals1986-01-01Paper
ON THE USE OF THE EMPIRICAL DISTRIBUTION AND CHARACTERISTIC FUNCTION TO ESTIMATE PARAMETERS OF REGULAR VARIATION1986-01-01Paper
Limit theorems for the median deviation1985-01-01Paper
Adaptive estimates of parameters of regular variation1985-01-01Paper
An angular approach for linear data1985-01-01Paper
A note on scale estimates based on the empirical characteristic function and their application to test for normality1984-01-01Paper
Best attainable rates of convergence for estimates of parameters of regular variation1984-01-01Paper
The robust estimation of autoregressive processes by functional least squares1983-01-01Paper
JACKKNIFING THE GENERAL LINEAR MODEL1983-01-01Paper
A test for normality based on the empirical characteristic function1983-01-01Paper
Asymptotic Results for Penalized Quasi-Likelihood Estimation in Generalized Linear Mixed ModelsN/APaper

Research outcomes over time

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