The following pages link to (Q4117244):
Displaying 9 items.
- Variance components and an additional experiment. (Q713489) (← links)
- Estimation of the density of regression errors (Q2368851) (← links)
- Conditional density estimation in a regression setting (Q2473073) (← links)
- Local influence diagnostics for hierarchical count data models with overdispersion and excess zeros (Q2833475) (← links)
- Random sampling of skewed distributions implies Taylor’s power law of fluctuation scaling (Q2962285) (← links)
- Linear Transformation Model With Parametric Covariate Transformations (Q5327298) (← links)
- Assessing Differential Gene Expression with Small Sample Sizes in Oligonucleotide Arrays Using a Mean‐Variance Model (Q5427397) (← links)
- Dynamic Financial Models of Life Insurers (Q5718201) (← links)
- A Comparison of Procedures to Correct for Base-Line Differences in the Analysis of Continuous Longitudinal Data: A Case-Study (Q5757819) (← links)