The following pages link to Peter D. Hoff (Q252168):
Displaying 40 items.
- Extending the rank likelihood for semiparametric copula estimation (Q97030) (← links)
- Exact adaptive confidence intervals for linear regression coefficients (Q131754) (← links)
- Smaller $p$-values via indirect information (Q141438) (← links)
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A higher-order LQ decomposition for separable covariance models (Q149116) (← links)
- (Q321942) (redirect page) (← links)
- Limitations on detecting row covariance in the presence of column covariance (Q321943) (← links)
- Bayesian sandwich posteriors for pseudo-true parameters (Q394764) (← links)
- (Q452624) (redirect page) (← links)
- Hierarchical multilinear models for multiway data (Q452625) (← links)
- (Q516493) (redirect page) (← links)
- Equivariant and scale-free Tucker decomposition models (Q516494) (← links)
- (Q589855) (redirect page) (← links)
- (Q590601) (redirect page) (← links)
- A mixed effects model for longitudinal relational and network data, with applications to international trade and conflict (Q641138) (← links)
- Multilinear tensor regression for longitudinal relational data (Q902890) (← links)
- Nonparametric estimation of convex models via mixtures (Q1394762) (← links)
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization (Q1658387) (← links)
- Additive and multiplicative effects network models (Q2038284) (← links)
- Existence and uniqueness of the Kronecker covariance MLE (Q2054526) (← links)
- Hierarchical multidimensional scaling for the comparison of musical performance styles (Q2078727) (← links)
- The Stein effect for Fréchet means (Q2112836) (← links)
- Random orthogonal matrices and the Cayley transform (Q2295044) (← links)
- Adaptive sign error control (Q2317300) (← links)
- Adaptive higher-order spectral estimators (Q2408252) (← links)
- Joint mean and covariance modeling of multiple health outcome measures (Q2415464) (← links)
- Lasso ANOVA decompositions for matrix and tensor data (Q2416780) (← links)
- Information bounds for Gaussian copulas (Q2448705) (← links)
- Hierarchical array priors for ANOVA decompositions of cross-classified data (Q2453654) (← links)
- Separable factor analysis with applications to mortality data (Q2453659) (← links)
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data (Q2634082) (← links)
- Rejoinder: ``Separable covariance arrays via the Tucker product, with applications to multivariate relational data'' (Q2634084) (← links)
- Bayes-optimal prediction with frequentist coverage control (Q2692516) (← links)
- A Covariance Regression Model (Q2883907) (← links)
- Subset Clustering of Binary Sequences, with an Application to Genomic Abnormality Data (Q3379257) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- A Hierarchical Eigenmodel for Pooled Covariance Estimation (Q4632614) (← links)
- Marginally Specified Priors for Non-Parametric Bayesian Estimation (Q5379898) (← links)
- Tests of linear hypotheses using indirect information (Q6059479) (← links)
- Equivariant estimation of Fréchet means (Q6148682) (← links)
