The following pages link to Andrew A. Neath (Q538236):
Displayed 22 items.
- Item:Q538236 (redirect page) (← links)
- Linear model evaluation based on estimation of model bias (Q538237) (← links)
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy (Q713660) (← links)
- Model evaluation, discrepancy function estimation, and social choice theory (Q737003) (← links)
- An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure (Q989266) (← links)
- On the total time on test transform of an IFRA distribution (Q1195575) (← links)
- On the distinguished role of the multivariate exponential distribution in Bayesian estimation in competing risks problems (Q1359701) (← links)
- On Bayesian estimation of the multiple decrement function in the competing risks problem (Q1359702) (← links)
- On Bayesian estimation of the multiple decrement function in the competing risks problem. II: The discrete case (Q1373946) (← links)
- Pólya tree distributions for statistical modeling of censored data (Q1430416) (← links)
- A note on the comparison of the Bayesian and frequentist approaches to estimation (Q1929907) (← links)
- How to Be a Better Bayesian (Q3129054) (← links)
- (Q3145590) (← links)
- (Q3145594) (← links)
- A monte carlo study of successive difference analysis of growth curve data at random observation times (Q3350600) (← links)
- Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion (Q3625275) (← links)
- Generalizing the derivation of the schwarz information criterion (Q4237845) (← links)
- Regression and time series model selection using variants of the schwarz information criterion (Q4346826) (← links)
- Bayesian nonparametric confidence bounds for a distribution function (Q4365862) (← links)
- (Q5754714) (← links)
- Reconceptualizing the <i>p</i> -value from a likelihood ratio test: a probabilistic pairwise comparison of models based on Kullback-Leibler discrepancy measures (Q5861437) (← links)
- A regression model selection criterion based on bootstrap bumping for use with resistant fitting. (Q5940722) (← links)