Pages that link to "Item:Q60530"
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The following pages link to Journal of the Royal Statistical Society Series B: Statistical Methodology (Q60530):
Displaying 50 items.
- Fast Sampling of Gaussian Markov Random Fields (Q60532) (← links)
- Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Q61789) (← links)
- Estimation of a Two-component Mixture Model with Applications to Multiple Testing (Q62244) (← links)
- Maximum Likelihood Estimation of a Multi-Dimensional Log-Concave Density (Q64869) (← links)
- Estimating the Number of Clusters in a Data Set Via the Gap Statistic (Q65481) (← links)
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Semiparametric Latent Class Analysis of Recurrent Event Data (Q74470) (← links)
- Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q74745) (← links)
- Randomization Inference for Treatment Effect Variation (Q75394) (← links)
- Randomization Inference for Treatment Effect Variation (Q75397) (← links)
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features (Q78371) (← links)
- On Estimation of Optimal Treatment Regimes for Maximizing t-Year Survival Probability (Q78381) (← links)
- Multiscale Change Point Inference (Q79009) (← links)
- Heterogeneous Change Point Inference (Q79011) (← links)
- Excursion and Contour Uncertainty Regions for Latent Gaussian Models (Q79471) (← links)
- Multiscale Inference and Long-Run Variance Estimation in Non-Parametric Regression with Time Series Errors (Q79880) (← links)
- Stability Selection (Q80982) (← links)
- Invariant Co-Ordinate Selection (Q82621) (← links)
- Confidence Intervals for Causal Effects with Invalid Instruments using Two-Stage Hard Thresholding with Voting (Q84407) (← links)
- Statistics of Heteroscedastic Extremes (Q85712) (← links)
- Graphical Models for Extremes (Q86507) (← links)
- Global Envelope Tests for Spatial Processes (Q89180) (← links)
- Posterior Probability Intervals for Wavelet Thresholding (Q89758) (← links)
- Hypothesis Testing for Automated Community Detection in Networks (Q90061) (← links)
- A Separable Model for Dynamic Networks (Q90309) (← links)
- A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series (Q90357) (← links)
- Stochastic Partial Differential Equation Based Modelling of Large Space–Time Data Sets (Q91261) (← links)
- Control Functionals for Monte Carlo Integration (Q91284) (← links)
- Bayesian Regression Tree Ensembles that Adapt to Smoothness and Sparsity (Q91646) (← links)
- Nonparametric, Tuning-Free Estimation of S-Shaped Functions (Q93811) (← links)
- Dynamic Functional Principal Components (Q94590) (← links)
- The Normal Law Under Linear Restrictions: Simulation and Estimation via Minimax Tilting (Q96976) (← links)
- Detection of Adaptive Shifts on Phylogenies by using Shifted Stochastic Processes on a Tree (Q98161) (← links)
- Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models (Q99261) (← links)
- Robust Testing in Generalized Linear Models by Sign Flipping Score Contributions (Q100213) (← links)
- Direct and Indirect Treatment Effects–Causal Chains and Mediation Analysis with Instrumental Variables (Q100503) (← links)
- Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition (Q105490) (← links)
- Regression Analysis of Sparse Asynchronous Longitudinal Data (Q106208) (← links)
- Generalized Additive and Index Models with Shape Constraints (Q107357) (← links)
- On a Mixture Autoregressive Model (Q109790) (← links)
- Inference for Clusters of Extreme Values (Q111094) (← links)
- Semiparametric Models: A Generalized Self-Consistency Approach (Q111479) (← links)
- On Bayesian Analysis of Mixtures with an Unknown Number of Components (with discussion) (Q111732) (← links)
- Analysis of Longitudinal Data with Irregular, Outcome-Dependent Follow-Up (Q114427) (← links)
- Covariate Balancing Propensity Score (Q116197) (← links)
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods (Q116217) (← links)
- Likelihood Ratio Tests in Linear Mixed Models with One Variance Component (Q117580) (← links)
- A Unified Approach to Regression Analysis Under Double-Sampling Designs (Q119619) (← links)
- Cox Regression in Cohort Studies with Validation Sampling (Q119620) (← links)
- Maximum Likelihood Estimation in Semiparametric Regression Models with Censored Data (Q120173) (← links)
