Large Sample Techniques for Statistics
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- Large Sample Techniques for Statistics
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Cited in
(54)- Estimation in zero-inflated binomial regression with missing covariates
- A U-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting
- Measure of location-based estimators in simple linear regression
- A note on mean testing for high dimensional multivariate data under non-normality
- Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model
- Asymptotic Analysis of Mixed Effects Models: Theory, Applications, and Open Problems
- Nonlinear regression models with single‐index heteroscedasticity
- Model selection and model averaging for analysis of truncated and censored data with measurement error
- Small area estimation via unmatched sampling and linking models
- Goodness-of-fit test with a robustness feature
- Tests for high-dimensional covariance matrices using the theory of \(U\)-statistics
- The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- Robust factor models for high-dimensional time series and their forecasting
- A unified approach to testing mean vectors with large dimensions
- Location-invariant tests of homogeneity of large-dimensional covariance matrices
- A new classified mixed model predictor
- Likelihood inference in small area estimation by combining time-series and cross-sectional data
- Theoretical properties of angular halfspace depth
- Power analysis, sample size calculation for testing the largest binomial probability
- Composite quantile regression for a distributed system with non-randomly distributed data
- Classified generalized linear mixed model prediction incorporating pseudo‐prior information
- Zero-inflated generalized extreme value regression model for binary response data and application in health study
- Pseudo-Bayesian Classified Mixed Model Prediction
- On testing sphericity and identity of a covariance matrix with large dimensions
- Likelihood inference for small area estimation using data cloning
- A constrained marginal zero-inflated binomial regression model
- A Dynamic Interaction Semiparametric Function-on-Scalar Model
- Assessing method agreement for paired repeated binary measurements administered by multiple raters
- A continuous updating weighted least squares estimator of tail dependence in high dimensions
- Non-parametric generalized linear mixed models in small area estimation
- Estimation of parameters in the fractional compound Poisson process
- The extended Ville's inequality for nonintegrable nonnegative supermartingales
- Inference about ratios of age-standardized rates with sampling errors in the population denominators for estimating both rates
- Estimating heterogeneous causal effects in observational studies using small area predictors
- Multiple comparisons of mean vectors with large dimension under general conditions
- Selection model for domains across time: application to labour force survey by economic activities
- On the mixed-model analysis of covariance in cluster-randomized trials
- Constrained Bayes in multiplicative area-level models under the precautionary loss function
- That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification
- Sampling Techniques for Big Data Analysis
- On small area estimation under a sub-area level model
- A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- Large Sample Techniques for Statistics
- Robust small area estimation under semi-parametric mixed models
- Simple measures of uncertainty for model selection
- Small area estimation via heteroscedastic nested-error regression
- Tests for proportionality of matrices with large dimension
- Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis
- \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity
- Kernel density estimation for hierarchical data
- A short note on jackknifing the concordance correlation coefficient
- Hierarchical Bayes estimation in small area estimation using cross-sectional and time-series data
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