| Publication | Date of Publication | Type |
|---|
Conditional maximum likelihood estimation following a group sequential test
Biometrical Journal | 2020-09-23 | Paper |
Estimation of sample size for reference interval studies
Biometrical Journal | 2020-09-22 | Paper |
A rank-based test for comparison of multidimensional outcomes
Journal of the American Statistical Association | 2015-06-15 | Paper |
Estimating secondary parameters after termination of a multivariate group sequential test
Contemporary Multivariate Analysis and Design of Experiments | 2013-06-21 | Paper |
Simultaneous optimal estimation in linear mixed models
Metrika | 2012-09-27 | Paper |
A weighted rank-sum procedure for comparing samples with multiple endpoints
Statistics and Its Interface | 2012-08-18 | Paper |
Optimal hypothesis testing: From semi to fully Bayes factors
Metrika | 2010-03-08 | Paper |
Estimation of variance components in the mixed effects models: a comparison between analysis of variance and spectral decomposition
Journal of Statistical Planning and Inference | 2009-10-01 | Paper |
Exact inference on contrasts in means of intraclass correlation models with missing responses
Journal of Multivariate Analysis | 2009-01-22 | Paper |
Remarks on between estimator in the intraclass correlation model with missing data
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Simultaneous optimality of LSE and ANOVA estimate in general mixed models
Acta Mathematica Sinica, English Series | 2008-11-17 | Paper |
Incorporating overrunning data into the analysis of both primary and secondary endpoints in a sequential trial
| 2008-07-11 | Paper |
Completeness and unbiased estimation of mean vector in the multivariate group sequential case
Journal of Multivariate Analysis | 2007-03-29 | Paper |
Randomized Play-the-Leader Rules for Sequential Sampling from Two Populations
Probability in the Engineering and Informational Sciences | 2007-01-19 | Paper |
Estimation following a group sequential test for distributions in the one-parameter exponential family
| 2006-05-12 | Paper |
Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data
International Statistical Review / Revue Internationale de Statistique | 2005-01-03 | Paper |
A two-step smoothing method for varying-coefficient models with repeated measurements
Annals of the Institute of Statistical Mathematics | 2001-05-03 | Paper |
Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
Communications in Statistics: Theory and Methods | 2000-01-01 | Paper |
Conditional estimation following a group sequential clinical trial
Communications in Statistics: Theory and Methods | 1999-01-01 | Paper |
On estimating subpopulation means
Communications in Statistics: Theory and Methods | 1998-05-27 | Paper |
A simple comparison of two sequences of probabilities
Journal of Statistical Planning and Inference | 1996-11-03 | Paper |
Sequential testing with interval censored data∗
Journal of Statistical Computation and Simulation | 1996-03-26 | Paper |
scientific article; zbMATH DE number 804213 (Why is no real title available?)
| 1995-11-28 | Paper |
A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio
The Canadian Journal of Statistics | 1995-11-09 | Paper |
Truncating sample weights reduces variance
Statistics \& Probability Letters | 1994-05-24 | Paper |
ON EXISTENCE AND STRONG CONSISTENCY OF A CLASS OF FUZZYC-MEANS CLUSTERING PROCEDURES
Cybernetics and Systems | 1993-04-01 | Paper |
ON STOCHASTIC CONVERGENCE THEOREMS FOR THE FUZZYC-MEANS CLUSTERING PROCEDURE∗
International Journal of General Systems | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4149255 (Why is no real title available?)
| 1990-01-01 | Paper |
On fixed-width confidence intervals associated with maximum likelihood estimation
Journal of Theoretical Probability | 1989-01-01 | Paper |
On a problem of counting by weighing
The Canadian Journal of Statistics | 1989-01-01 | Paper |
A linear regression with unobserved dependent variables
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
On the asymptotic properties of a kernel type quantile estimator from censored samples
Journal of Statistical Planning and Inference | 1986-01-01 | Paper |
On the bounded regret of empirical bayes estimators
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
scientific article; zbMATH DE number 4015885 (Why is no real title available?)
| 1986-01-01 | Paper |
On the asymptotic expectation and variance of the number of boundary crossings
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
Some limit theorems for a subcritical branching process by immigration
Journal of Applied Probability | 1984-01-01 | Paper |
A renewal theorem and its applications to some sequential procedures
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
Adaptive choice of mean or median in estimating the center of a symmetric distribution
Proceedings of the National Academy of Sciences | 1983-01-01 | Paper |
The performance of a sequential procedure for the estimation of the mean
The Annals of Statistics | 1981-01-01 | Paper |
Iterated logarithm laws with random subsequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
Note on a theorem of Woodroofe's
The Annals of Probability | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3688435 (Why is no real title available?)
| 1980-01-01 | Paper |
