| Publication | Date of Publication | Type |
|---|
Mixed effect modelling and variable selection for quantile regression
Statistical Modelling | 2025-01-22 | Paper |
Shayle Robert Searle (1928--2013)
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-06 | Paper |
On priors which give Bayes minimax estimators of Baranchik's form
Japanese Journal of Statistics and Data Science | 2024-07-25 | Paper |
THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL
International Journal of Theoretical and Applied Finance | 2024-01-23 | Paper |
On graphical models and convex geometry
Computational Statistics and Data Analysis | 2023-09-15 | Paper |
A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
The middle-scale asymptotics of Wishart matrices
The Annals of Statistics | 2019-10-09 | Paper |
Akaike's information criterion, \(C_p\) and estimators of loss for elliptically symmetric distributions
International Statistical Review | 2019-07-16 | Paper |
On completeness of the general linear model with spherically symmetric errors
Statistical Methodology | 2019-03-13 | Paper |
Facilitating high-dimensional transparent classification via empirical Bayes variable selection
Applied Stochastic Models in Business and Industry | 2019-03-07 | Paper |
Shrinkage estimation
Springer Series in Statistics | 2018-10-29 | Paper |
On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots
Journal of Multivariate Analysis | 2018-04-12 | Paper |
Confidence intervals for the means of the selected populations
Electronic Journal of Statistics | 2018-01-12 | Paper |
A regularized profile likelihood approach to covariance matrix estimation
Journal of Statistical Planning and Inference | 2016-11-01 | Paper |
Improved second order estimation in the singular multivariate normal model
Journal of Multivariate Analysis | 2016-04-20 | Paper |
On improved loss estimation for shrinkage estimators
Statistical Science | 2016-02-18 | Paper |
Laplace approximated EM microarray analysis: an empirical Bayes approach for comparative microarray experiments
Statistical Science | 2016-01-22 | Paper |
A multivariate variance components model for analysis of covariance in designed experiments
Statistical Science | 2016-01-05 | Paper |
A conversation with Shayle R. Searle
Statistical Science | 2016-01-05 | Paper |
Estimation of the inverse scatter matrix of an elliptically symmetric distribution
Journal of Multivariate Analysis | 2015-12-23 | Paper |
On hierarchical prior specifications and penalized likelihood
Institute of Mathematical Statistics Collections | 2015-07-30 | Paper |
Improved loss estimation for the lasso: a variable selection tool
Sankhyā. Series B | 2015-05-28 | Paper |
A mixture-model approach for parallel testing for unequal variances
Statistical Applications in Genetics and Molecular Biology | 2014-10-08 | Paper |
Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)
The Annals of Statistics | 2014-09-15 | Paper |
On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles
Statistics & Probability Letters | 2014-02-19 | Paper |
Generalized accept-reject sampling schemes
| 2013-08-01 | Paper |
Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
Electronic Journal of Statistics | 2013-05-29 | Paper |
Majorization-minimization algorithms for nonsmoothly penalized objective functions
Electronic Journal of Statistics | 2013-05-27 | Paper |
Reference priors for linear models with general covariance structures
Journal of Statistical Planning and Inference | 2012-07-06 | Paper |
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
Mathematical Finance | 2011-06-16 | Paper |
Generalized thresholding estimators for high-dimensional location parameters
| 2010-05-25 | Paper |
Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix
Statistics & Decisions | 2009-05-12 | Paper |
Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Optimal bandwidth selection for multivariate kernel deconvolution density estimation
Test | 2008-09-22 | Paper |
Nonparametric estimation of the dependence function for a multivariate extreme value distribution
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Bayesian Inference for a Two-Part Hierarchical Model
Journal of the American Statistical Association | 2007-08-20 | Paper |
Hierarchical Graphical Models
Journal of the American Statistical Association | 2007-08-20 | Paper |
Some heuristics of kernel based estimators of ratio functions
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
Annals of the Institute of Statistical Mathematics | 2006-09-12 | Paper |
scientific article; zbMATH DE number 2222297 (Why is no real title available?)
| 2005-11-02 | Paper |
Mixture models, latent variables and partitioned importance sampling
Statistical Methodology | 2005-08-05 | Paper |
An Extension of the Metropolis Algorithm
Communications in Statistics: Theory and Methods | 2005-05-23 | Paper |
Nonparametric estimation of hazard functions by wavelet methods
Journal of Nonparametric Statistics | 2004-06-22 | Paper |
A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
Journal of Multivariate Analysis | 2004-01-14 | Paper |
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
Journal of Multivariate Analysis | 2003-06-09 | Paper |
Power analysis for linear models with spherical errors
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
Least squares cross-validation for the kernel deconvolution density estimator
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2002-11-28 | Paper |
Model Selection and Semiparametric Inference for Bivariate Failure-Time Data
| 2002-07-30 | Paper |
Approximately Exact Inference for the Common Odds Ration in Several 2 × 2 Tables
Journal of the American Statistical Association | 2002-07-30 | Paper |
Semiparametric inference for a quantile comparison function with applications to receiver operating characteristic curves
Biometrika | 2001-01-11 | Paper |
Nonparametric estimation of successive duration times under dependent censoring
Biometrika | 2000-10-31 | Paper |
scientific article; zbMATH DE number 1556157 (Why is no real title available?)
| 2000-01-01 | Paper |
Bayesian estimation for spherically symmetric distributions
Journal of Multivariate Analysis | 1999-12-20 | Paper |
On the construction of Bayes minimax estimators
The Annals of Statistics | 1999-11-09 | Paper |
Accurate Bootstrap Confidence Limits for the Cumulative Hazard and Survivor Functions Under Random Censoring
| 1999-06-10 | Paper |
Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-03-15 | Paper |
Density Estimation with Bivariate Censored Data
| 1998-02-25 | Paper |
Assessing Evidence in Multiple Hypotheses
| 1997-11-18 | Paper |
Sur les estimateurs de Bayes minimax: une méthode constructive
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1997-08-03 | Paper |
Quantile Comparison Functions in Two-Sample Problems, With Application to Comparisons of Diagnostic Markers
| 1997-06-12 | Paper |
Practical Small-Sample Asymptotics for Regression Problems
| 1997-04-27 | Paper |
Nonparametric estimators of the bivariate survival function under simplified censoring conditions
Biometrika | 1997-01-01 | Paper |
Accurate Confidence Limits for Quantiles under Random Censoring
Biometrics | 1997-01-01 | Paper |
Loss estimation for spherically symmetric distributions
Journal of Multivariate Analysis | 1996-11-12 | Paper |
Estimation of a loss function for spherically symmetric distributions in the general linear model
The Annals of Statistics | 1996-01-18 | Paper |
Bootstrapping a Bayes estimator of a survival function with censored data
Annals of the Institute of Statistical Mathematics | 1995-06-26 | Paper |
Nonparametric kernel estimation in counting processes with explanatory variables
Biometrika | 1995-02-22 | Paper |
scientific article; zbMATH DE number 709491 (Why is no real title available?)
| 1995-02-06 | Paper |
Inference for Shift Functions in the Two-Sample Problem With Right-Censored Data: With Applications
| 1995-01-19 | Paper |
scientific article; zbMATH DE number 472932 (Why is no real title available?)
| 1994-03-07 | Paper |
scientific article; zbMATH DE number 218926 (Why is no real title available?)
| 1993-06-29 | Paper |
On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes
Calcutta Statistical Association Bulletin | 1993-04-01 | Paper |
scientific article; zbMATH DE number 148769 (Why is no real title available?)
| 1993-04-01 | Paper |
Estimation of accuracy in testing
The Annals of Statistics | 1992-09-27 | Paper |
scientific article; zbMATH DE number 63500 (Why is no real title available?)
| 1992-09-27 | Paper |
The weak approximation of the empirical characteristic function process when parameters are estimated
Stochastic Processes and their Applications | 1992-06-28 | Paper |
Tests of fit using spacings statistics with estimated parameters
Statistics & Probability Letters | 1992-06-28 | Paper |
On the power-divergence statistic in sparse multinomial models requiring parameter estimation
Statistics & Probability Letters | 1992-06-28 | Paper |
scientific article; zbMATH DE number 4192860 (Why is no real title available?)
| 1991-01-01 | Paper |
A class of tests for testing an increasing failure-rate-average distribution with randomly right-censored data
IEEE Transactions on Reliability | 1991-01-01 | Paper |
Goodness-of-fit tests for system components with random redundancy levels
Opsearch | 1990-01-01 | Paper |
Dirichlet integrals and moments of gamma distribution order statistics
Statistics & Probability Letters | 1990-01-01 | Paper |
A note on generalized Wald's method
Metrika | 1990-01-01 | Paper |
The Relative Efficiency of Goodness-of-Fit Statistics in the Simple and Composite Hypothesis-Testing Problem
| 1990-01-01 | Paper |
Quantile estimation based on nomination sampling
IEEE Transactions on Reliability | 1989-01-01 | Paper |
A test of goodness-of -fit based on extreme multinomial cell frequencies
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Bayesian quantile plots and statistical inference for nonlinear models in the two sample case with incomplete data
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Basu's Lemma and Goodness-of-Fit Tests
Communications in Statistics. Simulation and Computation | 1989-01-01 | Paper |
A test of goodness-of-fit based on extreme spacings with some efficiency comparisons
Metrika | 1988-01-01 | Paper |
