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Martin T. Wells - MaRDI portal

Martin T. Wells

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Person:217218

Available identifiers

zbMath Open wells.martin-tMaRDI QIDQ217218

List of research outcomes





PublicationDate of PublicationType
Mixed effect modelling and variable selection for quantile regression2025-01-22Paper
Shayle Robert Searle (1928--2013)2024-12-06Paper
On priors which give Bayes minimax estimators of Baranchik's form2024-07-25Paper
THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL2024-01-23Paper
On graphical models and convex geometry2023-09-15Paper
A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models2022-03-28Paper
The middle-scale asymptotics of Wishart matrices2019-10-09Paper
Akaike's Information Criterion, Cp and Estimators of Loss for Elliptically Symmetric Distributions2019-07-16Paper
On completeness of the general linear model with spherically symmetric errors2019-03-13Paper
Facilitating high‐dimensional transparent classification via empirical Bayes variable selection2019-03-07Paper
Shrinkage estimation2018-10-29Paper
On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots2018-04-12Paper
Confidence intervals for the means of the selected populations2018-01-12Paper
A regularized profile likelihood approach to covariance matrix estimation2016-11-01Paper
Improved second order estimation in the singular multivariate normal model2016-04-20Paper
On improved loss estimation for shrinkage estimators2016-02-18Paper
Laplace approximated EM microarray analysis: an empirical Bayes approach for comparative microarray experiments2016-01-22Paper
A multivariate variance components model for analysis of covariance in designed experiments2016-01-05Paper
A conversation with Shayle R. Searle2016-01-05Paper
Estimation of the inverse scatter matrix of an elliptically symmetric distribution2015-12-23Paper
On hierarchical prior specifications and penalized likelihood2015-07-30Paper
Improved loss estimation for the lasso: a variable selection tool2015-05-28Paper
A mixture-model approach for parallel testing for unequal variances2014-10-08Paper
Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)2014-09-15Paper
On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles2014-02-19Paper
https://portal.mardi4nfdi.de/entity/Q53269502013-08-01Paper
Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation2013-05-29Paper
Majorization-minimization algorithms for nonsmoothly penalized objective functions2013-05-27Paper
Reference priors for linear models with general covariance structures2012-07-06Paper
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES2011-06-16Paper
https://portal.mardi4nfdi.de/entity/Q35611502010-05-25Paper
Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix2009-05-12Paper
Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance2008-11-27Paper
Optimal bandwidth selection for multivariate kernel deconvolution density estimation2008-09-22Paper
Nonparametric estimation of the dependence function for a multivariate extreme value distribution2008-04-23Paper
Hierarchical Graphical Models2007-08-20Paper
Bayesian Inference for a Two-Part Hierarchical Model2007-08-20Paper
Some heuristics of kernel based estimators of ratio functions2007-04-16Paper
Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions2006-09-12Paper
https://portal.mardi4nfdi.de/entity/Q57010642005-11-02Paper
Mixture models, latent variables and partitioned importance sampling2005-08-05Paper
An Extension of the Metropolis Algorithm2005-05-23Paper
Nonparametric estimation of hazard functions by wavelet methods2004-06-22Paper
A martingale approach to the copula-graphic estimator for the survival function under dependent censoring2004-01-14Paper
Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix2003-06-09Paper
Power analysis for linear models with spherical errors2003-04-03Paper
Least squares cross-validation for the kernel deconvolution density estimator2002-11-28Paper
Approximately Exact Inference for the Common Odds Ration in Several 2 × 2 Tables2002-07-30Paper
Model Selection and Semiparametric Inference for Bivariate Failure-Time Data2002-07-30Paper
Semiparametric inference for a quantile comparison function with applications to receiver operating characteristic curves2001-01-11Paper
Nonparametric estimation of successive duration times under dependent censoring2000-10-31Paper
https://portal.mardi4nfdi.de/entity/Q45258122000-01-01Paper
Bayesian estimation for spherically symmetric distributions1999-12-20Paper
On the construction of Bayes minimax estimators1999-11-09Paper
Accurate Bootstrap Confidence Limits for the Cumulative Hazard and Survivor Functions Under Random Censoring1999-06-10Paper
Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue1999-03-15Paper
Density Estimation with Bivariate Censored Data1998-02-25Paper
Assessing Evidence in Multiple Hypotheses1997-11-18Paper
Sur les estimateurs de Bayes minimax: une méthode constructive1997-08-03Paper
Quantile Comparison Functions in Two-Sample Problems, With Application to Comparisons of Diagnostic Markers1997-06-12Paper
Practical Small-Sample Asymptotics for Regression Problems1997-04-27Paper
Nonparametric estimators of the bivariate survival function under simplified censoring conditions1997-01-01Paper
Accurate Confidence Limits for Quantiles under Random Censoring1997-01-01Paper
Loss estimation for spherically symmetric distributions1996-11-12Paper
Estimation of a loss function for spherically symmetric distributions in the general linear model1996-01-18Paper
Bootstrapping a Bayes estimator of a survival function with censored data1995-06-26Paper
Nonparametric kernel estimation in counting processes with explanatory variables1995-02-22Paper
https://portal.mardi4nfdi.de/entity/Q43189371995-02-06Paper
Inference for Shift Functions in the Two-Sample Problem With Right-Censored Data: With Applications1995-01-19Paper
https://portal.mardi4nfdi.de/entity/Q42727941994-03-07Paper
https://portal.mardi4nfdi.de/entity/Q46945091993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40312451993-04-01Paper
On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes1993-04-01Paper
Estimation of accuracy in testing1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40129441992-09-27Paper
Tests of fit using spacings statistics with estimated parameters1992-06-28Paper
The weak approximation of the empirical characteristic function process when parameters are estimated1992-06-28Paper
On the power-divergence statistic in sparse multinomial models requiring parameter estimation1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q32106971991-01-01Paper
A class of tests for testing an increasing failure-rate-average distribution with randomly right-censored data1991-01-01Paper
Dirichlet integrals and moments of gamma distribution order statistics1990-01-01Paper
Goodness-of-fit tests for system components with random redundancy levels1990-01-01Paper
A note on generalized Wald's method1990-01-01Paper
The Relative Efficiency of Goodness-of-Fit Statistics in the Simple and Composite Hypothesis-Testing Problem1990-01-01Paper
Basu's Lemma and Goodness-of-Fit Tests1989-01-01Paper
Bayesian quantile plots and statistical inference for nonlinear models in the two sample case with incomplete data1989-01-01Paper
A test of goodness-of -fit based on extreme multinomial cell frequencies1989-01-01Paper
Quantile estimation based on nomination sampling1989-01-01Paper
A test of goodness-of-fit based on extreme spacings with some efficiency comparisons1988-01-01Paper

Research outcomes over time

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