The following pages link to Ursula U. Müller (Q226029):
Displaying 47 items.
- Estimating the density of a possibly missing response variable in nonlinear regression (Q413378) (← links)
- Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
- The transfer principle: a tool for complete case analysis (Q741815) (← links)
- Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
- Estimating linear functionals in nonlinear regression with responses missing at random (Q834338) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates (Q1012228) (← links)
- Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
- Inference about the slope in linear regression: an empirical likelihood approach (Q1733121) (← links)
- (Q1856473) (redirect page) (← links)
- Estimators for models with constraints involving unknown parameters (Q1856474) (← links)
- Efficient parameter estimation in regression with missing responses (Q1950854) (← links)
- Estimating a density under pointwise constraints on the derivatives (Q2261923) (← links)
- Efficient estimators for expectations in nonlinear parametric regression models with responses missing at random (Q2326989) (← links)
- Estimators in step regression models (Q2348326) (← links)
- Efficiency transfer for regression models with responses missing at random (Q2405120) (← links)
- Testing for additivity in partially linear regression with possibly missing responses (Q2451618) (← links)
- Estimators for alternating nonlinear autoregression (Q2519039) (← links)
- Non Standard Behavior of Density Estimators for Functions of Independent Observations (Q2862302) (← links)
- Efficiently estimating the error distribution in nonparametric regression with responses missing at random (Q2863042) (← links)
- Optimal plug-in estimators for multivariate distributions with conditionally independent components (Q3106440) (← links)
- Efficient Estimation for Semiparametric Semi-Markov Processes (Q3155269) (← links)
- Optimality of estimators for misspecified semi-Markov models (Q3498582) (← links)
- Estimation in Nonparametric Regression with Non-Regular Errors (Q3585264) (← links)
- (Q4397700) (← links)
- Estimating the error variance in nonparametric regression by a covariate-matched u-statistic (Q4454268) (← links)
- ASYMPTOTIC NORMALITY OF GOODNESS-OF-FIT STATISTICS FOR SPARSE POISSON DATA (Q4454315) (← links)
- Nonparametric regression for threshold data (Q4521139) (← links)
- Estimating the Error Distribution in a Single-Index Model (Q4609019) (← links)
- Detecting Heteroscedasticity in Non-Parametric Regression Using Weighted Empirical Processes (Q4628021) (← links)
- (Q4660422) (← links)
- Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
- (Q4991214) (← links)
- Robust Estimation for Homoscedastic Regression in the Secondary Analysis of Case–Control Data (Q5088214) (← links)
- Efficient Quantile Regression with Auxiliary Information (Q5167899) (← links)
- Corrigendum: Detecting Heteroscedasticity in Non-Parametric Regression Using Weighted Empirical Processes (Q5204365) (← links)
- Variance bounds for estimators in autoregressive models with constraints (Q5299492) (← links)
- Estimating the error distribution function in semiparametric regression (Q5443770) (← links)
- Einer Engelbedingung genügende Ringe. (Q5651344) (← links)
- (Q5652816) (← links)
- (Q5652817) (← links)
- Goodness-of-fit tests for the cure rate in a mixture cure model (Q5742761) (← links)
- Improved estimators for constrained Markov chain models (Q5953886) (← links)
- Data Integration in High Dimension With Multiple Quantiles (Q6039864) (← links)
- Estimation for Markov chains with periodically missing observations (Q6636852) (← links)
