The following pages link to Daniel J. Nordman (Q244799):
Displaying 50 items.
- A discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'' by L. Pan and D. N. Politis (Q301352) (← links)
- (Q353994) (redirect page) (← links)
- Bias expansion of spatial statistics and approximation of differenced lattice point counts (Q353996) (← links)
- Properties of a block bootstrap under long-range dependence (Q354205) (← links)
- (Q450022) (redirect page) (← links)
- Goodness of fit tests for a class of Markov random field models (Q450023) (← links)
- An empirical likelihood method for spatial regression (Q451300) (← links)
- A review of empirical likelihood methods for time series (Q466523) (← links)
- (Q484695) (redirect page) (← links)
- Bayes inference for a tractable new class of non-symmetric distributions for 3-dimensional rotations (Q484696) (← links)
- (Q589439) (redirect page) (← links)
- Finite-sample investigation of likelihood and Bayes inference for the symmetric von Mises-Fisher distribution (Q962386) (← links)
- A note on the stationary bootstrap's variance (Q1002163) (← links)
- One-sample Bayes inference for symmetric distributions of 3-D rotations (Q1621329) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Blockwise empirical likelihood for spatial Markov model assessment (Q1708927) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- A local structure model for network analysis (Q1748650) (← links)
- Predictor augmentation in random forests (Q1748864) (← links)
- On optimal spatial subsample size for variance estimation (Q1766124) (← links)
- A frequency domain bootstrap for Whittle estimation under long-range dependence (Q1941455) (← links)
- Bivariate kernel deconvolution with panel data (Q2040666) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- On optimal block resampling for Gaussian-subordinated long-range dependent processes (Q2112834) (← links)
- Modeling transitivity in local structure graph models (Q2121715) (← links)
- A general frequency domain method for assessing spatial covariance structures (Q2203611) (← links)
- A frequency domain empirical likelihood method for irregularly spaced spatial data (Q2343954) (← links)
- An interactive graphical method for community detection in network data (Q2358932) (← links)
- A frequency domain empirical likelihood for short- and long-range dependence (Q2373588) (← links)
- On the non-standard distribution of empirical likelihood estimators with spatial data (Q2407071) (← links)
- A nonstandard empirical likelihood for time series (Q2443212) (← links)
- Convergence rates of empirical block length selectors for block bootstrap (Q2448717) (← links)
- Why do simple algorithms for triangle enumeration work in the real world? (Q2988883) (← links)
- Modeling and Inference for Measured Crystal Orientations and a Tractable Class of Symmetric Distributions for Rotations in Three Dimensions (Q3069874) (← links)
- VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES (Q3377444) (← links)
- Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler (Q3391426) (← links)
- Empirical likelyhood for irregularly located spatial data (Q3448716) (← links)
- (Q3534839) (← links)
- (Q3580857) (← links)
- Tapered empirical likelihood for time series data in time and frequency domains (Q3613157) (← links)
- Point and Interval Estimation of Variogram Models Using Spatial Empirical Likelihood (Q3632644) (← links)
- Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence (Q4640225) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- Properties and Bayesian fitting of restricted Boltzmann machines (Q4970227) (← links)
- Why Do Simple Algorithms for Triangle Enumeration Work in the Real World? (Q4985805) (← links)
- On the S-instability and degeneracy of discrete deep learning models (Q5006533) (← links)
- Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process (Q5226142) (← links)
- A Smooth Block Bootstrap for Statistical Functionals and Time Series (Q5251508) (← links)
- (Q5252165) (← links)
- A Progressive Block Empirical Likelihood Method for Time Series (Q5406376) (← links)
