The following pages link to Rudolf Beran (Q251589):
Displaying 50 items.
- Nonparametric estimation of trend in directional data (Q335653) (← links)
- Discussion of ``Statistics on manifolds \dots'' by R. Bhattacharya and V. Patrangenaru (Q393529) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- (Q799048) (redirect page) (← links)
- Bootstrap methods in statistics (Q799049) (← links)
- Jackknife approximations to bootstrap estimates (Q799322) (← links)
- ASP fits to multi-way layouts (Q816369) (← links)
- Adaptation over parametric families of symmetric linear estimators (Q866612) (← links)
- An evening spent with Bill van Zwet (Q900477) (← links)
- Multiple penalty regression: fitting and extrapolating a discrete incomplete multi-way layout (Q995797) (← links)
- Robust estimation in models for independent non-identically distributed data (Q1050723) (← links)
- Confidence sets for a multivariate distribution (Q1080588) (← links)
- Bootstrap tests and confidence regions for functions of a covariance matrix (Q1085545) (← links)
- Simulated power functions (Q1091062) (← links)
- Convergence of stochastic empirical measures (Q1102049) (← links)
- Stochastic estimation and testing (Q1102653) (← links)
- Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix (Q1109454) (← links)
- Exponential models for directional data (Q1136178) (← links)
- Asymptotic lower bounds for risk in robust estimation (Q1149208) (← links)
- Estimated sampling distributions: The bootstrap and competitors (Q1164338) (← links)
- Controlling conditional coverage probability in prediction (Q1193369) (← links)
- Simultaneous prediction regions (Q1203348) (← links)
- Estimating coefficient distributions in random coefficient regressions (Q1208655) (← links)
- Local asymptotic power of quadratic rank tests for trend (Q1228151) (← links)
- Tail probabilities of noncentral quadratic forms (Q1233677) (← links)
- Adaptive estimates for autoregressive processes (Q1240007) (← links)
- An efficient and robust adaptive estimator of location (Q1246977) (← links)
- Estimating a distribution function (Q1247134) (← links)
- Minimum Hellinger distance estimates for parametric models (Q1248296) (← links)
- Robust location estimates (Q1248298) (← links)
- Testing for ellipsoidal symmetry of a multivariate density (Q1257749) (← links)
- Probability-centered prediction regions (Q1317259) (← links)
- Semiparametric random coefficient regression models (Q1335367) (← links)
- Prediction in random coefficient regression (Q1345564) (← links)
- On nonparametric estimation of intercept and slope distributions in random coefficient regression (Q1354468) (← links)
- Diagnosing bootstrap success (Q1370526) (← links)
- Hypercube estimators: penalized least squares, submodel selection, and numerical stability (Q1621345) (← links)
- Nonparametric comparison of mean directions or mean axes (Q1807082) (← links)
- Modulation of estimators and confidence sets. (Q1807150) (← links)
- Confidence sets centered at \(C_ p\)-estimators (Q1817404) (← links)
- A stochastic minimum distance test for multivariate parametric models (Q1825567) (← links)
- Asymptotically efficient adaptive rank estimates in location models (Q1845274) (← links)
- Superefficient estimation of multivariate trend. (Q1856521) (← links)
- Improving penalized least squares through adaptive selection of penalty and shrinkage (Q1870362) (← links)
- Minimum distance estimation in random coefficient regression models (Q1896247) (← links)
- Hybid shrinkage estimators using penalty bases for the ordinal one-way layout (Q2388335) (← links)
- (Q3139513) (← links)
- (Q3349826) (← links)
- (Q3359591) (← links)
- Calibrating Prediction Regions (Q3486701) (← links)
