The following pages link to A. H. Welsh (Q252740):
Displaying 50 items.
- mplot (Q28247) (← links)
- (Q124068) (redirect page) (← links)
- On Model Selection Curves (Q124071) (← links)
- Model selection in linear mixed models (Q252741) (← links)
- Robust model-based sampling designs (Q746341) (← links)
- A note on scale estimates based on the empirical characteristic function and their application to test for normality (Q761736) (← links)
- Best attainable rates of convergence for estimates of parameters of regular variation (Q794093) (← links)
- Exactly what is being modelled by the systematic component in a heteroscedastic linear regression (Q806931) (← links)
- Asymptotic relations between L- and M-estimators in the linear model (Q808576) (← links)
- Fitting Kent models to compositional data with small concentration (Q892460) (← links)
- On M-processes and M-estimation (Q914301) (← links)
- Implementing empirical characteristic function procedures (Q1070706) (← links)
- Limit theorems for the median deviation (Q1074974) (← links)
- Bahadur representations for robust scale estimators based on regression residuals (Q1083144) (← links)
- Adaptive estimates of parameters of regular variation (Q1083792) (← links)
- Asymptotically efficient estimation of the sparsity function at a point (Q1098516) (← links)
- One-step L-estimators for the linear model (Q1109452) (← links)
- Asymptotic results for multiple imputation (Q1118276) (← links)
- Multivariate functional least squares (Q1118293) (← links)
- Normal approximation in regression (Q1182748) (← links)
- Approaches to robust estimation in the simplest variance components model (Q1361649) (← links)
- A journey in single steps: robust one-step \(M\)-estimation in linear regression (Q1600727) (← links)
- Bootstrapping for highly unbalanced clustered data (Q1621206) (← links)
- Bootstrapping longitudinal data with multiple levels of variation (Q1662863) (← links)
- A random-effects hurdle model for predicting bycatch of endangered marine species (Q1697389) (← links)
- Covariate screening in mixed linear models (Q1817495) (← links)
- The trimmed mean in the linear model (Q1822433) (← links)
- Testing for exponential and Marshall-Olkin distributions (Q1826244) (← links)
- Robust estimation of the generalized Pareto distribution (Q1848521) (← links)
- Robust fitting of the binomial model. (Q1848900) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Adaptive choice of trimming proportions (Q1895427) (← links)
- A note on the statistical properties of the secant algorithm for calculating rank estimators (Q1896130) (← links)
- Adapting for the missing link (Q1896234) (← links)
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions (Q2013638) (← links)
- Increasing cluster size asymptotics for nested error regression models (Q2059426) (← links)
- The LASSO on latent indices for regression modeling with ordinal categorical predictors (Q2189591) (← links)
- Finite sample properties of confidence intervals centered on a model averaged estimator (Q2301097) (← links)
- On the effect of ignoring correlation in the covariates when fitting linear mixed models (Q2317333) (← links)
- Local regression for vector responses (Q2498754) (← links)
- Estimating the retransformed mean in a heteroscedastic two-part model (Q2581651) (← links)
- Model-based inferences from adaptive cluster sampling (Q2634542) (← links)
- Robust Estimation for Finite Populations Based on a Working Model (Q2729110) (← links)
- Distance Sampling Methodology (Q2729272) (← links)
- (Q2767677) (← links)
- Model-Averaged Confidence Intervals (Q2791827) (← links)
- Colours and Cocktails: Compositional Data Analysis 2013 Lancaster Lecture (Q2802869) (← links)
- Model-based Prediction In Ecological Surveys Including Those with Incomplete Detection (Q2802876) (← links)
- The Stabilisation of Model Parameter Estimates from Repeated Surveys with Rare Observations (Q2803544) (← links)
- Maximum Likelihood Estimation for Sample Surveys (Q2883344) (← links)
