Pages that link to "Item:Q3577142"

The following pages link to Large Sample Techniques for Statistics (Q3577142):

Displaying 43 items.

• On small area estimation under a sub-area level model (Q109357) (← links)
• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
• Simple measures of uncertainty for model selection (Q127484) (← links)
• On testing sphericity and identity of a covariance matrix with large dimensions (Q324615) (← links)
• Estimation of mean squared error of model-based estimators of small area means under a nested error linear regression model (Q391586) (← links)
• Likelihood inference in small area estimation by combining time-series and cross-sectional data (Q444975) (← links)
• Small area estimation via unmatched sampling and linking models (Q1616702) (← links)
• Likelihood inference for small area estimation using data cloning (Q1663266) (← links)
• The subset argument and consistency of MLE in GLMM: answer to an open problem and beyond (Q1952447) (← links)
• Tests for proportionality of matrices with large dimension (Q2078525) (← links)
• Variance estimation and confidence intervals from genome-wide association studies through high-dimensional misspecified mixed model analysis (Q2123275) (← links)
• Goodness-of-fit test with a robustness feature (Q2125474) (← links)
• A unified approach to testing mean vectors with large dimensions (Q2176339) (← links)
• Model selection and model averaging for analysis of truncated and censored data with measurement error (Q2215950) (← links)
• Estimation of parameters in the fractional compound Poisson process (Q2300261) (← links)
• A new classified mixed model predictor (Q2301100) (← links)
• \(U\)-tests of general linear hypotheses for high-dimensional data under nonnormality and heteroscedasticity (Q2320970) (← links)
• Location-invariant tests of homogeneity of large-dimensional covariance matrices (Q2321809) (← links)
• A \(U\)-statistic approach for a high-dimensional two-sample mean testing problem under non-normality and Behrens-Fisher setting (Q2434134) (← links)
• Selection model for domains across time: application to labour force survey by economic activities (Q2666041) (← links)
• Small area estimation via heteroscedastic nested-error regression (Q2856559) (← links)
• That Prasad-Rao is Robust: Estimation of Mean Squared Prediction Error of Observed Best Predictor under Potential Model Misspecification (Q5041353) (← links)
• A family of flexible shrinkage estimators for the variances of high-dimensional gene expressions (Q5055168) (← links)
• Kernel density estimation for hierarchical data (Q5078455) (← links)
• A constrained marginal zero-inflated binomial regression model (Q5096015) (← links)
• Multiple comparisons of mean vectors with large dimension under general conditions (Q5107376) (← links)
• Hierarchical Bayes estimation in small area estimation using cross-sectional and time-series data (Q5219285) (← links)
• Tests for high-dimensional covariance matrices using the theory of<i>U</i>-statistics (Q5220895) (← links)
• Measure of location-based estimators in simple linear regression (Q5222438) (← links)
• Asymptotic Analysis of Mixed Effects Models: Theory, Applications, and Open Problems (Q5242486) (← links)
• Non‐parametric generalized linear mixed models in small area estimation (Q5247416) (← links)
• Estimation in zero-inflated binomial regression with missing covariates (Q5384671) (← links)
• Robust small area estimation under semi‐parametric mixed models (Q5413642) (← links)
• Power analysis, sample size calculation for testing the largest binomial probability (Q5880029) (← links)
• Zero-inflated generalized extreme value regression model for binary response data and application in health study (Q5887954) (← links)
• Classified generalized linear mixed model prediction incorporating pseudo‐prior information (Q6059462) (← links)
• Estimating heterogeneous causal effects in observational studies using small area predictors (Q6115534) (← links)
• Nonlinear regression models with single‐index heteroscedasticity (Q6187985) (← links)
• A note on mean testing for high dimensional multivariate data under non-normality (Q6552743) (← links)
• A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating (Q6620985) (← links)
• Assessing method agreement for paired repeated binary measurements administered by multiple raters (Q6627299) (← links)
• Inference about ratios of age-standardized rates with sampling errors in the population denominators for estimating both rates (Q6628344) (← links)
• Constrained Bayes in multiplicative area-level models under the precautionary loss function (Q6642534) (← links)