The following pages link to Donald L. McLeish (Q453008):
Displaying 28 items.
- Design and relative efficiency in two-phase studies (Q453009) (← links)
- (Q609068) (redirect page) (← links)
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- (Q797209) (redirect page) (← links)
- The expected ratio of the sum of squares to the square of the sum (Q797211) (← links)
- Sensitivity analysis and the ``what if'' problem in simulation analysis (Q1124234) (← links)
- Conditioning for variance reduction in estimating the sensitivity of simulations (Q1207843) (← links)
- The theory and applications of statistical inference functions (Q1210780) (← links)
- A maximal inequality and dependent strong laws (Q1236370) (← links)
- On the invariance principle for nonstationary mixingales (Q1242364) (← links)
- An extended martingale invariance principle (Q1247111) (← links)
- Designing the future: A simple algorithm for sequential design of a generalized linear model (Q1300931) (← links)
- (Q1734557) (redirect page) (← links)
- Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias (Q1734558) (← links)
- Generalizations of ancillarity, completeness and sufficiency in an inference function space (Q1825552) (← links)
- Dependent central limit theorems and invariance principles (Q1846300) (← links)
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Simulation of jump diffusions and the pricing of options (Q2518535) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study (Q3018670) (← links)
- Sequential Designs in Bioassay (Q3201432) (← links)
- (Q3426055) (← links)
- Projection as a method for increasing sensitivity and eliminating nuisance parameters (Q4730598) (← links)
- Common‐factor stochastic volatility modelling with observable proxy (Q5107619) (← links)
- Likelihood Methods for Regression Models with Expensive Variables Missing by Design (Q5123157) (← links)
- A general method for debiasing a Monte Carlo estimator (Q5388196) (← links)
- A calibration algorithm for simulation-based pricing models (Q5432708) (← links)
- Estimation of regression parameters in missing data problems (Q5443819) (← links)
