The following pages link to Guo Hua Zou (Q477901):
Displaying 50 items.
- (Q210245) (redirect page) (← links)
- Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
- Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
- Frequentist model averaging estimation: a review (Q473054) (← links)
- BLUP estimation of linear mixed-effects models with measurement errors and its applications to the estimation of small areas (Q477902) (← links)
- Least squares model averaging by Mallows criterion (Q530944) (← links)
- Two noniterative algorithms for computing posteriors (Q626222) (← links)
- On the sensitivity of pre-test estimators to covariance misspecification (Q710783) (← links)
- Adaptive LASSO for varying-coefficient partially linear measurement error models (Q715584) (← links)
- Post-\(J\) test inference in non-nested linear regression models (Q889811) (← links)
- Confidence intervals for a common mean with missing data with applications in an AIDS study (Q961147) (← links)
- Unbiased invariant least squares estimation in a generalized growth curve model (Q987115) (← links)
- Estimation of regression coefficients of interest when other regression coefficients are of no interest: the case of non-normal errors (Q997251) (← links)
- Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model (Q1006682) (← links)
- Improved AIC selection strategy for survival analysis (Q1023584) (← links)
- On the sensitivity of the one-sided \(t\) test to covariance misspecification (Q1026344) (← links)
- Robustness of Stein-type estimators under a non-scalar error covariance structure (Q1036802) (← links)
- Admissibility of the usual estimators under error-in-variables superpopulation model (Q1359805) (← links)
- Admissible estimation for finite population under the Linex loss function (Q1362185) (← links)
- Admissible estimation of linear functions of characteristic values of a finite population (Q1367219) (← links)
- On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. (Q1417791) (← links)
- Simultaneous estimation of several stratum means under error-in-variables superpopulation models (Q1585896) (← links)
- Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted (Q1590831) (← links)
- Admissible estimation for finite population when the parameter space is restricted (Q1601215) (← links)
- Sample rotation theory with missing data. (Q1609722) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Optimal critical values of pre-tests when estimating the regression error variance: Analytical findings under a general loss structure (Q1871564) (← links)
- Admissible and minimax estimation of the parameter \(n\) in the binomial distribution (Q1873085) (← links)
- The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
- Model averaging for varying-coefficient partially linear measurement error models (Q1950848) (← links)
- Imputation of mean of ratios for missing data and its application to PPSWR sampling (Q1958715) (← links)
- Model averaging prediction for time series models with a diverging number of parameters (Q2024480) (← links)
- Least squares model averaging based on generalized cross validation (Q2046232) (← links)
- Optimal model averaging for multivariate regression models (Q2078519) (← links)
- Frequentist model averaging under inequality constraints (Q2156811) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Frequentist model averaging for threshold models (Q2414942) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Adaptively combined forecasting for discrete response time series (Q2442579) (← links)
- Unbiased invariant minimum norm estimation in generalized growth curve model (Q2507740) (← links)
- Average estimation of semiparametric models for high-dimensional longitudinal data (Q2661849) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models (Q2791840) (← links)
- Penalized Weighted Least Squares to Small Area Estimation (Q2821476) (← links)
- Variable Selection and Model Averaging for Longitudinal Data Incorporating GEE Approach (Q2960522) (← links)
- (Q3052239) (← links)
- Optimal Weight Choice for Frequentist Model Average Estimators (Q3111197) (← links)
- A note on conditional AIC for linear mixed-effects models (Q3181919) (← links)
- Optimal 2-stage design with given power in association studies (Q3304967) (← links)
- Reducing Simulation Input-Model Risk via Input Model Averaging (Q4995095) (← links)
