The following pages link to Thomas S. Shively (Q530592):
Displaying 12 items.
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
- Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression (Q3484230) (← links)
- A Bayesian Approach to Non-Parametric Monotone Function Estimation (Q3551036) (← links)
- Sampling Some Truncated Distributions Via Rejection Algorithms (Q3589992) (← links)
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447) (← links)
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior (Q4541241) (← links)
- On Bayes factors for the linear model (Q4561025) (← links)
- mBART: multidimensional monotone BART (Q6202919) (← links)
