Pages that link to "Item:Q5671469"

The following pages link to Linear Statistical Inference and its Applications (Q5671469):

Displaying 50 items.

• Correlation and variable importance in random forests (Q58729) (← links)
• Generalized poisson regression model (Q81688) (← links)
• Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
• An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
• Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
• A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
• Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach (Q151457) (← links)
• Pooled association tests for rare genetic variants: a review and some new results (Q257701) (← links)
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
• Parsimonious classification via generalized linear mixed models (Q263228) (← links)
• A folded Laplace distribution (Q268368) (← links)
• Weighted \(M\)-estimators for multivariate clustered data (Q273770) (← links)
• On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model (Q273789) (← links)
• Global and local distance-based generalized linear models (Q285850) (← links)
• A general sequential fixed-accuracy confidence interval estimation methodology for a positive parameter: illustrations using health and safety data (Q287525) (← links)
• Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
• Using species proportions to quantify turnover in biodiversity (Q321437) (← links)
• Strong consistency of Lasso estimators (Q354203) (← links)
• Poisson loglinear modeling with linear constraints on the expected cell frequencies (Q356493) (← links)
• Small area estimation by splitting the sampling weights (Q358880) (← links)
• Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
• Positive definite maximum likelihood covariance estimators (Q375043) (← links)
• Let us do the twist again (Q379946) (← links)
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution (Q389255) (← links)
• A family of tests for exponentiality against IFR alternatives (Q389268) (← links)
• Generalized multivariate Birnbaum-Saunders distributions and related inferential issues (Q391538) (← links)
• The distance correlation \(t\)-test of independence in high dimension (Q391599) (← links)
• Information on parameters of interest decreases under transformations (Q391795) (← links)
• Model assisted Cox regression (Q391940) (← links)
• A variable selection criterion for linear discriminant rule and its optimality in high dimensional and large sample data (Q391949) (← links)
• Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss-Markoff model under a balanced loss function (Q392044) (← links)
• On generalized multinomial models and joint percentile estimation (Q393556) (← links)
• Common variance fractional factorial designs and their optimality to identify a class of models (Q394790) (← links)
• Semiparametric inference with a functional-form empirical likelihood (Q397202) (← links)
• On the link between volatility and growth (Q415579) (← links)
• A modified two-factor multivariate analysis of variance: asymptotics and small sample approxi\-mations (Q421396) (← links)
• Minimax prediction in the linear model with a relative squared error (Q434388) (← links)
• Improving the estimators of the parameters of a probit regression model: a ridge regression approach (Q434542) (← links)
• A general class of zero-or-one inflated beta regression models (Q434931) (← links)
• \(R\)-estimates vs. GMM: a theoretical case study of validity and efficiency (Q449734) (← links)
• A projector oriented approach to the best linear unbiased estimator (Q451313) (← links)
• On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models (Q451341) (← links)
• Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies (Q451445) (← links)
• Simultaneous confidence intervals on partial means of classes in the two-stage stratified sampling (Q451447) (← links)
• Schwarz information criterion based tests for a change-point in regression models (Q451464) (← links)
• A new bounded log-linear regression model (Q457059) (← links)
• Two-sample location-scale estimation from semiparametric random censorship models (Q458627) (← links)
• Using the theory of added-variable plot for linear mixed models to decompose genetic effects in family data (Q461687) (← links)
• The spectral decomposition and inverse of multinomial and negative multinomial covariances (Q462132) (← links)
• Statistical inference of minimum rank factor analysis (Q463079) (← links)