The following pages link to The Annals of Statistics (Q60819):
Displaying 50 items.
- E-values: Calibration, combination and applications (Q60822) (← links)
- Quantile calculus and censored regression (Q61126) (← links)
- A general trimming approach to robust cluster Analysis (Q62161) (← links)
- Least angle regression (Q63086) (← links)
- Linear biomarker combination for constrained classification (Q66424) (← links)
- Estimation in exponential families on permutations (Q70429) (← links)
- Structural similarity and difference testing on multiple sparse Gaussian graphical models (Q72441) (← links)
- Slice sampling (Q74578) (← links)
- Ball Divergence: Nonparametric two sample test (Q76128) (← links)
- Confidence sets for persistence diagrams (Q77813) (← links)
- Multivariate Adaptive Regression Splines (Q79332) (← links)
- Parameter priors for directed acyclic graphical models and the characterization of several probability distributions (Q79791) (← links)
- Strong Consistency of a Nonparametric Estimator of the Survival Function with Doubly Censored Data (Q81482) (← links)
- Factor modeling for high-dimensional time series: Inference for the number of factors (Q82522) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- The fused Kolmogorov filter: A nonparametric model-free screening method (Q84687) (← links)
- Measuring and testing dependence by correlation of distances (Q85647) (← links)
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652) (← links)
- The distance standard deviation (Q85655) (← links)
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Polynomial splines and their tensor products in extended linear modeling: 1994 Wald memorial lecture (Q88118) (← links)
- Pseudo-likelihood methods for community detection in large sparse networks (Q90059) (← links)
- Likelihood-based model selection for stochastic block models (Q90065) (← links)
- Adjusted chi-square test for degree-corrected block models (Q90068) (← links)
- Innovated higher criticism for detecting sparse signals in correlated noise (Q90256) (← links)
- Using Residuals Robustly I: Tests for Heteroscedasticity, Nonlinearity (Q90682) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis (Q91793) (← links)
- Model selection in the space of Gaussian models invariant by symmetry (Q93776) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Functional linear regression analysis for longitudinal data (Q96109) (← links)
- Optimal change point detection and localization in sparse dynamic networks (Q97726) (← links)
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- Predictive inference with the jackknife+ (Q100525) (← links)
- Empirical likelihood methods with weakly dependent processes (Q100555) (← links)
- Hadamard Matrices and Their Applications (Q101461) (← links)
- Efficient estimation in sufficient dimension reduction (Q101639) (← links)
- Generalized fiducial inference for normal linear mixed models (Q102130) (← links)
- High-dimensional $A$-learning for optimal dynamic treatment regimes (Q103628) (← links)
- Wasserstein $F$-tests and confidence bands for the Fréchet regression of density response curves (Q103636) (← links)
- Ignorability and Coarse Data (Q103693) (← links)
- Empirical best prediction under a nested error model with log transformation (Q104740) (← links)
- Bootstrap Methods: Another Look at the Jackknife (Q107062) (← links)
- Optimum Kernel Estimators of the Mode (Q108215) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Nearest Neighbor Estimation of a Bivariate Distribution Under Random Censoring (Q112478) (← links)
- Global identifiability of linear structural equation models (Q116503) (← links)
