The following pages link to F. Jay Breidt (Q715778):
Displayed 46 items.
- Estimating the mean of high valued observations in high dimensions (Q715780) (← links)
- Estimating distribution functions from survey data using nonparametric regression (Q715781) (← links)
- Maximum likelihood estimation for noncausal autoregressive processes (Q923568) (← links)
- Rank-based estimation for all-pass time series models (Q995429) (← links)
- Extremes of stochastic volatility models (Q1296598) (← links)
- The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
- Kernel estimation for a superpopulation probability density function under informative selection (Q1689529) (← links)
- The general projected normal distribution of arbitrary dimension: modeling and Bayesian inference (Q1699643) (← links)
- Model-assisted survey estimation with modern prediction techniques (Q1702503) (← links)
- Local polynomial regresssion estimators in survey sampling. (Q1848812) (← links)
- Least absolute deviation estimation for all-pass time series models (Q1848890) (← links)
- Uniform convergence of the empirical cumulative distribution function under informative selection from a finite population (Q1932234) (← links)
- A bridging model to reconcile statistics based on data from multiple surveys (Q2245184) (← links)
- Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population (Q2405207) (← links)
- Endogenous post-stratification in surveys: classifying with a sample-fitted model (Q2477066) (← links)
- Maximum likelihood estimation for all-pass time series models (Q2499083) (← links)
- (Q2769681) (← links)
- Survey design asymptotics for the model-assisted penalised spline regression estimator (Q2863048) (← links)
- (Q2906626) (← links)
- Model-assisted estimation for complex surveys using penalised splines (Q3545406) (← links)
- Non-Parametric Small Area Estimation Using Penalized Spline Regression (Q3631455) (← links)
- Semiparametric Mixed Models for Increment-Averaged Data With Application to Carbon Sequestration in Agricultural Soils (Q3632549) (← links)
- TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES (Q4021564) (← links)
- Nonminimum phase non-Gaussian autoregressive processes. (Q4204972) (← links)
- (Q4217823) (← links)
- (Q4317910) (← links)
- IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS (Q4328379) (← links)
- (Q4368993) (← links)
- (Q4428803) (← links)
- LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642) (← links)
- A semiparametric estimator of the distribution function of a variable measured with error (Q4550625) (← links)
- (Q4694316) (← links)
- Spline Estimators of the Density Function of a Variable Measured with Error (Q4803400) (← links)
- (Q4908788) (← links)
- (Q5101805) (← links)
- Large scale maximum average power multiple inference on time‐course count data with application to RNA‐seq analysis (Q5128768) (← links)
- Minimum Mean Squared Error Estimation of the Radius of Gyration in Small-Angle X-Ray Scattering Experiments (Q5229890) (← links)
- Model-Assisted Estimation of Forest Resources With Generalized Additive Models (Q5307642) (← links)
- (Q5312867) (← links)
- (Q5323626) (← links)
- (Q5326956) (← links)
- Autocovariance structures for radial averages in small‐angle X‐ray scattering experiments (Q5397945) (← links)
- A class of stochastic volatility models for environmental applications (Q5495683) (← links)
- Hierarchical Bayesian small area estimation for circular data (Q5507366) (← links)
- Comment: Struggles with survey weighting and regression modeling (Q5965661) (← links)
- A dual-frame approach for estimation with respondent-driven samples (Q6175321) (← links)