The following pages link to Howard D. Bondell (Q830103):
Displaying 38 items.
- Deep distribution regression (Q830104) (← links)
- Bayesian variable selection using an adaptive powered correlation prior (Q1022001) (← links)
- Interquantile shrinkage and variable selection in quantile regression (Q1615197) (← links)
- Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- (Q2008111) (redirect page) (← links)
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
- Best linear estimation via minimization of relative mean squared error (Q2329747) (← links)
- A characteristic function approach to the biased sampling model, with application to robust logistic regression (Q2475754) (← links)
- Comparing the dynamics of COVID-19 infection and mortality in the United States, India, and Brazil (Q2670235) (← links)
- Spatial regression with covariate measurement error: A semiparametric approach (Q2827174) (← links)
- A Nonparametric Spatial Model for Periodontal Data With Nonrandom Missingness (Q2861795) (← links)
- Surface estimation, variable selection, and the nonparametric oracle property (Q2999745) (← links)
- A Spatial Dirichlet Process Mixture Model for Clustering Population Genetics Data (Q3013968) (← links)
- Noncrossing quantile regression curve estimation (Q3067010) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
- Sufficient Dimension Reduction via Bayesian Mixture Modeling (Q3100789) (← links)
- Flexible Bayesian quantile regression for independent and clustered data (Q3305025) (← links)
- A penalized likelihood approach for investigating gene–drug interactions in pharmacogenetic studies (Q3459956) (← links)
- Shrinkage Inverse Regression Estimation for Model-Free Variable Selection (Q3551042) (← links)
- Statistical Inference Based on Pooled Data: A Moment-Based Estimating Equation Approach (Q3592664) (← links)
- Minimum distance estimation for the logistic regression model (Q3597972) (← links)
- Simultaneous Factor Selection and Collapsing Levels in ANOVA (Q3623754) (← links)
- Fully efficient robust estimation, outlier detection, and variable selection via penalized regression (Q4639591) (← links)
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737) (← links)
- Factor Selection and Structural Identification in the Interaction ANOVA Model (Q4919562) (← links)
- Bayesian variable selection for logistic regression (Q4970277) (← links)
- A Bayesian mixture model for clustering and selection of feature occurrence rates under mean constraints (Q4970402) (← links)
- Spatial Confounding in Generalized Estimating Equations (Q5050832) (← links)
- Variable Selection with Shrinkage Priors via Sparse Posterior Summaries (Q5079604) (← links)
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood (Q5327293) (← links)
- Testing goodness-of-fit in logistic case-control studies (Q5449368) (← links)
- Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR (Q5450461) (← links)
- On Robust and Efficient Estimation of the Center of Symmetry (Q5457963) (← links)
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior (Q5885111) (← links)
- A shared parameter mixture model for longitudinal income data with missing responses and zero rounding (Q6051625) (← links)
- Bayesian analysis of longitudinal data via empirical likelihood (Q6096645) (← links)
- On the impact of covariate measurement error on spatial regression modelling (Q6139097) (← links)
