The following pages link to Tie-Feng Ma (Q962337):
Displaying 46 items.
- (Q287608) (redirect page) (← links)
- Sensitivity analysis in linear models (Q287610) (← links)
- Estimation of order-restricted means of two normal populations under the LINEX loss function (Q361879) (← links)
- Generalized confidence intervals for the process capability indices in general random effect model with balanced data (Q451490) (← links)
- Simultaneous optimal estimation in linear mixed models (Q453722) (← links)
- Shrinkage estimation for the mean of the inverse Gaussian population (Q464392) (← links)
- Improved ANOVAE of the covariance matrix in general linear mixed models (Q545463) (← links)
- A new estimator of covariance matrix (Q645623) (← links)
- (Q744791) (redirect page) (← links)
- Pitman closeness of the class of isotonic estimators for ordered scale parameters of two gamma distributions (Q744792) (← links)
- Estimation of means of multivariate normal populations with order restriction (Q847415) (← links)
- Inferences on the common mean of several inverse Gaussian populations (Q962338) (← links)
- Efficient improved estimation of the parameters in two seemingly unrelated regression models (Q974519) (← links)
- Estimation of the parameters in a two linear regression equations system with identical parameter vectors (Q1017803) (← links)
- Markov-switching linked autoregressive model for non-continuous wind direction data (Q1618103) (← links)
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates (Q1995860) (← links)
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions (Q2013638) (← links)
- Portfolio selection: shrinking the time-varying inverse conditional covariance matrix (Q2029222) (← links)
- New efficient spline estimation for varying-coefficient models with two-step knot number selection (Q2044766) (← links)
- Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
- Bivariate Conway-Maxwell Poisson distributions with given marginals and correlation (Q2223152) (← links)
- Spatial system estimators for panel models: a sensitivity and simulation study (Q2229856) (← links)
- Finite-sample properties of the Graybill-Deal estimator (Q2276200) (← links)
- A shape-based cutting and clustering algorithm for multiple change-point detection (Q2293636) (← links)
- On circular correlation for data on the torus (Q2338222) (← links)
- Influence diagnostics in possibly asymmetric circular-linear multivariate regression models (Q2412798) (← links)
- (Q3052549) (← links)
- (Q3071210) (← links)
- (Q3404820) (← links)
- (Q3404868) (← links)
- (Q3500587) (← links)
- (Q3513208) (← links)
- (Q3573791) (← links)
- (Q3641488) (← links)
- A model-free variable selection method for reducing the number of redundant variables (Q4559351) (← links)
- (Q4926239) (← links)
- (Q5062836) (← links)
- B-spline estimation for partially linear varying coefficient composite quantile regression models (Q5077901) (← links)
- (Q5100684) (← links)
- Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” (Q5194982) (← links)
- (Q5209155) (← links)
- Inferences on the reliability in balanced and unbalanced one-way random models (Q5219969) (← links)
- On the approximation of Euclidean SL via geometric method (Q6052633) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Distributed penalized modal regression for massive data (Q6076832) (← links)
- Robust and efficient subsampling algorithms for massive data logistic regression (Q6579821) (← links)
