Pages that link to "Item:Q60530"

The following pages link to Journal of the Royal Statistical Society Series B: Statistical Methodology (Q60530):

Displaying 50 items.

• An M-Estimator of Spatial Tail Dependence (Q125411) (← links)
• A Conditional Approach for Multivariate Extreme Values (with Discussion) (Q127427) (← links)
• Graphical Gaussian Models With Edge and Vertex Symmetries (Q128256) (← links)
• An Adaptive Estimation of Dimension Reduction Space (Q129271) (← links)
• Estimation of the Mean of Functional Time Series and a Two-Sample Problem (Q130087) (← links)
• Particle Markov Chain Monte Carlo Methods (Q130651) (← links)
• Variable Selection with Error Control: Another Look at Stability Selection (Q130826) (← links)
• On Fast Computation of the Non-Parametric Maximum Likelihood Estimate of a Mixing Distribution (Q134611) (← links)
• Another Look at Distance-Weighted Discrimination (Q135066) (← links)
• Estimation of Tail Risk Based on Extreme Expectiles (Q135338) (← links)
• Dimension Reduction and Alleviation of Confounding for Spatial Generalized Linear Mixed Models (Q138145) (← links)
• A Joint Modelling Approach for Longitudinal Studies (Q139145) (← links)
• Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data (Q139525) (← links)
• Statistical Clustering of Temporal Networks Through a Dynamic Stochastic Block Model (Q140142) (← links)
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio (Q140205) (← links)
• Probabilistic Index Models (Q140831) (← links)
• Fast Bivariate P-Splines: The Sandwich Smoother (Q141015) (← links)
• Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings (Q142095) (← links)
• Sparse Additive Models (Q142838) (← links)
• Triple-goal Estimates in Two-stage Hierarchical Models (Q144661) (← links)
• A General Framework for Quantile Estimation with Incomplete Data (Q144960) (← links)
• Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection (Q145506) (← links)
• Kernel-Based Tests for Joint Independence (Q147195) (← links)
• The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes (Q147455) (← links)
• Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow (Q148604) (← links)
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation (Q150197) (← links)
• Probabilistic Multi-Resolution Scanning for Two-Sample Differences (Q151983) (← links)
• Extending the Archimedean Copula Methodology to Model Multivariate Survival Data Grouped in Clusters of Variable Size (Q152950) (← links)
• Testing Against a Linear Regression Model Using Ideas from Shape-Restricted Estimation (Q152972) (← links)
• Convex Clustering via l 1 Fusion Penalization (Q153096) (← links)
• Causal inference using invariant prediction: identification and confidence intervals (Q153568) (← links)
• Asymptotic Separability in Sensitivity Analysis (Q153672) (← links)
• Tests for High Dimensional Generalized Linear Models (Q155187) (← links)
• Statistical Inference for Discretely Observed Markov Jump Processes (Q160234) (← links)
• Thick Pen Transformation for Time Series (Q3100683) (← links)
• Adaptive Inference for the Mean of a Gaussian Process in Functional Data (Q3100684) (← links)
• Multiscale Adaptive Regression Models for Neuroimaging Data (Q3100685) (← links)
• Bayesian Smoothing of Photon-Limited Images with Applications in Astronomy (Q3100686) (← links)
• Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution (Q3100687) (← links)
• Optimal Detection of Heterogeneous and Heteroscedastic Mixtures (Q3107196) (← links)
• Dynamic Multiscale Spatiotemporal Models for Gaussian Areal Data (Q3107198) (← links)
• Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199) (← links)
• Augmented Designs to Assess Principal Strata Direct Effects (Q3107200) (← links)
• Penalized Classification using Fisher’s Linear Discriminant (Q3107201) (← links)
• Estimation of Direct Effects for Survival Data by using the Aalen Additive Hazards Model (Q3107203) (← links)
• Corrigendum: On-line Expectation–Maximization Algorithm for Latent Data Models (Q3107204) (← links)
• Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
• Multiple Testing with the Structure-Adaptive Benjamini–Hochberg Algorithm (Q3120100) (← links)
• An Omnibus Non-Parametric Test of Equality in Distribution for Unknown Functions (Q3120101) (← links)
• Characterization of <i>c</i>-, <i>L</i>- and <i>ϕ</i> <i>k</i>-optimal Designs for a Class of Non-Linear Multiple-Regression Models (Q3120102) (← links)