The following pages link to Statistics and Its Interface (Q112759):
Displaying 50 items.
- The generalized half-\(t\) distribution (Q1748700) (← links)
- Adaptive procedures for nested processes: application to equal employment (Q1748859) (← links)
- Family based association study with complex survey data (Q1748862) (← links)
- Predictor augmentation in random forests (Q1748864) (← links)
- D\_CDF test of negative \(\log\) transformed \(p\)-values with application to genetic pathway analysis (Q1748866) (← links)
- Optimal estimation of sparse correlation matrices of semiparametric Gaussian copulas (Q1748867) (← links)
- Inference for multivariate mixtures of two unknown symmetric components (Q1748869) (← links)
- Modern sample size determination for unordered categorical data (Q1748871) (← links)
- Nonparametric quantile regression models via majorization minimization-algorithm (Q1748872) (← links)
- Joint modeling of survival data and mismeasured longitudinal data using the proportional odds model (Q1748874) (← links)
- Canonical ensembles for potentially incompatible dependency networks with applications to medical data (Q1748875) (← links)
- Significance analysis for pairwise variable selection in classification (Q1748876) (← links)
- Assessing proportionality assumption in the adjacent category logistic regression model (Q1748879) (← links)
- The joint assessment of longitudinal multidimensional functionings in overweight and obese elderly with a time varying covariate (Q1748881) (← links)
- Editorial: Special issue on modern Bayesian statistics. Part I (Q1748882) (← links)
- Bayesian semi-parametric joint modeling of biomarker data with a latent changepoint: assessing the temporal performance of enzyme-linked immunosorbent assay (ELISA) testing for paratuberculosis (Q1748883) (← links)
- Joint models: when are treatment estimates improved? (Q1748884) (← links)
- Bayesian nonparametric density estimation for doubly-truncated data (Q1748885) (← links)
- Sequential process convolution Gaussian process models via particle learning (Q1748887) (← links)
- Inference functions in high dimensional Bayesian inference (Q1748888) (← links)
- Bayesian inference for stochastic volatility models using the generalized skew-\(t\) distribution with applications to the Shenzhen Stock Exchange returns (Q1748891) (← links)
- Fully probabilistic knowledge expression and incorporation (Q1748894) (← links)
- Adjusting nonresponse bias in small area estimation without covariates via a Bayesian spatial model (Q1748895) (← links)
- Bayesian case-deletion model complexity and information criterion (Q1748896) (← links)
- Nonparametric Bayesian functional clustering for time-course microarray data (Q1748898) (← links)
- Hierarchical dynamic models for multivariate times series of counts (Q1748900) (← links)
- A new Bayesian Lasso (Q1748901) (← links)
- Estimation and variable selection in generalized partially nonlinear models with nonignorable missing responses (Q1782085) (← links)
- Monotone function estimation in partially linear models (Q1782086) (← links)
- Maximum smoothed likelihood estimation for a class of semiparametric Pareto mixture densities (Q1782087) (← links)
- Feature screening for ultrahigh dimensional binary data (Q1782088) (← links)
- On the use of balancing scores and matching in testing for exposure effect in case-control studies (Q1782090) (← links)
- Testing the mean in multivariate regression using set-indexed Gaussian white noise (Q1782092) (← links)
- Penalized weighted least absolute deviation regression (Q1782093) (← links)
- Regression analysis of incomplete data from event history studies with the proportional rates model (Q1782095) (← links)
- Optimal responses-adaptive designs based on efficiency, ethic, and cost (Q1782096) (← links)
- Adaptive oncology Phase I trial design of drug combinations with drug-drug interaction modeling (Q1782097) (← links)
- Robust estimate of regional treatment effect in multi-regional randomized clinical trial in global drug development (Q1782098) (← links)
- Large portfolio allocation using high-frequency financial data (Q1782099) (← links)
- On the surprising explanatory power of higher realized moments in practice (Q1782100) (← links)
- Variable selection and direction estimation for single-index models via DC-TGDR method (Q1782101) (← links)
- Data stream clustering by fast density-peak-search (Q1782103) (← links)
- Social network analysis based on canteen transaction records (Q1782106) (← links)
- Developments in the analysis of longitudinal data, dimension reduction, and beyond (Q1782107) (← links)
- Time-varying copula models for longitudinal data (Q1782108) (← links)
- Bayesian-frequentist hybrid approach for skew-normal nonlinear mixed-effects joint models in the presence of covariates measured with errors (Q1782109) (← links)
- Censored bimodal symmetric-asymmetric families (Q1782110) (← links)
- Bayesian inference on multivariate-\(t\) nonlinear mixed-effects models for multiple longitudinal data with missing values (Q1782111) (← links)
- Analysis of longitudinal data under nonignorable nonmonotone nonresponse (Q1782112) (← links)
- Nonparametric multivariate Polya tree EWMA control chart for process changepoint detection (Q1782113) (← links)
