The following pages link to Biometrika (Q61128):
Displaying 50 items.
- Semiparametric regression analysis for clustered failure time data (Q2739336) (← links)
- On assessing the association for bivariate current status data (Q2739337) (← links)
- Reducing variability using bootstrap methods with qualitative constraints (Q2739338) (← links)
- Improved heteroscedasticity-consistent covariance matrix estimators (Q2739339) (← links)
- Nonparametric Monte Carlo tests for multivariate distributions (Q2739340) (← links)
- Empirical likelihood inference under stratified random sampling using auxiliary population information (Q2739341) (← links)
- The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case (Q2739342) (← links)
- Empirical likelihood confidence intervals for local linear smoothers (Q2739343) (← links)
- A new family of power transformations to improve normality or symmetry (Q2739344) (← links)
- On semi-competing risks data (Q2773175) (← links)
- An information matrix test for logistic regression models based on case-control data. (Q2773176) (← links)
- Inference for covariates that accounts for ascertainment and random genetic effects in family studies (Q2773177) (← links)
- Two-sample tests for growth curves under dependent right censoring (Q2773178) (← links)
- The TM algorithm for maximising a conditional likelihood function. (Q2773179) (← links)
- Misspecified maximum likelihood estimates and generalized linear mixed models (Q2773180) (← links)
- Marginal regression models for the analysis of positive association of ordinal response variables (Q2773181) (← links)
- Clustering methods based on variational analysis in the space of measures. (Q2773182) (← links)
- Delayed rejection in reversible jump Metropolis-Hastings. (Q2773183) (← links)
- Bayesian curve-fitting with free-knot splines (Q2773185) (← links)
- Bayesian analysis of case-control studies with categorical covariates (Q2773186) (← links)
- Bayesian semiparametric inference on long-range dependence (Q2773187) (← links)
- Tapered block bootstrap (Q2773188) (← links)
- Within-cluster resampling (Q2773190) (← links)
- Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity (Q2773191) (← links)
- High-order asymptotic expansions for robust tests (Q2773193) (← links)
- Upper bounds on the number of columns in supersaturated designs (Q2773194) (← links)
- Updating formula in an analysis of variance model (Q2773195) (← links)
- Semiparametric regression for clustered data (Q2773196) (← links)
- A simple generalized crossvalidation method of span selection for periodogram smoothing (Q2773197) (← links)
- Sample size calculations for logistic and Poisson regression models. (Q2773198) (← links)
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm (Q2774521) (← links)
- Bayesian inference in neural networks (Q2774522) (← links)
- Coverage probability bias, objective Bayes and the likelihood principle (Q2774523) (← links)
- A nonparametric two-sample test of the failure function with interval censoring case 2 (Q2774525) (← links)
- On a general class of semiparametric hazards regression models (Q2774527) (← links)
- Computationally simple accelerated failure time regression for interval censored data (Q2775605) (← links)
- Estimation of the mean of a \(K\)-sample \(U\)-statistic with missing outcomes and auxiliaries (Q2775606) (← links)
- Case-deletion measures for models with incomplete data (Q2775607) (← links)
- Order-restricted score tests for homogeneity in generalized linear and nonlinear mixed models (Q2775608) (← links)
- Robust estimation in generalized linear mixed models (Q2775609) (← links)
- Testing the number of components in a normal mixture (Q2775610) (← links)
- A directional model for the statistical analysis of movement in three dimensions (Q2775611) (← links)
- Isotonic regression: Another look at the changepoint problem (Q2775613) (← links)
- Wavelet shrinkage for natural exponential families with quadratic variance functions (Q2775614) (← links)
- Single-index model selections (Q2775615) (← links)
- On a logistic mixture autoregressive model (Q2775616) (← links)
- Optimal and orthogonal Latin hypercube designs for computer experiments (Q2775617) (← links)
- A shrinkage predictive distribution for multivariate normal observables (Q2775618) (← links)
- A comparison of related density-based minimum divergence estimators (Q2775619) (← links)
- Conditional test for rank in bivariate canonical correlation analysis (Q2775620) (← links)
