The following pages link to Electronic Journal of Statistics (Q62992):
Displaying 50 items.
- Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
- On the exact Berk-Jones statistics and their \(p\)-value calculation (Q309590) (← links)
- Expectile asymptotics (Q309591) (← links)
- Affine-invariant rank tests for multivariate independence in independent component models (Q309594) (← links)
- Spatial-sign based high-dimensional location test (Q309597) (← links)
- Palindromic Bernoulli distributions (Q315392) (← links)
- Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
- Empirical likelihood based tests for stochastic ordering under right censorship (Q315396) (← links)
- AIC for the Lasso in generalized linear models (Q315399) (← links)
- First and second order analysis for periodic random arrays using block bootstrap methods (Q315400) (← links)
- The relative effects of dimensionality and multiplicity of hypotheses on the \(F\)-test in linear regression (Q315402) (← links)
- Exact asymptotics for the scan statistic and fast alternatives (Q315404) (← links)
- Tree-based censored regression with applications in insurance (Q315407) (← links)
- Estimation of low rank density matrices: bounds in Schatten norms and other distances (Q315410) (← links)
- Bayesian degree-corrected stochastic blockmodels for community detection (Q315413) (← links)
- Classification with asymmetric label noise: consistency and maximal denoising (Q315419) (← links)
- Reparameterized Birnbaum-Saunders regression models with varying precision (Q330442) (← links)
- REML estimation with intrinsic Matérn dependence in the spatial linear mixed model (Q330445) (← links)
- Robust learning for optimal treatment decision with NP-dimensionality (Q330449) (← links)
- Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates (Q351683) (← links)
- Fast rates for empirical vector quantization (Q351685) (← links)
- Combining predictive distributions (Q351688) (← links)
- The bivariate current status model (Q351690) (← links)
- Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance (Q358878) (← links)
- Small area estimation by splitting the sampling weights (Q358880) (← links)
- Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions (Q358882) (← links)
- Cellular tree classifiers (Q358883) (← links)
- Diffusion tensor smoothing through weighted Karcher means (Q358884) (← links)
- Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
- On the Nile problem by Sir Ronald Fisher (Q358888) (← links)
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations (Q358890) (← links)
- Inference for the mean of large \(p\) small \(n\) data: a finite-sample high-dimensional generalization of Hotelling's theorem (Q358893) (← links)
- Stationary bootstrapping realized volatility under market microstructure noise (Q364198) (← links)
- The Pólya-gamma Gibbs sampler for Bayesian logistic regression is uniformly ergodic (Q364199) (← links)
- Inverse statistical learning (Q364201) (← links)
- Computationally efficient estimators for sequential and resolution-limited inverse problems (Q364203) (← links)
- Rank-based score tests for high-dimensional regression coefficients (Q364206) (← links)
- Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
- On the sphericity test with large-dimensional observations (Q367207) (← links)
- Exchangeable Bernoulli random variables and Bayes postulate (Q367209) (← links)
- A universal kriging predictor for spatially dependent functional data of a Hilbert space (Q367212) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- Clustering and variable selection for categorical multivariate data (Q367219) (← links)
- A dual estimator as a tool for solving regression problems (Q367221) (← links)
- Ordered smoothers with exponential weighting (Q372129) (← links)
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression (Q372131) (← links)
- Estimation of a distribution from data with small measurement errors (Q372132) (← links)
- Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
- Bayesian inverse problems with non-conjugate priors (Q372136) (← links)
