Pages that link to "Item:Q62245"

The following pages link to Journal of Statistical Planning and Inference (Q62245):

Displaying 50 items.

• On the effect of weighting matrix in GMM specification test (Q313110) (← links)
• A semiparametric multivariate partially linear model: a difference approach (Q313111) (← links)
• Quantile regression models for current status data (Q313114) (← links)
• Optimal designs based on the maximum quasi-likelihood estimator (Q313118) (← links)
• A new approach to multiple testing of grouped hypotheses (Q334304) (← links)
• Augmented Plackett-Burman designs with replication and improved bias properties (Q334307) (← links)
• Model fitting and optimal design for a class of binary response models (Q334310) (← links)
• A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
• Construction of uniform \(U\)-designs (Q337682) (← links)
• Dimension reduction estimation for probability density with data missing at random when covariables are present (Q337685) (← links)
• Robust identification in random variable networks (Q337687) (← links)
• Construction of nested orthogonal arrays of parallel-flats type (Q337689) (← links)
• Model-based variance estimation in non-measurable spatial designs (Q337693) (← links)
• The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model (Q337696) (← links)
• Optimal and efficient designs for functional brain imaging experiments (Q337699) (← links)
• Robust reduced-rank modeling via rank regression (Q338394) (← links)
• Powerful nonparametric checks for quantile regression (Q338398) (← links)
• The value of information for correlated GLMs (Q338400) (← links)
• Statistical inference for stochastic processes: two-sample hypothesis tests (Q338404) (← links)
• A central limit theorem for bootstrap sample sums from non-i.i.d. models (Q338405) (← links)
• Estimation of a time-dependent density (Q338410) (← links)
• Regularized LRT for large scale covariance matrices: one sample problem (Q338414) (← links)
• Energy statistics: a class of statistics based on distances (Q389244) (← links)
• Uniform-in-bandwidth kernel estimation for censored data (Q389245) (← links)
• Kernel density estimators for random fields satisfying an interlaced mixing condition (Q389246) (← links)
• A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process (Q389248) (← links)
• Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
• Asymptotic test of mixture model and its applications to QTL interval mapping (Q389254) (← links)
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution (Q389255) (← links)
• Dependence structures and asymptotic properties of Baker's distributions with fixed marginals (Q389256) (← links)
• Lower semiquadratic copulas with a given diagonal section (Q389257) (← links)
• Optimal designs for contingent response models with application to toxicity-efficacy studies (Q389259) (← links)
• Constructing \(D\)-optimal symmetric stated preference discrete choice experiments (Q389262) (← links)
• A Bayesian test of independence in a two-way contingency table using surrogate sampling (Q389267) (← links)
• A family of tests for exponentiality against IFR alternatives (Q389268) (← links)
• A partial overview of the theory of statistics with functional data (Q389287) (← links)
• On statistical inference for selective genotyping (Q389289) (← links)
• Predicting the continuation of a function with applications to call center data (Q389291) (← links)
• Effects of unlabeled data on classification error in normal discriminant analysis (Q389294) (← links)
• On a clustering criterion for dependent observations (Q389296) (← links)
• Bayes factor consistency for nested linear models with a growing number of parameters (Q389299) (← links)
• Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case (Q389302) (← links)
• Diagnostic tests for non-causal time series with infinite variance (Q389304) (← links)
• Recursive estimation in a class of models of deformation (Q389306) (← links)
• Weighted empirical likelihood inference for the area under the ROC curve (Q389308) (← links)
• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments (Q389310) (← links)
• Influence analysis in response surface methodology (Q389313) (← links)
• A characterization of saturated designs for factorial experiments (Q389314) (← links)
• Total interaction index: a variance-based sensitivity index for second-order interaction screening (Q389316) (← links)
• General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)