The following pages link to Biometrika (Q61128):
Displaying 50 items.
- Robust designs through partially clear two-factor interactions (Q3174200) (← links)
- Construction of p-optimal exact designs with minimum experimental run size for a linear log contrast model in mixture experiments (Q3174201) (← links)
- On protected estimation of an odds ratio model with missing binary exposure and confounders (Q3174202) (← links)
- Multinomial logit bias reduction via the Poisson log-linear model (Q3174203) (← links)
- Influence functions and robust Bayes and empirical Bayes small area estimation (Q3181904) (← links)
- Robust functional estimation using the median and spherical principal components (Q3181905) (← links)
- Joint modelling of paired sparse functional data using principal components (Q3181906) (← links)
- Pointwise testing with functional data using the Westfall-Young randomization method (Q3181907) (← links)
- Adjustment uncertainty in effect estimation (Q3181908) (← links)
- Generalized varying coefficient models for longitudinal data (Q3181909) (← links)
- Additive partial linear models with measurement errors (Q3181910) (← links)
- Improving the efficiency of the log-rank test using auxiliary covariates (Q3181911) (← links)
- Supremum weighted log-rank test and sample size for comparing two-stage adaptive treatment strategies (Q3181913) (← links)
- The Benjamini-Hochberg method with infinitely many contrasts in linear models (Q3181914) (← links)
- Semiparametric model-based inference in the presence of missing responses (Q3181915) (← links)
- Conditionally specified continuous distributions (Q3181916) (← links)
- Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families (Q3181917) (← links)
- Extended Bayesian information criteria for model selection with large model spaces (Q3181918) (← links)
- A note on conditional AIC for linear mixed-effects models (Q3181919) (← links)
- A multi-dimensional scaling approach to shape analysis (Q3181920) (← links)
- Covariance reducing models: An alternative to spectral modelling of covariance matrices (Q3181921) (← links)
- Testing the covariance structure of multivariate random fields (Q3181922) (← links)
- A goodness-of-fit test for inhomogeneous spatial Poisson processes (Q3181923) (← links)
- Estimating equations for spatially correlated data in multi-dimensional space (Q3181924) (← links)
- Bayesian nonparametric inference on stochastic ordering (Q3181925) (← links)
- Pairwise curve synchronization for functional data (Q3181926) (← links)
- Model diagnostic tests for selecting informative correlation structure in correlated data (Q3181927) (← links)
- On the asymptotics of marginal regression splines with longitudinal data (Q3181928) (← links)
- Multiple imputation when records used for imputation are not used or disseminated for analysis (Q3181930) (← links)
- Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data (Q3181931) (← links)
- Estimating the false discovery rate using the stochastic approximation algorithm (Q3181932) (← links)
- Forecasting with the age-period-cohort model and the extended chain-ladder model (Q3181933) (← links)
- On the consequences of overstratification (Q3181934) (← links)
- On consistency of Kendall's tau under censoring (Q3181935) (← links)
- On an internal method for deriving a summary measure (Q3181936) (← links)
- A note on nonparametric quantile inference for competing risks and more complex multistate models (Q3181937) (← links)
- Self-consistent nonparametric maximum likelihood estimator of the bivariate survivor function (Q3191461) (← links)
- Nonparametric inference on bivariate survival data with interval sampling: association estimation and testing (Q3191462) (← links)
- Tests for comparing estimated survival functions (Q3191464) (← links)
- Statistical inference methods for recurrent event processes with shape and size parameters (Q3191465) (← links)
- New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data (Q3191466) (← links)
- Semiparametric group testing regression models (Q3191467) (← links)
- Characterization of the likelihood continual reassessment method (Q3191468) (← links)
- Estimation of mean response via the effective balancing score (Q3191469) (← links)
- Latent factor models for density estimation (Q3191470) (← links)
- Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation (Q3191471) (← links)
- The asymptotic inadmissibility of the spatial sign covariance matrix for elliptically symmetric distributions (Q3191472) (← links)
- Multivariate functional-coefficient regression models for nonlinear vector time series data (Q3191473) (← links)
- Extended empirical likelihood for estimating equations (Q3191474) (← links)
- Posterior expectation based on empirical likelihoods (Q3191475) (← links)
