The following pages link to Martin T. Wells (Q217218):
Displaying 43 items.
- Basu's Lemma and Goodness-of-Fit Tests (Q3471373) (← links)
- Bayesian quantile plots and statistical inference for nonlinear models in the two sample case with incomplete data (Q3472967) (← links)
- A test of goodness-of -fit based on extreme multinomial cell frequencies (Q3473188) (← links)
- Quantile estimation based on nomination sampling (Q3485747) (← links)
- (Q3561150) (← links)
- Improved estimation for elliptically symmetric distributions with unknown block diagonal covariance matrix (Q3627404) (← links)
- (Q4012944) (← links)
- (Q4031245) (← links)
- On the Asymptotic Theory for Quantile Estimation under Various Sampling Schemes (Q4032340) (← links)
- Nonparametric estimation of successive duration times under dependent censoring (Q4216687) (← links)
- Estimation robuste pour des lois à symétrie elliptique à matrice de covariance inconnue (Q4218673) (← links)
- (Q4272794) (← links)
- Inference for Shift Functions in the Two-Sample Problem With Right-Censored Data: With Applications (Q4314914) (← links)
- (Q4318937) (← links)
- Nonparametric kernel estimation in counting processes with explanatory variables (Q4323545) (← links)
- Sur les estimateurs de Bayes minimax: une méthode constructive (Q4346432) (← links)
- Assessing Evidence in Multiple Hypotheses (Q4366025) (← links)
- Density Estimation with Bivariate Censored Data (Q4366101) (← links)
- Accurate Bootstrap Confidence Limits for the Cumulative Hazard and Survivor Functions Under Random Censoring (Q4376009) (← links)
- Nonparametric estimators of the bivariate survival function under simplified censoring conditions (Q4376597) (← links)
- Accurate Confidence Limits for Quantiles under Random Censoring (Q4381031) (← links)
- Nonparametric estimation of hazard functions by wavelet methods (Q4470114) (← links)
- (Q4525812) (← links)
- Approximately Exact Inference for the Common Odds Ration in Several 2 × 2 Tables (Q4541182) (← links)
- Model Selection and Semiparametric Inference for Bivariate Failure-Time Data (Q4541278) (← links)
- Facilitating high‐dimensional transparent classification via empirical Bayes variable selection (Q4627116) (← links)
- An Extension of the Metropolis Algorithm (Q4678836) (← links)
- (Q4694509) (← links)
- Semiparametric inference for a quantile comparison function with applications to receiver operating characteristic curves (Q4935353) (← links)
- Akaike's Information Criterion, <i>C</i><sub><i>p</i></sub> and Estimators of Loss for Elliptically Symmetric Distributions (Q4968610) (← links)
- A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models (Q5066001) (← links)
- The Relative Efficiency of Goodness-of-Fit Statistics in the Simple and Composite Hypothesis-Testing Problem (Q5203506) (← links)
- (Q5326950) (← links)
- On hierarchical prior specifications and penalized likelihood (Q5499708) (← links)
- (Q5701064) (← links)
- Hierarchical Graphical Models (Q5754851) (← links)
- Bayesian Inference for a Two-Part Hierarchical Model (Q5755001) (← links)
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring (Q5949986) (← links)
- On graphical models and convex geometry (Q6096656) (← links)
- THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL (Q6182058) (← links)
- On priors which give Bayes minimax estimators of Baranchik's form (Q6578497) (← links)
- Shayle Robert Searle (1928--2013) (Q6650039) (← links)
- Mixed effect modelling and variable selection for quantile regression (Q6669915) (← links)
