Pages that link to "Item:Q62245"

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

Displaying 50 items.

• Nonparametric (smoothed) likelihood and integral equations (Q393616) (← links)
• Discussion of nonparametric (smoothed) likelihood and integral equations by Piet Groeneboom (Q393618) (← links)
• Discussion of the paper by Piet Groeneboom: ``Nonparametric (smoothed) likelihood and integral equations'' (Q393620) (← links)
• Discussion of ``Nonparametric (smoothed) likelihood and integral equations'', by Piet Groeneboom (Q393621) (← links)
• An efficient model-free estimation of multiclass conditional probability (Q393624) (← links)
• Information dependency: strong consistency of Darbellay-Vajda partition estimators (Q393626) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• The height of two types of generalised Motzkin paths (Q393631) (← links)
• A cyclic construction of saturated and supersaturated designs (Q393632) (← links)
• Random-effect models with singular precision (Q393633) (← links)
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family (Q393634) (← links)
• Application of copulas to multivariate control charts (Q393636) (← links)
• Model averaging procedure for partially linear single-index models (Q393639) (← links)
• Correlated variables in regression: clustering and sparse estimation (Q394080) (← links)
• Discussion of ``Correlated variables in regression: clustering and sparse estimation'' (Q394081) (← links)
• Remarks on ``Correlated variables in regression: clustering and sparse estimation'' (Q394083) (← links)
• Two-level minimum aberration designs in \(N=2 \pmod 4\) runs (Q394084) (← links)
• A note on the moments of the Riesz distribution (Q394085) (← links)
• Estimation of the population spectral distribution from a large dimensional sample covariance matrix (Q394089) (← links)
• Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices (Q394093) (← links)
• Improving the bandwidth-free inference methods by prewhitening (Q394095) (← links)
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (Q394097) (← links)
• Asymptotic confidence interval of power spectrum of a continuous time process through progressively faster sampling (Q394099) (← links)
• On equivalence of fractional factorial designs based on singular value decomposition (Q394100) (← links)
• Optimal design for prediction in multiresponse linear models based on rectangular confidence region (Q394101) (← links)
• Randomized \(p\)-values for multiple testing of composite null hypotheses (Q394102) (← links)
• Can efficiency be gained by correcting for misclassification? (Q394106) (← links)
• Regression with outlier shrinkage (Q394109) (← links)
• Characteristics of some classes of space-time covariance functions (Q394112) (← links)
• A note on Stein's lemma for multivariate elliptical distributions (Q394113) (← links)
• Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
• Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
• Discussion of: ``Grouping strategies and thresholding for high dimension linear models'' (Q394553) (← links)
• ``Grouping strategies and thresholding for high dimensional linear models'': discussion (Q394554) (← links)
• Discussion about ``Grouping strategies and thresholding for high dimensional linear models'' (Q394556) (← links)
• Comments on ``Grouping strategies and thresholding for high dimension linear models'' (Q394557) (← links)
• ``Grouping strategies and thresholding for high dimensional linear models'': rejoinder (Q394558) (← links)
• Adaptive estimation of the conditional cumulative distribution function from current status data (Q394560) (← links)
• Robust estimation for ordinal regression (Q394562) (← links)
• Testing for a change in covariance operator (Q394564) (← links)
• On control charts for monitoring the variance of a time series (Q394567) (← links)
• A nonparametric \(R^2\) test for the presence of relevant variables (Q394568) (← links)
• On the integrated squared error of the linear wavelet density estimator (Q394569) (← links)
• A test for abrupt change in hazard regression models with Weibull baselines (Q394571) (← links)
• Balanced incomplete Latin square designs (Q394573) (← links)
• An effective construction method for multi-level uniform designs (Q394576) (← links)
• Estimation of the Sobol indices in a linear functional multidimensional model (Q394578) (← links)
• Sensitivity of normal-based triple sampling sequential point estimation to the normality assumption (Q394582) (← links)
• Retraction notice to ``Convergence of weighted sums for arrays of negatively dependent random variables and its applications'' (Q394583) (← links)
• Bayesian inference with misspecified models (Q394761) (← links)