The following pages link to Peter Hall (Q59184):
Displaying 50 items.
- Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation (Q4468471) (← links)
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order (Q4505995) (← links)
- Importance of Interpolation When Constructing Double-Bootstrap Confidence Intervals (Q4505996) (← links)
- On the estimation of poles in intensity functions (Q4506023) (← links)
- Rendering parametric procedures more robust by empirically tilting the model (Q4506038) (← links)
- Tests for monotonicity of a regression mean with guaranteed level (Q4520228) (← links)
- Methods for Estimating a Conditional Distribution Function (Q4541202) (← links)
- Methods for Density Estimation in Thick-Slice Versions of Wicksell's Problem (Q4541299) (← links)
- A Functional Data—Analytic Approach to Signal Discrimination (Q4541395) (← links)
- Error-dependent smoothing rules in local linear regression (Q4542753) (← links)
- Data tuning (Q4543026) (← links)
- Estimating and depicting the structure of a distribution of random functions (Q4547583) (← links)
- Wavelet methods for erratic regression means in the presence of measurement error (Q4558585) (← links)
- Semi-parametric prediction intervals in small areas when auxiliary data are measured with error. (Q4558586) (← links)
- EMPIRICAL FOURIER METHODS FOR INTERVAL CENSORED DATA (Q4558615) (← links)
- Ordering and Selecting Components in Multivariate or Functional Data Linear Prediction (Q4632623) (← links)
- Robustness and Accuracy of Methods for High Dimensional Data Analysis Based on Student’s <i>t</i>-Statistic (Q4632657) (← links)
- Comment: Robustness to Assumption of Normally Distributed Errors (Q4648546) (← links)
- Deconvolution When Classifying Noisy Data Involving Transformations (Q4648561) (← links)
- Cross-validation and the estimation of conditional probability densities (Q4651029) (← links)
- Unimodal kernel density estimation by data sharpening (Q4660416) (← links)
- Prediction Regions for Bivariate Extreme Events (Q4665405) (← links)
- Low Order Approximations in Deconvolution and Regression with Errors in Variables (Q4665829) (← links)
- Data Tilting for Time Series (Q4665865) (← links)
- Using Difference-Based Methods for Inference in Nonparametric Regression with Time Series Errors (Q4665866) (← links)
- Relative Efficiencies of Kernel and Local Likelihood Density Estimators (Q4665898) (← links)
- Nonparametric Methods for Deconvolving Multiperiodic Functions (Q4670779) (← links)
- Nonparametric Inference About Service Time Distribution from Indirect Measurements (Q4670797) (← links)
- A distribution is completely determined by its translated moments (Q4693778) (← links)
- On the performance of box-counting estimators of fractal dimension (Q4695193) (← links)
- SEMIPARAMETRIC COMPARISON OF REGRESSION CURVES VIA NORMAL LIKELIHOODS (Q4696451) (← links)
- On sample reuse methods for dependent data (Q4715597) (← links)
- (Q4721471) (← links)
- A Comedy of Errors: The Canonical Form for a Stable Characteristic Function (Q4742056) (← links)
- Two-sided bounds for nonuniform rates of convergence in the central limit theorem (Q4745044) (← links)
- The order of the approximation to a Wiener process by its Fourier series (Q4745102) (← links)
- Fast rates of convergence in the central limit theorem (Q4746573) (← links)
- Edgeworth expansion of the distribution of Stein's statistic (Q4748986) (← links)
- (Q4787679) (← links)
- Effects of bagging and bias correction on estimators defined by estimating equations (Q4801743) (← links)
- (Q4810472) (← links)
- (Q4818524) (← links)
- Interval and band estimation for curves with jumps (Q4822452) (← links)
- On the Effect of Measuring a Self-Similar Process (Q4845110) (← links)
- On blocking rules for the bootstrap with dependent data (Q4851507) (← links)
- On partial local smoothing rules for curve estimation (Q4851508) (← links)
- ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP (Q4864580) (← links)
- (Q4869552) (← links)
- On pseudodata methods for removing boundary effects in kernel density estimation (Q4892505) (← links)
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators (Q4895051) (← links)
