Pages that link to "Item:Q58069"
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The following pages link to Journal of the American Statistical Association (Q58069):
Displaying 50 items.
- On Optimal Designs for Nonlinear Models: A General and Efficient Algorithm (Q96375) (← links)
- Probit transformation for kernel density estimation on the unit interval (Q96446) (← links)
- Tests for Scale Changes Based on Pairwise Differences (Q96500) (← links)
- Testing Quasi-Independence of Failure and Truncation Times via Conditional Kendall's Tau (Q96516) (← links)
- Multivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) Domains (Q96566) (← links)
- Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures (Q96670) (← links)
- Power Curve Estimation With Multivariate Environmental Factors for Inland and Offshore Wind Farms (Q96932) (← links)
- Multivariate Matching Methods That Are Monotonic Imbalance Bounding (Q97168) (← links)
- Nonparametric Causal Effects Based on Longitudinal Modified Treatment Policies (Q97380) (← links)
- Proportions with Extraneous Variance: Single and Independent Samples (Q97632) (← links)
- Diagnosing Glaucoma Progression with Visual Field Data Using a Spatiotemporal Boundary Detection Method (Q97699) (← links)
- Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
- Linear Logistic Latent Class Analysis for Polytomous Data (Q98610) (← links)
- Variational Inference for Stochastic Block Models From Sampled Data (Q99254) (← links)
- Distribution-Free Predictive Inference for Regression (Q100532) (← links)
- A Semiparametric Approach to Dimension Reduction (Q101638) (← links)
- Adaptive Regression by Mixing (Q103623) (← links)
- The Calculation of Posterior Distributions by Data Augmentation (Q103696) (← links)
- Bent-Cable Regression Theory and Applications (Q104281) (← links)
- Smoothing Parameter and Model Selection for General Smooth Models (Q104314) (← links)
- Multivariate Regression Analysis for the Item Count Technique (Q104504) (← links)
- An Error-Components Model for Prediction of County Crop Areas Using Survey and Satellite Data (Q104734) (← links)
- Robust Estimation of Mean Squared Error of Small Area Estimators (Q104737) (← links)
- Modeling and Forecasting U.S. Mortality (Q104754) (← links)
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q104768) (← links)
- A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation (Q104791) (← links)
- Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (Q105487) (← links)
- Fast Prediction of Deterministic Functions Using Sparse Grid Experimental Designs (Q105906) (← links)
- Analysis of the Proportional Hazards Model With Sparse Longitudinal Covariates (Q106174) (← links)
- Analysis of Accelerated Hazards Models (Q106526) (← links)
- Optimal Tradeoffs in Matched Designs Comparing US-Trained and Internationally Trained Surgeons (Q106598) (← links)
- Bayesian Inference for Multivariate Meta-Regression With a Partially Observed Within-Study Sample Covariance Matrix (Q106821) (← links)
- cmenet: A New Method for Bi-Level Variable Selection of Conditional Main Effects (Q107024) (← links)
- Modeling Time Series with Calendar Variation (Q108096) (← links)
- Estimating Trend and Growth Rates in Seasonal Time Series (Q108100) (← links)
- Intervention Analysis with Applications to Economic and Environmental Problems (Q108103) (← links)
- Joint Estimation of Model Parameters and Outlier Effects in Time Series (Q108106) (← links)
- Rank-Sum Tests for Clustered Data (Q108322) (← links)
- Hierarchical Clustering With Prototypes via Minimax Linkage (Q108363) (← links)
- Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models (Q109161) (← links)
- Factor Models for High-Dimensional Tensor Time Series (Q109412) (← links)
- A Fast Procedure for Outlier Diagnostics in Large Regression Problems (Q110491) (← links)
- Estimation of Copulas via Maximum Mean Discrepancy (Q110589) (← links)
- Inference on Multi-level Partial Correlations Based on Multi-subject Time Series Data (Q110806) (← links)
- Exceedance Control of the False Discovery Proportion (Q110809) (← links)
- Likelihood-Based Inference for Max-Stable Processes (Q110976) (← links)
- How Many People Do You Know in Prison? (Q111710) (← links)
- A Correlated Network Scale-up Model: Finding the Connection Between Subpopulations (Q111720) (← links)
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- Experimental Evaluation of Individualized Treatment Rules (Q112156) (← links)
