The following pages link to Biometrika (Q61128):
Displaying 50 items.
- Adjusting for nonresponse bias using logistic regression (Q3497026) (← links)
- Asking sensitive questions indirectly (Q3497027) (← links)
- On the construction of a parameter orthogonal to the mean (Q3497029) (← links)
- Asymptotic distributions of maximum likelihood tests for change in the mean (Q3497033) (← links)
- A note on the asymptotic distribution of the parameter estimates for the harmonic regression model (Q3497034) (← links)
- On variance estimation in nonparametric regression (Q3497045) (← links)
- Multilevel analysis of structural equation models (Q3497050) (← links)
- Finding the design matrix for the marginal homogeneity model (Q3497055) (← links)
- Interim analyses with repeated measurements in a sequential clinical trial (Q3497069) (← links)
- On polynomial expansions for likelihoods of spatial data with finite range correlation function (Q3497082) (← links)
- On a class of random field models which allows long range dependence (Q3497083) (← links)
- Maxima of discretely sampled random fields, with an application to 'bubbles' (Q3512675) (← links)
- Model selection and estimation in the Gaussian graphical model (Q3512676) (← links)
- Graphical identifiability criteria for causal effects in studies with an unobserved treatment/response variable (Q3512677) (← links)
- Fuzzy p-values in latent variable problems (Q3512678) (← links)
- Interval censoring: identifiability and the constant-sum property (Q3512679) (← links)
- A pseudolikelihood method for analyzing interval censored data (Q3512680) (← links)
- The unobserved heterogeneity distribution in duration analysis (Q3512681) (← links)
- A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan (Q3512682) (← links)
- Constrained local likelihood estimators for semiparametric skew-normal distributions (Q3512683) (← links)
- Extending conventional priors for testing general hypotheses in linear models (Q3512684) (← links)
- Modelling the effects of partially observed covariates on Poisson process intensity (Q3512686) (← links)
- Partially linear models with missing response variables and error-prone covariates (Q3512688) (← links)
- Estimation of a covariance matrix with zeros (Q3512689) (← links)
- Variable selection for the single-index model (Q3512690) (← links)
- Optimal sufficient dimension reduction for the conditional mean in multivariate regression (Q3512691) (← links)
- Plant-capture estimation of the size of a homogeneous population (Q3512693) (← links)
- Adaptive sampling for Bayesian variable selection (Q3545401) (← links)
- Data tracking and the understanding of Bayesian consistency (Q3545402) (← links)
- Covariance decomposition in undirected Gaussian graphical models (Q3545403) (← links)
- Symmetric diagnostics for the analysis of the residuals in regression models (Q3545404) (← links)
- Nonparametric maximum likelihood estimation of the structural mean of a sample of curves (Q3545405) (← links)
- Model-assisted estimation for complex surveys using penalised splines (Q3545406) (← links)
- Bivariate current status data with univariate monitoring times (Q3545407) (← links)
- Coherence principles in dose-finding studies (Q3545408) (← links)
- Semiparametric estimators for the regression coefficients in the linear transformation competing risks model with missing cause of failure (Q3545410) (← links)
- Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures (Q3545411) (← links)
- First-order intrinsic autoregressions and the de Wijs process (Q3545412) (← links)
- Towards reconciling two asymptotic frameworks in spatial statistics (Q3545413) (← links)
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation (Q3545414) (← links)
- Testing for complete independence in high dimensions (Q3545415) (← links)
- The optimal confidence region for a random parameter (Q3545416) (← links)
- Concordance probability and discriminatory power in proportional hazards regression (Q3545417) (← links)
- A note on reducing the bias of the approximate Bayesian bootstrap imputation variance estimator (Q3545418) (← links)
- An alternative derivation of the distributions of the maximum likelihood estimators of the parameters in an inverse Gaussian distribution (Q3545419) (← links)
- Estimating residual variance in nonparametric regression using least squares (Q3545420) (← links)
- The effect of measurement error (Q3580502) (← links)
- Noise estimation in signal restoration using regularization (Q3580503) (← links)
- Bias of the corrected AIC criterion for underfitted regression and time series models (Q3580504) (← links)
- Kernel density estimation for length biased data (Q3580505) (← links)
