The following pages link to Peter Hall (Q59184):
Displaying 50 items.
- Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists (Q4916503) (← links)
- On prediction intervals based on predictive likelihood or bootstrap methods (Q4937276) (← links)
- Miscellanea. Data sharpening as a prelude to density estimation (Q4937283) (← links)
- A Weighted Bootstrap Approach to Bootstrap Iteration (Q4943411) (← links)
- Monte carlo approximation to edgeworth expansions (Q4944646) (← links)
- Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem (Q4975411) (← links)
- High-dimensional classification when useful information comes from many, perhaps all features (Q4991173) (← links)
- Semiparametric estimators of functional measurement error models with unknown error (Q5087448) (← links)
- Statistical Inference for Evolving Periodic Functions (Q5088191) (← links)
- Non-Parametric Regression Estimation from Data Contaminated by a Mixture of Berkson and Classical Errors (Q5088200) (← links)
- Quick and Easy One-Step Parameter Estimation in Differential Equations (Q5088231) (← links)
- Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation (Q5146042) (← links)
- Mean and variance of vacancy for distribution of <i>k</i>-dimensional spheres within <i>k</i>-dimensional space (Q5185766) (← links)
- A Leading Term Approach to Asymptotic Expansions in the Central Limit Theorem (Q5185792) (← links)
- Limit theorems for sums of general functions of <i>m</i>-spacings (Q5185824) (← links)
- Ranking influence in general statistical problems (Q5216385) (← links)
- Clustering Functional Data into Groups by Using Projections (Q5234402) (← links)
- Double-bootstrap methods that use a single double-bootstrap simulation (Q5247443) (← links)
- Nonparametric Prediction in Measurement Error Models (Q5254715) (← links)
- Rejoinder (Q5254720) (← links)
- Using Evidence of Mixed Populations to Select Variables for Clustering Very High-Dimensional Data (Q5255310) (← links)
- Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error (Q5256412) (← links)
- Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data (Q5256426) (← links)
- Incorporating prior probabilities into high-dimensional classifiers (Q5305468) (← links)
- (Q5308601) (← links)
- (Q5310574) (← links)
- Properties of Bagged Nearest Neighbour Classifiers (Q5313456) (← links)
- Geometric Representation of High Dimension, Low Sample Size Data (Q5313460) (← links)
- Theory for penalised spline regression (Q5314841) (← links)
- Discrete-transform approach to deconvolution problems (Q5314843) (← links)
- Bootstrap-based penalty choice for the LASSO, achieving oracle performance (Q5323623) (← links)
- (Q5326941) (← links)
- SEQUENTIAL, BOTTOM‐UP VARIABLE SELECTION FOR HIGH‐DIMENSIONAL CLASSIFICATION (Q5357569) (← links)
- Nonparametric analysis of earthquake point-process data (Q5365682) (← links)
- Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions (Q5365693) (← links)
- Truncated Linear Models for Functional Data (Q5378150) (← links)
- Making a Non-Parametric Density Estimator More Attractive, and More Accurate, by Data Perturbation (Q5378362) (← links)
- Confidence Bands in Non-Parametric Errors-In-Variables Regression (Q5379904) (← links)
- Approximating fragmented functional data by segments of Markov chains (Q5384412) (← links)
- A frequency domain analysis of the error distribution from noisy high-frequency data (Q5384590) (← links)
- Classification Using Censored Functional Data (Q5406356) (← links)
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023) (← links)
- Simple tiered classifiers (Q5411044) (← links)
- Nonparametric inference under dependent truncation (Q5426264) (← links)
- On Properties of Functional Principal Components Analysis (Q5434734) (← links)
- Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong (Q5434896) (← links)
- Blind deconvolution and deblurring in image analysis (Q5449209) (← links)
- Two-sample tests in functional data analysis starting from discrete data (Q5449210) (← links)
- Inference in Arch and Garch Models with Heavy-Tailed Errors (Q5472959) (← links)
- Bayesian Likelihood Methods for Estimating the End Point of a Distribution (Q5490616) (← links)
