The following pages link to Colin M. Gallagher (Q222024):
Displaying 30 items.
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- (Q588988) (redirect page) (← links)
- (Q951043) (redirect page) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Local adaptive smoothing in kernel regression estimation (Q962008) (← links)
- Adaptive penalized quantile regression for high dimensional data (Q1948168) (← links)
- Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
- A comparison of single and multiple changepoint techniques for time series data (Q2129576) (← links)
- The growth rate of significant regressors for high dimensional data (Q2637360) (← links)
- Adaptively weighted kernel regression (Q2863054) (← links)
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
- (Q3146107) (← links)
- A New Proof of the Wiener-Hopf Factorization via Basu's Theorem (Q3165501) (← links)
- Generalized varying coefficient models with unknown link function (Q3174197) (← links)
- Estimating covariate-adjusted measures of diagnostic accuracy based on pooled biomarker assessments (Q3188708) (← links)
- Semiparametric group testing regression models (Q3191467) (← links)
- Detecting dependence in heavy-tailed time series using Portmanteau-type dependence tests (Q3517615) (← links)
- (Q3539622) (← links)
- (Q4247102) (← links)
- VARIANCE ESTIMATION IN NONPARAMETRIC MULTIPLE REGRESSION (Q4449068) (← links)
- TESTING FOR LINEAR DEPENDENCE IN HEAVY-TAILED DATA (Q4540748) (← links)
- New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (Q4916512) (← links)
- Arc length tests for equivalent autocovariances (Q4925457) (← links)
- Robust adaptive Lasso for variable selection (Q4975172) (← links)
- A robust regression methodology via M-estimation (Q5078400) (← links)
- Changepoints in the North Atlantic Tropical Cyclone Record (Q5256402) (← links)
- Mean shift testing in correlated data (Q5495695) (← links)
- A method for fitting stable autoregressive models using the autocovariation function (Q5952107) (← links)
- Autocovariance Estimation in the Presence of Changepoints (Q6361208) (← links)
- Arc length asymptotics for multivariate time series (Q6574713) (← links)
