Pages that link to "Item:Q4541287"
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The following pages link to Window Subsampling of Estimating Functions with Application to Regression Models (Q4541287):
Displaying 30 items.
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
- A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
- Composite likelihood inference for multivariate Gaussian random fields (Q321453) (← links)
- On variance estimation in a negative binomial time series regression model (Q450867) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- Pairwise likelihood inference in spatial generalized linear mixed models (Q957292) (← links)
- A working estimating equation for spatial count data (Q974492) (← links)
- Bootstrapping an inhomogeneous point process (Q1044067) (← links)
- Robust methods for the analysis of spatially autocorrelated data (Q1766981) (← links)
- Asymptotic Palm likelihood theory for stationary point processes (Q1934484) (← links)
- Undersampled windowed exponentials and their applications (Q2334755) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Analysis of binary spatial data by quasi-likelihood estimating equations (Q2388347) (← links)
- Marginal analysis of longitudinal count data in long sequences: methods and applications to a driving study (Q2428734) (← links)
- On asymptotic properties of the mark variogram estimator of a marked point process (Q2433823) (← links)
- Efficiency of quasi-likelihood estimation for spatially correlated binary data on \(L_p\) spaces (Q2480011) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- Efficient pairwise composite likelihood estimation for spatial-clustered data (Q2927619) (← links)
- Marginal Estimation of Parameter Driven Binomial Time Series Models (Q2954309) (← links)
- Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (Q3020158) (← links)
- Testing Mutual Independence Between Two Discrete-Valued Spatial Processes: A Correction to Pearson Chi-Squared (Q3079036) (← links)
- A Hierarchical Aggregate Data Model with Spatially Correlated Disease Rates (Q3079038) (← links)
- Sensitivity Analyses for Ecological Regression (Q3079069) (← links)
- Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data (Q3608251) (← links)
- Block Bootstraps for Time Series With Fixed Regressors (Q4916455) (← links)
- An unbalanced multidimensional latent effects-based logistic mixed model and GQL estimation for spatial binary data (Q5037118) (← links)
- Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
- On estimation in binary autologistic spatial models (Q5290889) (← links)
- Analyzing Spatially Distributed Binary Data Using Independent‐Block Estimating Equations (Q5434923) (← links)
