The following pages link to Erratum (Q5093196):
Displaying 12 items.
- Corrigendum to ``A two sample test in high dimensional data'' (Q391682) (← links)
- Erratum to: Testing linear and loglinear error components regressions against Box-Cox alternatives (Q449913) (← links)
- Correction: Estimation for a partial-linear single-index model (Q450012) (← links)
- Erratum to: ``Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator'' (Q744821) (← links)
- Erratum: Comparison of Bayesian objective procedures for variable selection in linear regression (Q1019479) (← links)
- Erratum to: ``A note on the correlation between \(S^ 2\) and the least squares estimator in the linear regression model'' (Q1324975) (← links)
- Erratum to ``An order statistics model based on the list of top \(m\) scores after \(\ell\)th change'' (Q2388974) (← links)
- Correction to: ``Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data'' (Q2438767) (← links)
- Erratum to: ``Using the criterion-predictor factor model to compute the probability of detecting prediction bias with ordinary least squares regression'' (Q2442112) (← links)
- Erratum to: ``An introduction to a general records theory both for dependent and high dimensions'' (Q5925613) (← links)
- Errata for “A framework for covariate balance using Bregman distances” (Q6049808) (← links)
- Corrigendum to: ``Maximum likelihood estimation in logistic regression models with a diverging number of covariates'' (Q6158209) (← links)
