The following pages link to Martin T. Wells (Q217218):
Displaying 50 items.
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- (Q334312) (redirect page) (← links)
- A regularized profile likelihood approach to covariance matrix estimation (Q334313) (← links)
- (Q433784) (redirect page) (← links)
- Reference priors for linear models with general covariance structures (Q433785) (← links)
- A mixture-model approach for parallel testing for unequal variances (Q458805) (← links)
- (Q588869) (redirect page) (← links)
- Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819) (← links)
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790) (← links)
- A multivariate variance components model for analysis of covariance in designed experiments (Q903280) (← links)
- A conversation with Shayle R. Searle (Q903282) (← links)
- Laplace approximated EM microarray analysis: an empirical Bayes approach for comparative microarray experiments (Q906537) (← links)
- Dirichlet integrals and moments of gamma distribution order statistics (Q908616) (← links)
- Goodness-of-fit tests for system components with random redundancy levels (Q915329) (← links)
- A note on generalized Wald's method (Q918605) (← links)
- Optimal bandwidth selection for multivariate kernel deconvolution density estimation (Q946214) (← links)
- Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance (Q957306) (← links)
- (Q1099535) (redirect page) (← links)
- A test of goodness-of-fit based on extreme spacings with some efficiency comparisons (Q1099536) (← links)
- Tests of fit using spacings statistics with estimated parameters (Q1185326) (← links)
- The weak approximation of the empirical characteristic function process when parameters are estimated (Q1185786) (← links)
- On the power-divergence statistic in sparse multinomial models requiring parameter estimation (Q1186029) (← links)
- Estimation of accuracy in testing (Q1192986) (← links)
- Bayesian estimation for spherically symmetric distributions (Q1301595) (← links)
- Least squares cross-validation for the kernel deconvolution density estimator (Q1600150) (← links)
- Confidence intervals for the means of the selected populations (Q1689005) (← links)
- On completeness of the general linear model with spherically symmetric errors (Q1731217) (← links)
- On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots (Q1742738) (← links)
- Bootstrapping a Bayes estimator of a survival function with censored data (Q1804816) (← links)
- On the construction of Bayes minimax estimators (Q1807097) (← links)
- Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix (Q1810703) (← links)
- Power analysis for linear models with spherical errors (Q1866229) (← links)
- Loss estimation for spherically symmetric distributions (Q1893368) (← links)
- Estimation of a loss function for spherically symmetric distributions in the general linear model (Q1896271) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- Shrinkage estimation (Q1991072) (← links)
- The middle-scale asymptotics of Wishart matrices (Q2328054) (← links)
- Improved loss estimation for the lasso: a variable selection tool (Q2347554) (← links)
- On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles (Q2435764) (← links)
- Nonparametric estimation of the dependence function for a multivariate extreme value distribution (Q2482618) (← links)
- Mixture models, latent variables and partitioned importance sampling (Q2485463) (← links)
- Estimation of a location parameter with restrictions or ``vague information'' for spherically symmetric distributions (Q2502128) (← links)
- On improved loss estimation for shrinkage estimators (Q2634655) (← links)
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
- Practical Small-Sample Asymptotics for Regression Problems (Q3129045) (← links)
- Quantile Comparison Functions in Two-Sample Problems, With Application to Comparisons of Diagnostic Markers (Q3129049) (← links)
- (Q3210697) (← links)
- A class of tests for testing an increasing failure-rate-average distribution with randomly right-censored data (Q3361767) (← links)
- Some heuristics of kernel based estimators of ratio functions (Q3432406) (← links)
