192 results
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2. Decision Theory Results for One-Sided Multiple Comparison Procedures
3. MM Algorithms for Generalized Bradley-Terry Models
4. Balance and Orthogonality in Designs for Mixed Classification Models
5. SIGNAL DETECTION IN HIGH DIMENSION: THE MULTISPIKED CASE
6. GAUSSIAN GRAPHICAL MODEL ESTIMATION WITH FALSE DISCOVERY RATE CONTROL
7. REGULARIZED RANK-BASED ESTIMATION OF HIGH-DIMENSIONAL NONPARANORMAL GRAPHICAL MODELS
8. ADAPTIVE COVARIANCE MATRIX ESTIMATION THROUGH BLOCK THRESHOLDING
9. EDGE UNIVERSALITY OF CORRELATION MATRICES
10. GEE ANALYSIS OF CLUSTERED BINARY DATA WITH DIVERGING NUMBER OF COVARIATES
11. TRAJECTORY AVERAGING FOR STOCHASTIC APPROXIMATION MCMC ALGORITHMS
12. CORRECTIONS TO LRT ON LARGE-DIMENSIONAL COVARIANCE MATRIX BY RMT
13. Consistency of Restricted Maximum Likelihood Estimators of Principal Components
14. The Sparsity and Bias of the Lasso Selection in High-Dimensional Linear Regression
15. Applications of Products to the Generalized Compound Symmetry Problem
16. Nonparametric Estimation of a Vector-Valued Bivariate Failure Rate
17. Invariant Normal Models
18. The Bracketing Condition for Limit Theorems on Stationary Linear Processes
19. Transformation Theory: How Normal is a Family of Distributions?
20. Asymptotic Normality of the Anova Estimates of Components of Variance in the Nonnormal, Unbalanced Hierarchal Mixed Model
21. The Limiting Distribution of Least Squares in an Errors-in-Variables Regression Model
22. Missing Data in the One-Population Multivariate Normal Patterned Mean and Covariance Matrix Testing and Estimation Problem
23. Universal Domination and Stochastic Domination: Estimation Simultaneously Under a Broad Class of Loss Functions
24. Depth Weighted Scatter Estimators
25. Determining the Dimension of Iterative Hessian Transformation
26. Mean Squared Error of Empirical Predictor
27. Testing Homogeneity of Multivariate Normal Mean Vectors under an Order Restriction When the Covariance Matrices Are Common but Unknown
28. GLOBAL RATES OF CONVERGENCE IN LOG-CONCAVE DENSITY ESTIMATION
29. Projection Estimates of Multivariate Location
30. Some Hypothesis Tests for the Covariance Matrix When the Dimension Is Large Compared to the Sample Size
31. Ancestral Graph Markov Models
32. Laplace Approximations for Hypergeometric Functions with Matrix Argument
33. Modeling through Group Invariance: An Interesting Example with Potential Applications
34. Separation and Completeness Properties for AMP Chain Graph Markov Models
35. Prior Induction in Log-Linear Models for General Contingency Table Analysis
36. Improved Nonnegative Estimation of Multivariate Components of Variance
37. Robust Improvement in Estimation of a Covariance Matrix in an Elliptically Contoured Distribution
38. Computation of the Exact Information Matrix of Gaussian Dynamic Regression Time Series Models
39. Estimation and Testing for Lattice Conditional Independence Models on Euclidean Jordan Algebras
40. Limiting Distributions for L 1 Regression Estimators under General Conditions
41. State Space Modeling of Long-Memory Processes
42. Universally Optimal Designs with Blocksize p × 2 and Correlated Observations
43. A Limit Theory for Long-Range Dependence and Statistical Inference on Related Models
44. Empirical Process Approach in a Two-Sample Location--Scale Model with Censored Data
45. Markov Properties of Nonrecursive Causal Models
46. Least Upper Bound for the Covariance Matrix of a Generalized Least Squares Estimator in Regression with Applications to a Seemingly Unrelated Regression Model and a Heteroscedastic Model
47. Orthogonalization of Multivariate Location Estimators: The Orthomedian
48. Robust Estimation of Parameters in a Mixed Unbalanced Model
49. Asymptotics for Kernel Estimate of Sliced Inverse Regression
50. Constrained M-Estimation for Multivariate Location and Scatter
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