Volume 26.
(as bibtex)
55 references.
Articles
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1-15. Shrinkage and orthogonal decomposition
Blaker, Helge
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107-128. Statistical models for birth and death on a flow: Local absolute continuity and likelihood ratio processes
Locherbach, E.,
Loecherbach, E.,
Hopfner, R.,
Hoepfner, R.,
Höpfner, R.,
Löcherbach, E.
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129-144. Conditional prior proposals in dynamic models
Knorr-Held, Leonhard
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145-157. Flowgraph models for generalized phase type distributions having non-exponential waiting times
Huzurbazar, Aparna V.
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159-159. Correction to ``Expected survival in the Cox model'' (1997V24 p275-287)
Nielsen, Bent
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161-191. Multivariate calibration -- Direct and indirect regression methodology (Disc: p192-207)
Sundberg, Rolf
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161-207. Multivariate Calibration — Direct and Indirect Regression Methodology
Sundberg, Rolf
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17-30. A generalized view on continuum regression
Bjorkstrom, Anders,
Bjoerkstroem, Anders,
Björkström, Anders,
Sundberg, Rolf
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192-193. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
Brown, Philip J.
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193-196. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
Martens, Harald
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196-199. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
Naes, Tormod,
Næs, Tormod
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200-204. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
Oman, Samuel D.
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204-205. Comment on ``Multivariate calibration -- Direct and indirect regression methodology''
Wold, Svante
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205-207. Reply to comments on ``Multivariate calibration -- Direct and indirect regression methodology''
Sundberg, Rolf
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209-220. Likelihood factorizations for mixed discrete and continuous variables
Cox, D. R.,
Wermuth, Nanny
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221-238. Testing a regression model when we have smooth alternatives in mind
Haerdle, Wolfgang,
Hardle, Wolfgang,
Härdle, Wolfgang,
Kneip, Alois
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239-252. Smoothing splines and shape restrictions
Mammen, E.,
Thomas-Agnan, C.
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253-264. Tail exactness of multivariate saddlepoint approximations
Kluppelberg, C.,
Klueppelberg, C.,
Barndorff-Nielsen, O. E.,
Klüppelberg, C.
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265-279. A generalized Bayes rule for prediction
Corcuera, Jose Manuel,
Corcuera, José Manuel
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281-295. Weighted approximations to continuous time martingales with applications
Haeusler, Erich,
Mason, David M.
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297-318. Asymptotic Properties of M-estimators Based on Estimating Equations and Censored Data
Wang, Jane-Ling
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297-318. Asymptotic properties of $M$-estimators based on estimating equations and censored data
Wang, Jane-Ling
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31-46. Estimated generalized least squares for random coefficient regression models
Anh, V. V.,
Chelliah, T.
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319-343. Affine invariant multivariate sign and rank tests and corresponding estimates: A review
Oja, Hannu
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345-361. Semiparametric additive accelerated life models
Bordes, Laurent
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363-372. Semiparametric likelihood estimation in the Clayton-Oakes failure time model
Glidden, D. V.,
Self, S. G.
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363-372. Semiparametric Likelihood Estimation in the Clayton–Oakes Failure Time Model
Self, S. G.,
Glidden, D. V.
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373-393. Random Bernstein polynomials
Petrone, Sonia
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395-411. On exact simulation of Markov random fields using coupling from the past
Haeggstroem, Olle,
Haggstrom, Olle,
Häggström, Olle,
Nelander, Karin
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413-431. On the validity of the Markov interpretation of path diagrams of Gaussian structural equations systems with correlated errors
Koster, Jan T. A.
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433-450. The Whittle estimator for strongly dependent stationary Gaussian fields
Ludena, Carenne,
Ludeña, Carenne,
Lavielle, Marc
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451-464. On a bivariate distribution with exponential marginals
Kotz, Samuel,
Singpurwalla, Nozer D.
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465-473. Asymptotic minimax risk for the white noise model on the sphere
Klemelae, Jussi,
Klemela, Jussi,
Klemelä, Jussi
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47-59. Beta-Bernstein smoothing for regression curves with compact support
Brown, Bruce M.,
Chen, Song Xi
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475-476. Comment on ``Berry-Esséen and bootstrap results for generalized $L$-statistics'' (1990V17 p65-77)
Putt, Mary,
Chinchilli, Vernon M.
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475-476. Generalized L-statistics: Correction to the Form of the Asymptotic Variance Presented by Helmers et al. (1990)
Chinchilli, Vernon M.,
Putt, Mary
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477-477. Correction to ``Exact and approximate distributions of the maximum likelihood estimate in a simple factor analysis model'' (1998V25 p39-51)
Anderson, T. W.,
Laake, Petter
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479-491. Cox regression with incomplete covariate measurements using the EM-algorithm
Martinussen, Torben
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493-509. The efficiency of simple and counter-matched nested case-control sampling
Borgan, Ornulf,
Borgan, Oernulf,
Borgan, Ørnulf,
Olsen, Espen F.
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511-532. Indices of dependence between types in multivariate point patterns
van Lieshout, M. N. M.,
Baddeley, A. J.
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533-537. A note on empirical process methods in the theory of Poisson point processes
Liese, F.,
Ziegler, K.
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539-561. Kernel density estimation with generalized binning
Stadtmueller, U.,
Stadtmuller, U.,
Pawlak, M.,
Stadtmüller, U.
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563-578. Estimating the prediction mean squared error in Gaussian stochastic processes with exponential correlation structure
Abt, Markus
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579-592. The loss of efficiency estimating linear functions under restrictions
Fernandez, Miguel A.,
Fernández, Miguel A.,
Rueda, Cristina,
Salvador, Bonifacio
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593-609. Properties and applications of the generalized likelihood as a summary function for prediction problems
Bedrick, Edward J.,
Hill, Joe R.
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61-72. Multiple kernel procedure: An asymptotic support
Vieu, Philippe
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611-620. On statistical models for $d$-dimensional stable processes, and some generalizations
Hoepfner, Reinhard,
Hopfner, Reinhard,
Höpfner, Reinhard
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611-620. On Statistical Models for d-Dimensional Stable Processes, and Some Generalizations
Hopfner, Reinhard
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621-633. Analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal inequalities for symmetric statistics
Ibragimov, R.,
Sharakhmetov, Sh.
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621-633. Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics
Ibragimov, R.,
Sharakhmetov, Sh.
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73-86. Logspline deconvolution in Besov space
Koo, Ja-Yong
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87-105. Logspline density estimation under censoring and truncation
Koo, Ja-Yong,
Kooperberg, Charles,
Park, Jinho
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-. Correction Note to “Exact and Approximate Distributions of the Maximum Likelihood Estimate in a Simple Factor Analysis Model”
Laake, Petter,
Anderson, T. W.
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-. Expected Survival in the Cox Model: an Addendum
Nielsen, Brent
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-. Index to Volume 26, 1999