Volume 103.
(as bibtex)
27 references.
Articles
-
101-115. On the performance of subset selection rules under normality
Gupta, Shanti S.,
Miescke, Klaus J.
-
117-135. A composite likelihood approach to (co)variance components estimation
Lele, Subhash,
Taper, Mark L.
-
137-150. Correspondence analysis and diagonal expansions in terms of distribution functions
Cuadras, Carles M.
-
15-37. Jump-diffusion Markov processes on orthogonal groups for object pose estimation
Srivastava, Anuj,
Grenander, Ulf,
Jensen, Gary R.,
Miller, Michael I.
-
151-172. On the construction of multiple use confidence regions based on combined information in univariate calibration
Mathew, Thomas,
Sharma, Manoj Kumar
-
173-180. On extremal correlations
Parthasarathy, K. R.
-
181-189. Directed likelihood ratio tests for ordered alternatives and inference results for the star-shaped restriction
Cohen, Arthur,
Sackrowitz, H. B.
-
191-203. Selecting the most reliable Poisson population provided it is better than a control: A nonparametric empirical Bayes approach
Gupta, Shanti S.,
Liang, TaChen
-
205-223. Nonsubjective Bayes testing -- An overview
Ghosh, Jayanta K.,
Samanta, Tapas
-
225-243. Bayesian analysis and design for comparison of effect-sizes
Bayarri, M. J.,
Mayoral, A. M.
-
245-261. Nonconjugate Bayesian regression on many variables
Fang, B. Q.,
Dawid, A. P.
-
263-285. Strong matching of frequentist and Bayesian parametric inference
Fraser, D. A. S.,
Reid, N.
-
287-310. A journey in single steps: Robust one-step $M$-estimation in linear regression
Welsh, A. H.,
Ronchetti, Elvezio
-
3-13. Some remarks on arithmetic physics
Varadarajan, V. S.
-
311-329. A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
Dette, Holger
-
331-360. A class of rank-score tests in factorial designs
Brunner, Edgar,
Puri, Madan L.
-
361-376. Smooth estimation of multivariate survival and density functions
Chaubey, Yogendra P.,
Sen, Pranab K.
-
377-390. How are moments and moments of spacings related to distribution functions?
Jones, M. C.,
Balakrishnan, N.
-
39-49. Martingale generating functions for Markov chains
Williams, E. J.,
Watson, R. K.
-
391-400. On solutions for global Stein optimization problems with applications
Ralescu, Stefan
-
401-420. Results on nonlinear least squares estimators under nonlinear equality constraints
Pazman, Andrej,
Pázman, Andrej
-
421-436. Analysis of multivariate longitudinal data using quasi-least squares
Chaganty, N. Rao,
Naik, Dayanand N.
-
437-453. Model checking in loglinear models using $\phi$-divergences and MLEs
Cressie, Noel,
Pardo, Leandro
-
455-470. Some theory for penalized spline generalized additive models
Aerts, M.,
Claeskens, G.,
Wand, M. P.
-
51-63. Moving-maximum models for extrema of time series
Hall, Peter,
Peng, Liang,
Yao, Qiwei
-
65-85. On asymptotic distribution and asymptotic efficiency of least squares estimators of spatial variogram parameters
Lahiri, Soumendra Nath,
Lee, Yoondong,
Cressie, Noel
-
87-99. Group invariant inference and right Haar measure
Eaton, Morris L.,
Sudderth, William D.