Journal of The Royal Statistical Society Series B-statistical Methodology
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Wiley (Blackwell Publishing)
Showing first 25 out of 1,336 results
New local estimation procedure for a non-parametric regression function for longitudinal data
Weixin Yao, Runze Li
2012
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2012.01038.x pmcid:PMC3607647 wikidata:Q30608666
Estimation of extreme quantiles for functions of dependent random variables
Jinguo Gong, Yadong Li, Liang Peng, Qiwei Yao
2014
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12103
The conditional permutation test for independence while controlling for confounders
Thomas B. Berrett, Yi Wang, Rina Foygel Barber, Richard J. Samworth
2019
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12340
Cumulative incidence association models for bivariate competing risks data
Yu Cheng, Jason P. Fine
2012
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2011.01012.x pmcid:PMC3322730 wikidata:Q34233441
A Bayesian decision theoretic model of sequential experimentation with delayed response
Stephen Chick, Martin Forster, Paolo Pertile
2017
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12225
Semiparametric regression for the mean and rate functions of recurrent events
D. Y. Lin, L. J. Wei, I. Yang, Z. Ying
2000
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/1467-9868.00259
Shrinkage inverse regression estimation for model-free variable selection
Howard D. Bondell, Lexin Li
2009
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2008.00686.x
Recurrent events analysis in the presence of time-dependent covariates and dependent censoring
Maja Miloslavsky, Sunduz Keles, Mark J. Laan, Steve Butler
2004
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2004.00442.x
Clustering objects on subsets of attributes (with discussion)
Jerome H. Friedman, Jacqueline J. Meulman
2004
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2004.02059.x
Statistics of heteroscedastic extremes
John H. J. Einmahl, Laurens de Haan, Chen Zhou
2014
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12099
Free-knot polynomial splines with confidence intervals
Wenxin Mao, Linda H. Zhao
2003
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1046/j.1369-7412.2003.00422.x
Drift estimation in sparse sequential dynamic imaging, with application to nanoscale fluorescence microscopy
Alexander Hartmann, Stephan Huckemann, Jörn Dannemann, Oskar Laitenberger, Claudia Geisler, Alexander Egner, Axel Munk
2015
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12128
AnM-estimator of spatial tail dependence
John H. J. Einmahl, Anna Kiriliouk, Andrea Krajina, Johan Segers
2015
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12114
Controlling the reinforcement in Bayesian non-parametric mixture models
Antonio Lijoi, Ramsés H. Mena, Igor Prünster
2007
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2007.00609.x
Quantile spectral analysis for locally stationary time series
Stefan Birr, Stanislav Volgushev, Tobias Kley, Holger Dette, Marc Hallin
2017
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12231
Calibrating the excess mass and dip tests of modality
M.-Y. Cheng, P. Hall
1998
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/1467-9868.00141
Local composite quantile regression smoothing: an efficient and safe alternative to local polynomial regression
Bo Kai, Runze Li, Hui Zou
2010
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2009.00725.x pmcid:PMC2958780 wikidata:Q34220220
Quasi‐stationary Monte Carlo and the ScaLE algorithm
Murray Pollock, Paul Fearnhead, Adam M. Johansen, Gareth O. Roberts
2020
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12365
Sequential quasi Monte Carlo
Mathieu Gerber, Nicolas Chopin
2015
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12104
Joint modelling of repeated measurements and time-to-event outcomes: flexible model specification and exact likelihood inference
Jessica Barrett, Peter Diggle, Robin Henderson, David Taylor-Robinson
2014
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12060 pmcid:PMC4384944 wikidata:Q35263926
Sufficient dimension reduction in regressions across heterogeneous subpopulations
Liqiang Ni, R. Dennis Cook
2006
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2005.00534.x
Relevant statistics for Bayesian model choice
Jean-Michel Marin, Natesh S. Pillai, Christian P. Robert, Judith Rousseau
2013
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12056
Optimal a priori balance in the design of controlled experiments
Nathan Kallus
2017
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12240
Collapsibility of distribution dependence
Zongming Ma, Xianchao Xie, Zhi Geng
2006
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/j.1467-9868.2005.00536.x
Covariate balancing propensity score
Kosuke Imai, Marc Ratkovic
2013
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Journal of The Royal Statistical Society Series B-statistical Methodology
doi:10.1111/rssb.12027
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