| Full likelihood inference for max-stable data |
9 |
| Sharpen statistical significance: Evidence thresholds and Bayes factors sharpened into Occam's razor |
6 |
| Bivariate smoothing of mortality surfaces with cohort and period ridges |
4 |
| Learning directed acyclic graph models based on sparsest permutations |
4 |
| Merging K-means with hierarchical clustering for identifying general-shaped groups |
4 |
| Semiparametric estimation for the accelerated failure time model with length-biased sampling and covariate measurement error |
3 |
| Flexible clustering of high-dimensional data via mixtures of joint generalized hyperbolic distributions |
3 |
| On the strong consistency of feature-weighted k-means clustering in a nearmetric space |
2 |
| Joint hierarchical Gaussian process model with application to personalized prediction in medical monitoring |
2 |
| Consistent significance controlled variable selection in high-dimensional regression |
2 |
| A doubly robust weighting estimator of the average treatment effect on the treated |
2 |
| Functional boxplots for multivariate curves |
2 |
| On symmetry-modulated distributions: revisiting an old result and a step further |
1 |
| BRISC: bootstrap for rapid inference on spatial covariances |
1 |
| On some high-dimensional two-sample tests based on averages of inter-point distances |
1 |
| A zero-inflated beta-binomial model for microbiome data analysis |
1 |
| Maximum regularized likelihood estimators: A general prediction theory and applications |
1 |
| Fast and exact simulation of univariate and bivariate Gaussian random fields |
1 |
| Simpler proofs for functional sliced inverse regression |
1 |
| An exposition of the false confidence theorem |
1 |
| Vector autoregression and envelope model |
1 |
| Preserving privacy between features in distributed estimation |
1 |
| A practical implementation of weighted kernel density estimation for handling shape constraints |
1 |
| A modified PageRank algorithm for biological pathway ranking |
1 |
| The Shkarofsky-Gneiting class of covariance models for bivariate Gaussian random fields |
1 |
| Which principal components are most sensitive in the change detection problem? |
1 |
| A multiattribute cumulative sum-np chart |
1 |
| Doubly robust estimation in observational studies with partial interference |
1 |
| A Bayesian spatial-temporal model with latent multivariate log-gamma random effects with application to earthquake magnitudes |
1 |
| Bayesian bootstrap inference for the receiver operating characteristic surface |
1 |
| A scale space approach for estimating the characteristic feature sizes in hierarchical signals |
1 |
| Non-convex penalized multitask regression using data depth-based penalties |
1 |
| Robust and sparse Gaussian graphical modelling under cell-wise contamination |
1 |
| A general framework for multivariate functional principal component analysis of amplitude and phase variation |
1 |
| Additive partially linear models for ultra-high-dimensional regression |
1 |
| Deep latent variable models for generating knockoffs |
1 |
| Calibrated adversarial algorithms for generative modelling |
1 |
| On the construction of knockoffs in case-control studies |
1 |
| Estimating the number of signals using principal component analysis |
1 |
| Distributed inference for degenerate U-statistics |
0 |
| Re-evaluating composite scores: Adaptive Lasso variable selection for non-linear models |
0 |
| Improving computational performance in likelihood-based network clustering |
0 |
| On confidence intervals centred on bootstrap smoothed estimators |
0 |
| Connections between cure rates and survival probabilities in proportional hazards models |
0 |
| Stochastic volatility generated by product autoregressive models |
0 |
| Tensor canonical correlation analysis |
0 |
| Inference in receiver operating characteristic surface analysis via a trinormal model-based testing approach |
0 |
| Marginal maximum likelihood estimation of conditional autoregressive models with missing data |
0 |
| Asymptotic normality of the time-domain generalized least squares estimator for linear regression models |
0 |
| Logistic regression error-in-covariate models for longitudinal high-dimensional covariates |
0 |
