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Top 10 articles are determined based on the records of paper accesses over the last 90 days.
- Pseudo-$R^2$ in logistic regression model
Bo Hu, Jun Shao and Mari Palta Vol. 16, No. 3, pp 847-860 (Year 2006)
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Debashis Paul Vol. 17, No. 4, pp 1617-1642 (Year 2007)
- Inference for semiparametric models: some questions and an answer
Peter J. Bickel and Jaimyoung Kwon Vol. 11, No. 4, pp 863-960 (Year 2001)
- Large sample covariance matrices without independence structures in columns
Zhidong Bai and Wang Zhou Vol. 18, No. 2, pp 425-442 (Year 2008)
- Sequential analysis: some classical problems and new challenges
Tze Leung Lai Vol. 11, No. 2, pp 303-408 (Year 2001)
- PROPENSITY SCORE WEIGHTING ANALYSIS OF SURVIVAL OUTCOMES USING PSEUDO-OBSERVATIONS
Shuxi Zeng, Fan Li, Liangyuan Hu and Fan Li Vol. 33, No. 3, pp pan class="font-sb"> 33 (Year 2023)
- Limit theorems for weakly de pendent Hilbert space valued random variables with application to the stationary bootstrap
Politis , D. N. and Romano , J. P. Vol. 4, No. 2, pp 461-476 (Year 1994)
- MODEL SELECTION FOR GAUSSIAN MIXTURE MODELS
Tao Huang, Heng Peng and Kun Zhang Vol. 27, No. 1, pp pan class="font-sb">27 (Year 2017)
- On the calibration of Silverman's test for multimodality
Peter Hall and Matthew York Vol. 11, No. 2, pp 515-536 (Year 2001)
- A general theory for orthogonal array based Latin hypercube sampling
Mingyao Ai, Xiangshun Kong and Kang Li Vol. 26, No. 2, pp ass="cmbx-8">26 (Year 2016)
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