¡@ |
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)
- ML estimation of the t distribution using EM and its extensions, ECM and ECME
Liu, C. H. and Rubin, D. B Vol. 5, No. 1, pp 19-39 (Year 1995)
- An overview of composite likelihood methods
Cristiano Varin, Nancy Reid and David Firth Vol. 21, No. 1, pp 5-42 (Year 2011)
- On the number of successes in independent trials
Wang, Y. H. Vol. 3, No. 2, pp 295-312 (Year 1993)
- Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage
John Barnard, Robert McCulloch and Xiao-Li Meng Vol. 10, No. 4, pp 1281-1311 (Year 2000)
- 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)
- Molecular phylogenetics from an algebraic viewpoint
Elizabeth S. Allman and John A. Rhodes Vol. 17, No. 4, pp 1273-1297 (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)
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Debashis Paul Vol. 17, No. 4, pp 1617-1642 (Year 2007)
|