J. Robins, A. Rotnitzky
págs. 763-783
págs. 785-800
págs. 801-818
A crossvalidation method for estimating conditional densities
T. H. Yim, J. Fan
págs. 819-834
págs. 835-848
págs. 849-862
Adjusting for covariate errors with nonparametric assessment of the true covariate distribution
D. A. Pierce, A. M. Kellerer
págs. 863-876
Adaptive cluster double sampling
M. H. Felix-Medina
págs. 877-891
Efficient balanced sampling: The cube method
J. C. Deville
págs. 893-912
Coordination, combination and extension of balanced samples
Y. Tille, A. C. Favre
págs. 913-927
A paradox concerning nuisance parameters and projected estimating functions
M. Henmi, S. Eguchi
págs. 929-941
Statistical inference based on non-smooth estimating functions
L. J. Wei, L. Tian, Y. Zhao, J. Liu
págs. 943-954
`Analytic' wavelet thresholding
A. T. Walden, S. C. Olhede
págs. 955-973
Multivariate distributions with support above the diagonal
P. V. Larsen, M. C. Jones
págs. 975-986
The distribution of the difference between two t-variates
P. H. Garthwaite
págs. 987-994
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