UB Paderborn / Katalog / Suche / in CDI

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Journal of the American Statistical Association, 2001-12, Vol.96 (456), p.1348-1360

2001

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Locally Weighted Censored Quantile Regression

Journal of the American Statistical Association, 2009-09, Vol.104 (487), p.1117-1128

2009

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Cross-Validation and the Estimation of Conditional Probability Densities

Journal of the American Statistical Association, 2004-12, Vol.99 (468), p.1015-1026

2004

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Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

Journal of the American Statistical Association, 2005-03, Vol.100 (469), p.94-108

2005

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Nonparametric Estimation of an Additive Quantile Regression Model

Journal of the American Statistical Association, 2005-12, Vol.100 (472), p.1238-1249

2005

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On Judging the Significance of Differences by Examining the Overlap Between Confidence Intervals

The American statistician, 2001-08, Vol.55 (3), p.182-186

2001

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Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data

Journal of the American Statistical Association, 2005-03, Vol.100 (469), p.147-157

2005

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Generalized Partially Linear Single-Index Models

Journal of the American Statistical Association, 1997-06, Vol.92 (438), p.477-489

1997

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Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

Journal of the American Statistical Association, 2002-03, Vol.97 (457), p.284-292

Abadie, Alberto

2002

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Adapting to Unknown Smoothness via Wavelet Shrinkage

Journal of the American Statistical Association, 1995-12, Vol.90 (432), p.1200-1224

1995

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Simple and Effective Confidence Intervals for Proportions and Differences of Proportions Result from Adding Two Successes and Two Failures

The American statistician, 2000-11, Vol.54 (4), p.280-288

2000

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Bayesian Smoothing and Regression Splines for Measurement Error Problems

Journal of the American Statistical Association, 2002-03, Vol.97 (457), p.160-169

2002

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Partially Linear Hazard Regression for Multivariate Survival Data

Journal of the American Statistical Association, 2007-06, Vol.102 (478), p.538-551

2007

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A Semiparametric Transformation Approach to Estimating Usual Daily Intake Distributions

Journal of the American Statistical Association, 1996-12, Vol.91 (436), p.1440-1449

1996

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Practical Bayesian Density Estimation Using Mixtures of Normals

Journal of the American Statistical Association, 1997-09, Vol.92 (439), p.894-902

1997

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Methods for Estimating a Conditional Distribution Function

Journal of the American Statistical Association, 1999-03, Vol.94 (445), p.154-163

1999

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Likelihood-Based Local Linear Estimation of the Conditional Variance Function

Journal of the American Statistical Association, 2004-03, Vol.99 (465), p.139-144

2004

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Estimating the Number of Classes via Sample Coverage

Journal of the American Statistical Association, 1992-03, Vol.87 (417), p.210-217

1992

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Nonparametric Estimation of a Recurrent Survival Function

Journal of the American Statistical Association, 1999-03, Vol.94 (445), p.146-153

1999

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Generalized Linear Models for Small-Area Estimation

Journal of the American Statistical Association, 1998-03, Vol.93 (441), p.273-282

1998

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Simulation-Extrapolation: The Measurement Error Jackknife

Journal of the American Statistical Association, 1995-12, Vol.90 (432), p.1247-1256

1995

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Some Simple Robust Methods for the Analysis of Recurrent Events

Technometrics, 1995-05, Vol.37 (2), p.158-168

1995

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Fitting the Generalized Pareto Distribution to Data

Journal of the American Statistical Association, 1997-12, Vol.92 (440), p.1609-1620

1997

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Piecewise Constant Cross-Ratio Estimation for Association of Age at a Marker Event and Age at Menopause

Journal of the American Statistical Association, 2006-03, Vol.101 (473), p.65-77

2006

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Spatially Adaptive Regression Splines and Accurate Knot Selection Schemes

Journal of the American Statistical Association, 2001-03, Vol.96 (453), p.247-259

2001

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Einstellungen

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Locally Weighted Censored Quantile Regression

Cross-Validation and the Estimation of Conditional Probability Densities

Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

Nonparametric Estimation of an Additive Quantile Regression Model

On Judging the Significance of Differences by Examining the Overlap Between Confidence Intervals

Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data

Generalized Partially Linear Single-Index Models

Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

Adapting to Unknown Smoothness via Wavelet Shrinkage

Simple and Effective Confidence Intervals for Proportions and Differences of Proportions Result from Adding Two Successes and Two Failures

Bayesian Smoothing and Regression Splines for Measurement Error Problems

Partially Linear Hazard Regression for Multivariate Survival Data

A Semiparametric Transformation Approach to Estimating Usual Daily Intake Distributions

Practical Bayesian Density Estimation Using Mixtures of Normals

Methods for Estimating a Conditional Distribution Function

Likelihood-Based Local Linear Estimation of the Conditional Variance Function

Estimating the Number of Classes via Sample Coverage

Nonparametric Estimation of a Recurrent Survival Function

Generalized Linear Models for Small-Area Estimation

Simulation-Extrapolation: The Measurement Error Jackknife

Some Simple Robust Methods for the Analysis of Recurrent Events

Fitting the Generalized Pareto Distribution to Data

Piecewise Constant Cross-Ratio Estimation for Association of Age at a Marker Event and Age at Menopause

Spatially Adaptive Regression Splines and Accurate Knot Selection Schemes

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