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Ensemble Linear Subspace Analysis of High-Dimensional Data

Entropy (Basel, Switzerland), 2021-03, Vol.23 (3), p.324

2021

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A semiparametric inverse-Gaussian model and inference for survival data with a cured proportion

Canadian journal of statistics, 2014-12, Vol.42 (4), p.635-649

2014

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Absolute penalty and shrinkage estimation in partially linear models

Computational statistics & data analysis, 2012-04, Vol.56 (4), p.874-891

2012

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Nonparametric Variable Selection: The EARTH Algorithm

Journal of the American Statistical Association, 2008-12, Vol.103 (484), p.1609-1620

2008

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A new class of semiparametric transformation models based on first hitting times by latent degradation processes

Stat (International Statistical Institute), 2013-12, Vol.2 (1), p.227-241

2013

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Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models

Linear algebra and its applications, 2009-05, Vol.430 (10), p.2749-2761

2009

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Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’

Applied stochastic models in business and industry, 2017-03, Vol.33 (2), p.130-130

2017

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SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS

Australian & New Zealand journal of statistics, 2007-12, Vol.49 (4), p.435-454

2007

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Asymptotic optimality of Hodges-Lehmann inverse rank likelihood estimators

Statistical modelling, 2013-10, Vol.13 (5-6), p.397-407

Doksum, Kjell

2013

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Selecting local models in multiple regression by maximizing power

Metrika, 2009-03, Vol.69 (2-3), p.283-304

2009

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Nearest neighbor estimates of regression

Computational statistics & data analysis, 2017-06, Vol.110, p.64-74

2017

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Shrinkage, pretest, and penalty estimators in generalized linear models

Statistical methodology, 2015-05, Vol.24, p.52-68

2015

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LASSO and shrinkage estimation in Weibull censored regression models

Journal of statistical planning and inference, 2012-06, Vol.142 (6), p.1273-1284

2012

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Models for variable-stress accelerated life testing experiments based on wiener processes and the inverse gaussian distribution

Technometrics, 1992-02, Vol.34 (1), p.74-82

1992

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Nonparametric variable selection and classification: The CATCH algorithm

Computational statistics & data analysis, 2014-04, Vol.72, p.158-175

2014

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SIMULTANEOUS CONFIDENCE INTERVALS FOR SEMIPARAMETRIC LOGISTICS REGRESSION AND CONFIDENCE REGIONS FOR THE MULTI-DIMENSIONAL EFFECTIVE DOSE

Statistica Sinica, 2010-04, Vol.20 (2), p.637-659

2010

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L 1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

Applied stochastic models in business and industry, 2012-05, Vol.28 (3), p.236-250

2012

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Neighborhood correlation

Journal of statistical planning and inference, 2000-12, Vol.91 (2), p.267-294

2000

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L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

Applied stochastic models in business and industry, 2012-05, Vol.28 (3), p.236-250

2012

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On Average Derivative Quantile Regression

The Annals of statistics, 1997-04, Vol.25 (2), p.715-744

1997

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An Analysis of Transformations Revisited

Journal of the American Statistical Association, 1981-06, Vol.76 (374), p.296-311

1981

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Semiparametric Models and Likelihood – The Power of Ranks

Lecture notes-monograph series, 2009-01, Vol.57, p.67-92

2009

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An Extension of Partial Likelihood Methods for Proportional Hazard Models to General Transformation Models

The Annals of statistics, 1987-03, Vol.15 (1), p.325-345

Doksum, Kjell A.

1987

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Nonparametric Estimation of Global Functionals and a Measure of the Explanatory Power of Covariates in Regression

The Annals of statistics, 1995-10, Vol.23 (5), p.1443-1473

1995

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An Analysis of Extremes: Semiparametric Efficiency in Regression

Pioneering Works on Extreme Value Theory, 2021, p.71-91

2021

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Ensemble Linear Subspace Analysis of High-Dimensional Data

A semiparametric inverse-Gaussian model and inference for survival data with a cured proportion

Absolute penalty and shrinkage estimation in partially linear models

Nonparametric Variable Selection: The EARTH Algorithm

A new class of semiparametric transformation models based on first hitting times by latent degradation processes

Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models

Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’

SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS

Asymptotic optimality of Hodges-Lehmann inverse rank likelihood estimators

Selecting local models in multiple regression by maximizing power

Nearest neighbor estimates of regression

Shrinkage, pretest, and penalty estimators in generalized linear models

LASSO and shrinkage estimation in Weibull censored regression models

Models for variable-stress accelerated life testing experiments based on wiener processes and the inverse gaussian distribution

Nonparametric variable selection and classification: The CATCH algorithm

SIMULTANEOUS CONFIDENCE INTERVALS FOR SEMIPARAMETRIC LOGISTICS REGRESSION AND CONFIDENCE REGIONS FOR THE MULTI-DIMENSIONAL EFFECTIVE DOSE

L 1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

Neighborhood correlation

L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors

On Average Derivative Quantile Regression

An Analysis of Transformations Revisited

Semiparametric Models and Likelihood – The Power of Ranks

An Extension of Partial Likelihood Methods for Proportional Hazard Models to General Transformation Models

Nonparametric Estimation of Global Functionals and a Measure of the Explanatory Power of Covariates in Regression

An Analysis of Extremes: Semiparametric Efficiency in Regression

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