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Random Forest Prediction Intervals

The American statistician, 2020-10, Vol.74 (4), p.392-406

2020

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A blockwise empirical likelihood method for time series in frequency domain inference

The Annals of statistics, 2024-06, Vol.52 (3), p.1152

2024

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Predicting the Number of Future Events

Journal of the American Statistical Association, 2022-09, Vol.117 (539), p.1296-1310

2022

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On optimal block resampling for Gaussian-subordinated long-range dependent processes

The Annals of statistics, 2022-12, Vol.50 (6), p.3619

2022

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Methods to Compute Prediction Intervals: A Review and New Results

Statistical science, 2022-11, Vol.37 (4), p.580

2022

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Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples

Journal of computational and graphical statistics, 2024-07, Vol.33 (3), p.774-786

2024

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Sciences de l’homme et conquête coloniale

2017

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Case-Specific Random Forests

Journal of computational and graphical statistics, 2016-01, Vol.25 (1), p.49-65

2016

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CONVOLVED SUBSAMPLING ESTIMATION WITH APPLICATIONS TO BLOCK BOOTSTRAP

The Annals of statistics, 2019-02, Vol.47 (1), p.468-496

2019

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A FREQUENCY DOMAIN EMPIRICAL LIKELIHOOD METHOD FOR IRREGULARLY SPACED SPATIAL DATA

The Annals of statistics, 2015-04, Vol.43 (2), p.519-545

2015

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A SMOOTH BLOCK BOOTSTRAP FOR QUANTILE REGRESSION WITH TIME SERIES

The Annals of statistics, 2018-06, Vol.46 (3), p.1138-1166

2018

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Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler

Journal of computational and graphical statistics, 2020-04, Vol.29 (2), p.286-296

2020

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Local structure graph models with higher‐order dependence

Canadian journal of statistics, 2021-06, Vol.49 (2), p.497-513

2021

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The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds

The American statistician, 2016-08, Vol.70 (3), p.275-284

2016

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A Note on the Stationary Bootstrap's Variance

The Annals of statistics, 2009-02, Vol.37 (1), p.359-370

Nordman, Daniel J.

2009

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Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

Journal of time series analysis, 2019-07, Vol.40 (4), p.447-466

2019

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Progressive Block Empirical Likelihood Method for Time Series

Journal of the American Statistical Association, 2013-12, Vol.108 (504), p.1506-1516

2013

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A frequency domain bootstrap for Whittle estimation under long-range dependence

Journal of multivariate analysis, 2013-03, Vol.115, p.405-420

2013

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Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

Journal of time series analysis, 2018-05, Vol.39 (3), p.380-401

2018

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A NONSTANDARD EMPIRICAL LIKELIHOOD FOR TIME SERIES

The Annals of statistics, 2013-12, Vol.41 (6), p.3050-3073

2013

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Bayesian Inference for a New Class of Distributions on Equivalence Classes of Three-Dimensional Orientations With Applications to Materials Science

Technometrics, 2016-05, Vol.58 (2), p.214-224

2016

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GOODNESS OF FIT TESTS FOR A CLASS OF MARKOV RANDOM FIELD MODELS

The Annals of statistics, 2012-02, Vol.40 (1), p.104-130

2012

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Empirical likelihood confidence intervals for the mean of a long-range dependent process

Journal of time series analysis, 2007-07, Vol.28 (4), p.576-599

2007

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Convergence rates of empirical block length selectors for block bootstrap

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2014-05, Vol.20 (2), p.958-978

2014

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A frequency domain empirical likelihood for short- and long-range dependence

The Annals of statistics, 2006-12, Vol.34 (6)

2006

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Random Forest Prediction Intervals

A blockwise empirical likelihood method for time series in frequency domain inference

Predicting the Number of Future Events

On optimal block resampling for Gaussian-subordinated long-range dependent processes

Methods to Compute Prediction Intervals: A Review and New Results

Properties of Test Statistics for Nonparametric Cointegrating Regression Functions Based on Subsamples

Sciences de l’homme et conquête coloniale

Case-Specific Random Forests

CONVOLVED SUBSAMPLING ESTIMATION WITH APPLICATIONS TO BLOCK BOOTSTRAP

A FREQUENCY DOMAIN EMPIRICAL LIKELIHOOD METHOD FOR IRREGULARLY SPACED SPATIAL DATA

A SMOOTH BLOCK BOOTSTRAP FOR QUANTILE REGRESSION WITH TIME SERIES

Simulating Markov Random Fields With a Conclique-Based Gibbs Sampler

Local structure graph models with higher‐order dependence

The Number of MCMC Draws Needed to Compute Bayesian Credible Bounds

A Note on the Stationary Bootstrap's Variance

Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

Progressive Block Empirical Likelihood Method for Time Series

A frequency domain bootstrap for Whittle estimation under long-range dependence

Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

A NONSTANDARD EMPIRICAL LIKELIHOOD FOR TIME SERIES

Bayesian Inference for a New Class of Distributions on Equivalence Classes of Three-Dimensional Orientations With Applications to Materials Science

GOODNESS OF FIT TESTS FOR A CLASS OF MARKOV RANDOM FIELD MODELS

Empirical likelihood confidence intervals for the mean of a long-range dependent process

Convergence rates of empirical block length selectors for block bootstrap

A frequency domain empirical likelihood for short- and long-range dependence

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