Optimal sampling and estimation strategies under the linear model
A new approach to weighting and inference in sample surveys
Using calibration weighting to adjust for nonresponse under a plausible model
Influence functions and robust Bayes and empirical Bayes small area estimation
Robust functional estimation using the median and spherical principal components
Joint modelling of paired sparse functional data using principal components
Pointwise testing with functional data using the Westfall–Young randomization method
Adjustment uncertainty in effect estimation
Generalized varying coefficient models for longitudinal data
Additive partial linear models with measurement errors
Improving the efficiency of the log-rank test using auxiliary covariates
Supremum weighted log-rank test and sample size for comparing two-stage adaptive treatment strategies
The Benjamini–Hochberg method with infinitely many contrasts in linear models
Semiparametric model-based inference in the presence of missing responses
Conditionally specified continuous distributions
Conditional properties of unconditional parametric bootstrap procedures for inference in exponential families
Extended Bayesian information criteria for model selection with large model spaces
A note on conditional AIC for linear mixed-effects models