Variable selection in high-dimensional linear models : partially faithful distributions and the PC-simple algorithm
Dimension reduction for non-elliptically distributed predictors : second-order methods
Sufficient dimension reduction through discretization-expectation estimation
Semiparametric dimension reduction estimation for mean response with missing data
On the relative efficiency of using summary statistics versus individual-level data in meta-analysis
Evidence factors in observational studies
A theory for testing hypotheses under covariate-adaptive randomization
Efficient estimation in multi-phase case-control studies
Risk-adjusted monitoring of time to event
Calibrating parametric subject-specific risk estimation
Interval estimation for drop-the-losers designs
Efficient scalable schemes for monitoring a large number of data streams
Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
A sequential smoothing algorithm with linear computational cost
The horseshoe estimator for sparse signals
Likelihood ratio statistics based on an integrated likelihood
Objective Bayes and conditional inference in exponential families
Copula inference under censoring
Optimal designs for the emax, log-linear and exponential models