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Location adjustment for the minimum volume ellipsoid estimator
Robust variance estimators for fixed-effect estimates with hierarchical-likelihood
A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation
Choice of wavelet smoothness, primary resolution and threshold in wavelet shrinkage
Perfect simulation for correlated Poisson random variables conditioned to be positive
Marginal and hazard ratio specific random data generation
A Bayesian decision theory approach to variable selection for discrimination
Non-parametric bootstrap recycling
Computing maximum smoothness forward rate curves
Least absolute deviations estimation via the EM algorithm
Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models