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On additive conditional quantiles with high-dimensional covariates
Gooijer, Jan G. de; Zerom Godefay, Dawit - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 135-146
Persistent link: https://www.econbiz.de/10001754636
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Distribution of rankings for groups exhibiting heteroscedasticity and correlation
Gilbert, Scott - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 147-157
Persistent link: https://www.econbiz.de/10001754640
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Dynamical correlation for multivariate longitudinal data
Dubin, Joel A.; Müller, Hans-Georg - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 872-881
Persistent link: https://www.econbiz.de/10003107732
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The estimation of prediction error : covariance penalties and cross-validation
Efron, Bradley - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 619-642
Persistent link: https://www.econbiz.de/10002241636
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Unbiased estimating equations from working correlation models for irregularly timed repeated measures
Wang, You-gan; Carey, Vincent J. - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 845-853
Persistent link: https://www.econbiz.de/10002242464
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Space-time covariance functions
Stein, Michael L. - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 310-321
Persistent link: https://www.econbiz.de/10002706054
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Adaptive thresholding for sparse covariance matrix estimation
Cai, Tony; Liu, Weidong - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 672-684
Persistent link: https://www.econbiz.de/10009267523
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Reduced bank mixed effects models for spatially correlated hierarchical functional data
Zhou, Lan; Huang, Jianhua Z.; Martinez, Josue G.; … - In: Journal of the American Statistical Association : JASA 105 (2010) 489, pp. 390-400
Persistent link: https://www.econbiz.de/10008732082
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Highly efficient aggregate unbiased estimating functions approach for correlated data with missing at Random
Qu, Annie; Lindsay, Bruce G.; Lu, Lin - In: Journal of the American Statistical Association : JASA 105 (2010) 489, pp. 194-204
Persistent link: https://www.econbiz.de/10008732127
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Tests for high-dimensional covariance matrices
Chen, Song Xi; Zhang, Li-xin; Zhong, Ping-shou - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 810-819
Persistent link: https://www.econbiz.de/10008736837