Works matching IS 13697412 AND DT 2004 AND VI 66 AND IP 1
Results: 17
Recurrent events analysis in the presence of time-dependent covariates and dependent censoring.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 239, doi. 10.1111/j.1467-9868.2004.00442.x
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Penalized triograms: total variation regularization for bivariate smoothing.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 145, doi. 10.1111/j.1467-9868.2004.00437.x
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Application of 'delete = replace' to deletion diagnostics for variance component estimation in the linear mixed model.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 131, doi. 10.1046/j.1369-7412.2003.05211.x
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Report of the Editors--2003.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 1, doi. 10.1046/j.1369-7412.2003.02051.x
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Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 221, doi. 10.1046/j.1369-7412.2003.05220.x
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Likelihood ratio tests in linear mixed models with one variance component.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 165, doi. 10.1111/j.1467-9868.2004.00438.x
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Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 187, doi. 10.1111/j.1467-9868.2004.00439.x
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An estimating equation for parametric shared frailty models with marginal additive hazards.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 207, doi. 10.1046/j.1369-7412.2003.05305.x
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Power transformations to induce normality and their applications.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 117, doi. 10.1111/j.1467-9868.2004.00435.x
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Testing for a finite mixture model with two components.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 95, doi. 10.1111/j.1467-9868.2004.00434.x
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Detecting dependence between marks and locations of marked point processes.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 79, doi. 10.1046/j.1369-7412.2003.05343.x
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Estimation and testing stationarity for double-autoregressive models.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 63, doi. 10.1111/j.1467-9868.2004.00432.x
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Compatible prior distributions for directed acyclic graph models.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 47, doi. 10.1111/j.1467-9868.2004.00431.x
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Local polynomial regression and simulation--extrapolation.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 17, doi. 10.1046/j.1369-7412.2003.05282.x
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Hypothesis testing in mixture regression models.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 3, doi. 10.1046/j.1369-7412.2003.05379.x
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Composite conditional likelihood for sparse clustered data.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 259, doi. 10.1046/j.1369-7412.2003.05300.x
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Low order approximations in deconvolution and regression with errors in variables.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2004, v. 66, n. 1, p. 31, doi. 10.1111/j.1467-9868.2004.00430.x
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