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Partial correlation estimation by joint sparse regression models
Peng, Jie; Wang, Pei; Zhou, Nengfeng; Zhu, Ji - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 735-746
Persistent link: https://www.econbiz.de/10003885677
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Tests based on intrinsic priors for the equality of two correlated proportions
Consonni, Guido; La Rocca, Luca - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1260-1269
Persistent link: https://www.econbiz.de/10003773463
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Semiparametric normal transformation models for spatially correlated survival data
Li, Yi; Lin, Xihong - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 591-603
Persistent link: https://www.econbiz.de/10003334634
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Testing for covariate effects in the fully nonparametric analysis of covariance model
Wang, Lan; Akritas, Michael G. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 722-736
Persistent link: https://www.econbiz.de/10003334685
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On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series
Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi - In: Journal of the American Statistical Association : JASA 101 (2006) 474, pp. 812-822
Persistent link: https://www.econbiz.de/10003334776
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Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing; Huang, Tao; Li, Runze - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
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A nonparametric assessment of properties of space-time covariance functions
Li, Bo; Genton, Marc G.; Sherman, Michael - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 736-744
Persistent link: https://www.econbiz.de/10003490487
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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
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Correlated z-values and the accuracy of large-scale statistical estimates
Efron, Bradley - In: Journal of the American Statistical Association : JASA 105 (2010) 491, pp. 1042-1055
Persistent link: https://www.econbiz.de/10008737991