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Handbook of Big Data AnalyticsW. K.HärdleH. H.‐S.LuX.Shen eds 2018New YorkSpringer 538 + viii pp., £ 231 ISBN 978‐3‐319‐18283‐4
Shalabh - In: Journal of the Royal Statistical Society: Series A … 182 (2019) 4, pp. 1646-1647
Persistent link: https://www.econbiz.de/10012192929
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Modern data science with RBanjamin S.Baumer, Daniel T.Kaplan, Nicholas J.HortenChapman and Hall/CRC Press, ISBN 9780367191498, pp. xvii + 631, 2021
Shalabh - In: Journal of the Royal Statistical Society: Series A … 185 (2021) 2, pp. 735-736
Persistent link: https://www.econbiz.de/10012810795
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Univariate, bivariate and multivariate statistics using R : Quantitative tools for data analysis and data scienceDaniel J.Denis2020, Hobokon, NJ, Wiley, ISBN 9781119549932, pp. xvii + 366
Shalabh - In: Journal of the Royal Statistical Society: Series A … 185 (2021) 2, pp. 736-737
Persistent link: https://www.econbiz.de/10012810797
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Prediction of response values in linear regression models from replicated experiments
Toutenburg, H.; Shalabh - In: Statistical Papers 43 (2002) 3, pp. 423-433
Persistent link: https://www.econbiz.de/10004970879
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Estimation of regression models with equi-correlated responses when some observations on the response variable are missing
Toutenburg, H.; Shalabh - In: Statistical Papers 44 (2003) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10004970886
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Design of Experiments: an Introduction based on Linear Models
Shalabh - In: Journal of the Royal Statistical Society Series A 175 (2012) 3, pp. 827-827
Persistent link: https://www.econbiz.de/10011037792
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Methods for Estimation and Inference in Modern Econometrics
Shalabh - In: Journal of the Royal Statistical Society Series A 175 (2012) 3, pp. 822-822
Persistent link: https://www.econbiz.de/10011037827
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Consistent Estimation Through Weighted Harmonic Mean of Inconsistent Estimators in Replicated Measurement Error Models
Shalabh - In: Econometric reviews 20 (2001) 4, pp. 507-510
Persistent link: https://www.econbiz.de/10006899257
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PITMAN CLOSENESS COMPARISON OF LEAST SQUARES AND STEIN RULE ESTIMATORS IN LINEAR REGRESSION MODELS WITH NON-NORMAL DISTURBANCES
Shalabh - In: American journal of mathematical and management sciences 21 (2001) 1-2, pp. 89-100
Persistent link: https://www.econbiz.de/10006830494
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Improved estimation of the slope parameter in a linear ultrastructural model when: Measurement errors are not necessarily normal
Srivastava, Anil K.; Shalabh - In: Journal of econometrics 78 (1997) 2, pp. 153-158
Persistent link: https://www.econbiz.de/10006792595