Subject
The Journal of Statistical Planning and Inference is a monthly peer-reviewed scientific journal covering research on statistical inference. The editors-in-chief are A. DasGupta, H. Dette and W.-L. Loh. The journal was established in 1977. According to the Journal Citation Reports, the journal has a 2012 impact factor of 0.713. Source: Wikipedia (en)
Editions published in Journal of Statistical Planning and Inference 200
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Posterior consistency ofg-prior for variable selection with a growing number of parameters
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Beta autoregressive fractionally integrated moving average models
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Polynomial volume estimation and its applications
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On the non-standard distribution of empirical likelihood estimators with spatial data
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Gibbs posterior inference on the minimum clinically important difference
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Hypothesis testing for regional quantiles
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The value of information for correlated GLMs
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Statistical inference for stochastic processes: Two-sample hypothesis tests
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A discussion of Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions by L. Pan and D.N. Politis
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Spatial process gradients and their use in sensitivity analysis for environmental processes
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Statistical calibration and exact one-sided simultaneous tolerance intervals for polynomial regression
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Sequential design for binary dose–response experiments
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Nonparametric estimation of the conditional extreme-value index with random covariates and censoring
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Evaluating alternatives to the Milankovitch theory
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Nonparametric circular quantile regression
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On the efficient determination of optimal Bayesian experimental designs using ABC: A case study in optimal observation of epidemics
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Special issue on Bayesian nonparametrics
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Outlier detection and robust mixture modeling using nonconvex penalized likelihood
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Unitals in the Desarguesian projective plane of order 16
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A review of empirical likelihood methods for time series
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Goodness-of-fit testing-based selection for large-p-small-n problems: A two-stage ranking approach
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A prior-free framework of coherent inference and its derivation of simple shrinkage estimators
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Maximizing the conditional overlap in business surveys
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Bayes factor consistency for nested linear models with a growing number of parameters
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Mean shapes, projections and intrinsic limiting distributions
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Optimal design for smooth supersaturated models
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A transformation approach to modelling multi-modal diffusions
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A general skew-t mixed model that allows different degrees of freedom for random effects and error distributions
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Estimation of distribution functions in measurement error models
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Discussion of the paper by Piet Groeneboom: Nonparametric (smoothed) likelihood and integral equations
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Bartlett corrections in beta regression models
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Lower semiquadratic copulas with a given diagonal section
Subject - wd:Q15759196