publication venue for
- Sparse semiparametric canonical correlation analysis for data of mixed types. 107:609-625. 2020
- A Conditional Density Estimation Partition Model Using Logistic Gaussian Processes.. 107:173-190. 2019
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection.. 107:205-221. 2019
- Sequential rerandomization.. 105:745-752. 2018
- Kernel-based covariate functional balancing for observational studies.. 105:199-213. 2018
- Semiparametric analysis of complex polygenic gene-environment interactions in case-control studies.. 104:801-812. 2017
- Data integration with high dimensionality.. 104:251-272. 2017
- Modelling structured correlation matrices. 104:237-242. 2017
- Fast sampling with Gaussian scale-mixture priors in high-dimensional regression.. 103:985-991. 2016
- Efficient computation of smoothing splines via adaptive basis sampling. 102:631-645. 2015
- Multivariate max-stable spatial processes. 102:215-230. 2015
- Testing equality of a large number of densities. 101:449-464. 2014
- Using shared genetic controls in studies of gene-environment interactions. 100:319-338. 2013
- Multiple imputation in quantile regression.. 99:423-438. 2012
- A functional generalized method of moments approach for longitudinal studies with missing responses and covariate measurement error. 99:151-165. 2012
- On the likelihood function of Gaussian max-stable processes. 98:481-488. 2011
- Sparse Bayesian infinite factor models.. 98:291-306. 2011
- Bayesian geostatistical modelling with informative sampling locations.. 98:35-48. 2011
- Analysis of cohort studies with multivariate and partially observed disease classification data. 97:683-698. 2010
- Generalized empirical likelihood methods for analyzing longitudinal data. 97:79-93. 2010
- Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes. 97:231-237. 2010
- Nonparametric additive regression for repeatedly measured data. 96:383-398. 2009
- Joint modelling of paired sparse functional data using principal components.. 95:601-619. 2008
- Nonparametric variance estimation in the analysis of microarray data: a measurement error approach.. 95:437-449. 2008
- Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters. 94:1006-1013. 2007
- An asymptotic theory for model selection inference in general semiparametric problems. 94:249-265. 2007
- Constrained local likelihood estimators for semiparametric skew-normal distributions. 94:119-134. 2007
- Partially Linear Models with Missing Response Variables and Error-prone Covariates.. 94:185-198. 2007
- Covariance matrix selection and estimation via penalised normal likelihood. 93:85-98. 2006
- A Haar–Fisz technique for locally stationary volatility estimation. 93:687-704. 2006
- Semiparametric maximum likelihood estimation exploiting gene-environment independence in case-control studies. 92:399-418. 2005
- Profile-kernel versus backfitting in the partially linear models for longitudinal/clustered data. 91:251-262. 2004
- Equivalent kernels of smoothing splines in nonparametric regression for clustered/longitudinal data. 91:177-193. 2004
- On multiple regression models with nonstationary correlated errors. 91:645-659. 2004
- Nonparametric estimation of large covariance matrices of longitudinal data. 90:831-844. 2003
- Semiparametric inference in matched case‐control studies with missing covariate data. 89:905-916. 2002
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data. 89:553-566. 2002
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements. 89:111-128. 2002
- Semiparametric regression for clustered data. 88:1179-1185. 2001
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix. 87:425-435. 2000
- Testing lack of fit in multiple regression. 87:405-424. 2000
- Asymptotic simultaneous confidence bands for vector autoregressive spectra. 87:173-182. 2000
- High-order accurate methods for retrospective sampling problems. 86:881-897. 1999
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation. 86:677-690. 1999
- Nonparametric regression in the presence of measurement error. 86:541-554. 1999
- A Bayesian CART algorithm. 85:363-377. 1998
- Multiple shrinkage and subset selection in wavelets. 85:391-401. 1998
- Combining information from several experiments with nonparametric priors. 84:697-706. 1997
- A consistent estimator for the distribution of quality adjusted survival time. 84:339-348. 1997
- Miscellanea. Surprising effects of measurement error on an aggregate data estimator. 84:231-234. 1997
- Saddlepoint approximations for the difference of order statistics. 82:226-231. 1995
- Generalized linear models with unknown link functions. 81:237-245. 1994
- Commonality of cusum, von Neumann and smoothing-based goodness-of-fit tests. 80:89-98. 1993
- On robust estimation in logistic case-control studies. 80:237-241. 1993
- The bias of estimators of causal spatial autoregressive processes. 80:242-245. 1993
- An asymptotic theory for weighted least-squares with weights estimated by replication. 75:35-43. 1988
- The effect of order estimation on estimating the peak frequency of an autoregressive spectral density. 75:587-590. 1988
- Variance functions and the minimum detectable concentration in assays. 75:549-556. 1988
- Conditional scores and optimal scores for generalized linear measurement-error models. 74:703-716. 1987
- Optimally hounded score functions for generalized linear models with applications to logistic regression. 73:413-424. 1986
- On errors-in-variables for binary regression models. 71:19-25. 1984
- Simultaneous confidence bands for autoregressive spectra. 71:197-202. 1984
- A modified Wilcoxon rank sum test for paired data. 70:510-513. 1983
- ON PREDICTION AND THE POWER TRANSFORMATION FAMILY. 68:609-615. 1981
- On prediction and the power transformation family. 68:609-615. 1981
- Efficient estimation of multivariate moving average autocovariances. 67:227-231. 1980
- A continuous empirical Bayes smoothing technique. 59:361-368. 1972