publication venue for
- A semiparametric efficient estimator in case-control studies for gene-environment independent models.. 173:38-50. 2019
- A two-sample test for the equality of univariate marginal distributions for high-dimensional data. 174:104537-104537. 2019
- Sparse quadratic classification rules via linear dimension reduction.. 169:278-299. 2019
- Approximate uniform shrinkage prior for a multivariate generalized linear mixed model. 145:148-161. 2016
- Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data. 145:87-100. 2016
- Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements.. 143:94-106. 2016
- Mixtures of skewed Kalman filters. 123:228-251. 2014
- Some prediction problems for stationary random fields with quarter-plane past. 127:112-125. 2014
- Efficient estimation of semiparametric copula models for bivariate survival data. 123:330-344. 2014
- Score tests in the presence of errors in covariates in matched case-control studies. 115:157-171. 2013
- Posterior consistency in conditional distribution estimation.. 116:456-472. 2013
- Modeling Covariance Matrices via Partial Autocorrelations.. 100:2352-2363. 2009
- Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors. 99:25-49. 2008
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices. 98:568-587. 2007
- Bayesian multivariate spatial models for roadway traffic crash mapping. 97:246-273. 2006
- Robustness of one-sided cross-validation to autocorrelation. 92:77-96. 2005
- Nonparametric Estimation of Joint Density with Categorical and Continuous Data with Applications. 86:266-292. 2003
- TRIGONOMETRIC SERIES REGRESSION-ESTIMATORS WITH AN APPLICATION TO PARTIALLY LINEAR-MODELS. 32:70-83. 1990
- On the convergence of finite linear predictors of stationary processes. 30:167-180. 1989
- Joint stable attraction of two sums of products. 25:272-285. 1988
- A matricial extension of the Helson-Szeg theorem and its application in multivariate prediction. 16:265-275. 1985
- A sampling theorem for multivariate stationary processes. 13:177-186. 1983
- On the asymptotic distribution of multivariate M-estimates. 8:361-371. 1978
- The information matrices of the parameters of multiple mixed time series. 8:317-323. 1978