Peter Gavin Hall | Academic Influence

Peter Gavin Hall's AcademicInfluence.com Rankings

Peter Gavin Hall

Mathematics

#1624

World Rank

#2624

Historical Rank

Statistics

#65

World Rank

#91

Historical Rank

mathematics Degrees

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Mathematics

Peter Gavin Hall's Degrees

PhD Statistics Australian National University

Why Is Peter Gavin Hall Influential?

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According to Wikipedia, Peter Gavin Hall was an Australian researcher in probability theory and mathematical statistics. The American Statistical Association described him as one of the most influential and prolific theoretical statisticians in the history of the field. The School of Mathematics and Statistics Building at The University of Melbourne was renamed the Peter Hall building in his honour on 9 December 2016.

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Peter Gavin Hall's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Martingale Limit Theory and Its Application (1980) (3530)
The Bootstrap and Edgeworth Expansion (1992) (1390)
Martingale Limit Theory and its Application. (1984) (1102)
Theoretical Comparison of Bootstrap Confidence Intervals (1988) (793)
Optimal Smoothing in Single-index Models (1993) (727)
On blocking rules for the bootstrap with dependent data (1995) (639)
Optimal Rates of Convergence for Deconvolving a Density (1988) (621)
On Some Simple Estimates of an Exponent of Regular Variation (1982) (597)
Methodology and convergence rates for functional linear regression (2007) (559)
Cross-Validation and the Estimation of Conditional Probability Densities (2004) (537)
Geometric representation of high dimension, low sample size data (2005) (512)
Prediction in functional linear regression (2006) (512)
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators (1996) (504)
Central limit theorem for integrated square error of multivariate nonparametric density estimators (1984) (479)
Two guidelines for bootstrap hypothesis testing (1991) (462)
Properties of principal component methods for functional and longitudinal data analysis (2006) (455)
How Far are Automatically Chosen Regression Smoothing Parameters from their Optimum (1988) (421)
Methods for estimating a conditional distribution function (1999) (417)
Nonparametric methods for inference in the presence of instrumental variables (2003) (411)
On almost Linearity of Low Dimensional Projections from High Dimensional Data (1993) (406)
Empirical Likelihood is Bartlett-Correctable (1991) (406)
Inference in ARCH and GARCH models with heavy-tailed errors (2003) (387)
Methodology and algorithms of empirical likelihood (1990) (386)
On properties of functional principal components analysis (2006) (384)
Asymptotically optimal difference-based estimation of variance in nonparametric regression (1990) (373)
Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems (1990) (335)
Adaptive Estimates of Parameters of Regular Variation (1985) (324)
On the Bootstrap and Confidence Intervals (1986) (298)
Sure independence screening for ultrahigh dimensional feature space Discussion (2008) (297)
Choice of neighbor order in nearest-neighbor classification (2008) (296)
On optimal data-based bandwidth selection in kernel density estimation (1991) (289)
NONPARAMETRIC KERNEL REGRESSION SUBJECT TO MONOTONICITY CONSTRAINTS (2001) (284)
On the Number of Bootstrap Simulations Required to Construct a Confidence Interval (1986) (262)
On the rate of Poisson convergence (1984) (256)
Estimating a tail exponent by modelling departure from a Pareto distribution (1999) (245)
Large Sample Optimality of Least Squares Cross-Validation in Density Estimation (1983) (243)
NONPARAMETRIC ESTIMATION OF COMPONENT DISTRIBUTIONS IN A MULTIVARIATE MIXTURE (2003) (236)
Smoothed cross-validation (1992) (232)
Smoothed empirical likelihood confidence intervals for quantiles (1993) (229)
On Kullback-Leibler loss and density estimation (1987) (227)
Resampling a coverage pattern (1985) (222)
On the Removal of Skewness by Transformation (1992) (220)
On parametric bootstrap methods for small area prediction (2006) (219)
On deconvolution with repeated measurements (2008) (217)
On the rate of convergence of normal extremes (1979) (216)
Innovated Higher Criticism for Detecting Sparse Signals in Correlated Noise (2009) (215)
Bootstrap test for difference between means in nonparametric regression (1990) (214)
On the estimation of entropy (1993) (211)
Nonparametric Estimation of Regression Functions in the Presence of Irrelevant Regressors (2007) (208)
On the Distribution of a Studentized Quantile (1988) (206)
Two-sample test statistics for measuring discrepancies between two multivariate probability density functions using kernel-based density estimates (1994) (204)
On bootstrap resampling and iteration (1988) (203)
A Functional Data—Analytic Approach to Signal Discrimination (2001) (203)
Bandwidth selection for the smoothing of distribution functions (1998) (200)
A Fourier Approach to Nonparametric Deconvolution of a Density Estimate (1993) (198)
On bagging and nonlinear estimation (2007) (196)
ONE‐DIMENSIONAL STABLE DISTRIBUTIONS (Translations of Mathematical Monographs 65) (1987) (194)
Kernel density estimation with spherical data (1987) (194)
Fractal analysis of surface roughness by using spatial data (1999) (194)
Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation (1987) (191)
Variance Function Estimation in Regression: the Effect of Estimating the Mean (1988) (188)
Using Generalized Correlation to Effect Variable Selection in Very High Dimensional Problems (2009) (185)
EFFECT OF BIAS ESTIMATION ON COVERAGE ACCURACY OF BOOTSTRAP CONFIDENCE INTERVALS FOR A PROBABILITY DENSITY (1992) (185)
Nonparametric Analysis of Temporal Trend When Fitting Parametric Models to ExtremeValue Data (2000) (179)
Nonparametric regression with long-range dependence (1990) (168)
Formulae for Mean Integrated Squared Error of Nonlinear Wavelet-Based Density Estimators (1995) (167)
On variance estimation in nonparametric regression (1990) (166)
Single and multiple index functional regression models with nonparametric link (2011) (165)
Estimation of integrated squared density derivatives (1987) (158)
Achieving near perfect classification for functional data (2012) (157)
Block threshold rules for curve estimation using kernel and wavelet methods (1998) (157)
On the Nonparametric Estimation of Covariance Functions (1994) (157)
On Pseudodata Methods for Removing Boundary Effects in Kernel Density Estimation (1996) (148)
On Smoothing and the Bootstrap (1989) (147)
Asymptotic Theory of Triple Sampling for Sequential Estimation of a Mean (1981) (146)
Intentionally biased bootstrap methods (1999) (144)
Bootstrap Methods for Finite Populations (1994) (144)
On Estimating the Endpoint of a Distribution (1982) (142)
On Polynomial-Based Projection Indices for Exploratory Projection Pursuit (1989) (140)
Permutation tests for equality of distributions in high‐dimensional settings (2002) (140)
A diagnostic for selecting the threshold in extreme value analysis (2001) (137)
Defining probability density for a distribution of random functions (2010) (137)
ON THE MINIMAX OPTIMALITY OF BLOCK THRESHOLDED WAVELET ESTIMATORS (1999) (135)
On the level-error after Bartlett adjustment of the likelihood ratio statistic (1988) (132)
A Geometrical Method for Removing Edge Effects from Kernel-Type Nonparametric Regression Estimators (1991) (131)
Modelling sparse generalized longitudinal observations with latent Gaussian processes (2008) (130)
On the Accuracy of Binned Kernel Density Estimators (1994) (130)
ON THE CALIBRATION OF SILVERMAN'S TEST FOR MULTIMODALITY (2001) (130)
Thresholding algorithms, maxisets and well-concentrated bases (2000) (127)
Distribution and dependence-function estimation for bivariate extreme-value distributions (2000) (126)
Methodology and theory for partial least squares applied to functional data (2012) (125)
Properties of nonparametric estimators of autocovariance for stationary random fields (1994) (123)
On bandwidth choice for density estimation with dependent data (1995) (123)
Nonparametric estimation of the mode of a distribution of random curves (1998) (121)
On efficient bootstrap simulation (1989) (120)
Better estimates of exponential decay parameters (1981) (118)
On non-parametric statistical methods (2005) (116)
Regression smoothing parameters that are not far from their optimum (1992) (115)
On Bootstrap Confidence Intervals in Nonparametric Regression (1992) (115)
Best Attainable Rates of Convergence for Estimates of Parameters of Regular Variation (1984) (114)
Bootstrap Confidence Regions for the Intensity of a Poisson Point Process (1996) (113)
On confidence bands in nonparametric density estimation and regression (1988) (113)
Inverting an Edgeworth Expansion (1983) (113)
Testing for monotonicity of a regression mean by calibrating for linear functions (2000) (113)
Matched-block bootstrap for dependent data (1995) (112)
Edgeworth Expansion for Student's $t$ Statistic Under Minimal Moment Conditions (1987) (110)
On the performance of box-counting estimators of fractal dimension (1993) (110)
Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error (2002) (110)
Lower bounds for bandwidth selection in density estimation (1991) (108)
The Effect of Simulation Order on Level Accuracy and Power of Monte Carlo Tests (1989) (107)
Nonparametric estimation of mean-squared prediction error in nested-error regression models (2005) (106)
Universal smoothing factor selection in density estimation: theory and practice (1997) (105)
Characterizing surface smoothness via estimation of effective fractal dimension (1994) (103)
Common Structure of Techniques for Choosing Smoothing Parameters in Regression Problems (1987) (103)
Edge-preserving and peak-preserving smoothing (1992) (102)
Interpolation methods for nonlinear wavelet regression with irregularly spaced design (1997) (102)
On the Estimation of Jump Points in Smooth Curves (1999) (102)
On Projection Pursuit Regression (1989) (101)
Improved Variable Window Kernel Estimates of Probability Densities (1995) (100)
A ridge-parameter approach to deconvolution (2007) (99)
On Symmetric Bootstrap Confidence Intervals (1988) (98)
Methodology and theory for the bootstrap (1986) (98)
Most-predictive design points for functional data predictors (2010) (97)
BOOTSTRAP CRITICAL VALUES FOR TESTS BASED ON (1996) (96)
A simple bootstrap method for constructing nonparametric confidence bands for functions (2013) (95)
Theory for penalised spline regression (2005) (95)
On the Amount of Noise Inherent in Bandwidth Selection for a Kernel Density Estimator (1987) (93)
Rates of convergence in the central limit theorem (1983) (92)
Two-sample tests in functional data analysis starting from discrete data (2007) (89)
Nonparametric inference in multivariate mixtures (2005) (88)
On bandwidth choice in nonparametric regression with both short- and long-range dependent errors (1995) (88)
On the bootstrap and likelihood-based confidence regions (1987) (88)
On convergence rates of suprema (1991) (88)
Calibrating the excess mass and dip tests of modality (1998) (88)
On the Choice of Smoothing Parameter, Threshold and Truncation in Nonparametric Regression by Non-linear Wavelet Methods (1996) (87)
On Sample Reuse Methods for Dependent Data (1996) (87)
Robustness of multiple testing procedures against dependence (2009) (87)
Asymptotic Properties of the Bootstrap for Heavy-Tailed Distributions (1990) (86)
Slavery’s Capitalism: A New History of American Economic Development (2018) (85)
To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied? (2006) (85)
Data sharpening as a prelude to density estimation (1999) (85)
On stochastic complexity and nonparametric density estimation (1988) (84)
On the sampling window method for long-range dependent data (1998) (84)
Assessing the finite dimensionality of functional data (2006) (82)
A Comedy of Errors: The Canonical Form for a Stable Characteristic Function (1981) (81)
On Continuum Percolation (1985) (80)
Sequential Estimation Saving Sampling Operations (1983) (79)
Choice of Kernel Order in Density Estimation (1988) (78)
Cross-validation in nonparametric estimation of probabilities and probability densities (1984) (78)
Pseudo-Likelihood Theory for Empirical Likelihood (1990) (78)
Empirical functionals and e cient smoothing parameter selection (1992) (77)
Estimators of the finite population distribution function using nonparametric regression (1993) (75)
On nonparametric multivariate binary discrimination (1981) (75)
Convergence rates in density estimation for data from infinite-order moving average processes (1990) (74)
Local minima in cross validation functions (1991) (74)
Periodogram-Based Estimators of Fractal Properties (1995) (73)
Componentwise classification and clustering of functional data (2012) (73)
Robustness and accuracy of methods for high dimensional data analysis based on Student's t‐statistic (2010) (71)
On powerful distributional tests based on sample spacings (1986) (70)
Theory for high-order bounds in functional principal components analysis (2009) (69)
Estimating Coefficient Distributions in Random Coefficient Regressions (1992) (69)
Bandwidth choice for nonparametric classification (2005) (68)
Bootstrap confidence regions computed from autoregressions of arbitrary order (2000) (68)
Estimation of Parameters from Stochastic Processes (1980) (67)
Minimizing L 1 distance in nonparametric density estimation (1988) (66)
Bootstrap Confidence Regions for Directional Data (1989) (66)
Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems (2008) (66)
PROPERTIES OF HIGHER CRITICISM UNDER STRONG DEPENDENCE (2008) (66)
ON STUDENTIZING AND BLOCKING METHODS FOR IMPLEMENTING THE BOOTSTRAP WITH DEPENDENT DATA (1993) (65)
Monte Carlo approximation and the iterated bootstrap (1994) (65)
Classification Using Censored Functional Data (2013) (65)
Limit theorems for sums of general functions of m-spacings (1984) (65)
Empirical Likelihood Confidence Bands in Density Estimation (1993) (64)
Laws of the iterated logarithm for nonparametric density estimators (1981) (64)
Estimation of distributions, moments and quantiles in deconvolution problems (2008) (64)
Nonparametric confidence intervals for receiver operating characteristic curves (2004) (64)
Nonparametric estimation of a periodic function (2000) (64)
Cross-validation in density estimation (1982) (64)
New methods for bias correction at endpoints and boundaries (2002) (64)
On estimation of noise variance in two-dimensional signal processing (1991) (63)
Approximating conditional distribution functions using dimension reduction (2005) (63)
Why Does Rebalancing Class-Unbalanced Data Improve AUC for Linear Discriminant Analysis? (2015) (63)
Edgeworth expansions for nonparametric density estimators, with applications (1991) (62)
Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data (2011) (62)
Theoretical measures of relative performance of classifiers for high dimensional data with small sample sizes (2008) (61)
Improved pivotal methods for constructing confidence regions with directional data (1996) (60)
On wavelet methods for estimating smooth functions (1995) (60)
Low order approximations in deconvolution and regression with errors in variables (2004) (60)
On Edgeworth Expansion and Bootstrap Confidence Bands in Nonparametric Curve Estimation (1993) (60)
On Polynomial Estimators of Frontiers and Boundaries (1998) (59)
On optimal kernel choice for deconvolution (2006) (59)
Numerical performance of block thresholded wavelet estimators (1997) (58)
Using difference‐based methods for inference in nonparametric regression with time series errors (2003) (57)
Properties of bagged nearest neighbour classifiers (2005) (57)
On nonparametric discrimination using density differences (1988) (57)
Variable window width kernel estimates of probability densities (1988) (57)
On the bias of variable bandwidth curve estimators (1990) (56)
Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression (1993) (56)
Mean squared error properties of kernel estimates or regression quantiles (1990) (55)
Theory of Gaussian variational approximation for a Poisson mixed model (2011) (55)
ASYMPTOTIC NORMALITY AND VALID INFERENCE FOR GAUSSIAN VARIATIONAL APPROXIMATION (2011) (54)
Adaptive M -estimation in nonparametric regression (1990) (54)
Tests for monotonicity of a regression mean with guaranteed level (2000) (54)
Bootstrap algorithms for small samples (1991) (54)
Comparison of parametric and empirical likelihood functions (1989) (53)
Nonparametric Estimation of Hazard Rate Under the Constraint of Monotonicity (2001) (53)
On Trigonometric Series Estimates of Densities (1981) (53)
Improving the normal approximation when constructing one-sided confidence intervals for binomial or Poisson parameters (1982) (53)
Data sharpening methods for bias reduction in nonparametric regression (2000) (53)
Bootstrap methods in statistics (2000) (52)
ON THE BOOTSTRAP AND TWO-SAMPLE PROBLEMS (1988) (52)
On Smoothing Sparse Multinomial Data (1987) (52)
Exact convergence rate of bootstrap quantile variance estimator (1988) (51)
Iterated bootstrap with applications to frontier models (1995) (51)
Integrated Square Error Properties of Kernel Estimators of Regression Functions (1984) (51)
On local smoothing of nonparametric curve estimators (1996) (50)
Nonparametric covariate-adjusted regression (2016) (50)
On prediction intervals based on predictive likelihood or bootstrap methods. (1999) (50)
Nonparametric Density Estimation under Unimodality and Monotonicity Constraints (1999) (49)
Scale adjustments for classifiers in high-dimensional, low sample size settings (2009) (48)
Properties of estimators of the finite population distribution function (1992) (48)
Martingale Invariance Principles (1977) (48)
Improved methods for bandwidth selection when estimating ROC curves (2003) (47)
Using the bootstrap to quantify the authority of an empirical ranking (2009) (47)
Non‐parametric regression estimation from data contaminated by a mixture of Berkson and classical errors (2007) (47)
Nonparametric Prediction in Measurement Error Models (2009) (47)
Density Estimation under Constraints (1999) (47)
On the Relationship Between Fractal Dimension and Fractal Index for Stationary Stochastic Processes (1994) (46)
On importance resampling for the bootstrap (1991) (46)
On the estimation of extreme tail probabilities (1997) (46)
Tilting methods for assessing the influence of components in a classifier (2009) (46)
Covariate-matched one-sided tests for the difference between functional means (1997) (45)
Bump hunting with non-Gaussian kernels (2004) (45)
On Global Properties of Variable Bandwidth Density Estimators (1992) (45)
Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables (1983) (45)
The Influence of Rounding Errors on Some Nonparametric Estimators of a Density and its Derivatives (1982) (45)
Reducing variability of crossvalidation for smoothing-parameter choice (2009) (45)
Akaike's information criterion and Kullback-Leibler loss for histogram density estimation (1990) (44)
ON BOOTSTRAP HYPOTHESIS TESTING (1990) (43)
Limit theorems for the median deviation (1985) (43)
On bias reduction in local linear smoothing (1998) (43)
Nonparametric Approach to Analysis of Space-Time Data on Earthquake Occurrences (1999) (43)
On the Non‐Parametric Estimation of Mixture Proportions (1981) (43)
Testing for monotone increasing hazard rate (2005) (42)
Two-sided bounds on the rate of convergence to a stable law (1981) (42)
INFINITE ORDER CROSS-VALIDATED LOCAL POLYNOMIAL REGRESSION (2015) (42)
Moderate-Deviation-Based Inference for Random Degeneration in Paired Rank Lists (2012) (41)
Methodology for non‐parametric deconvolution when the error distribution is unknown (2016) (41)
Nonparametric methods for solving the Berkson errors‐in‐variables problem (2006) (41)
Interpolated Nonparametric Prediction Intervals and Confidence Intervals (1993) (41)
On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law (1978) (41)
Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error (2011) (41)
On the invariance principle for U-statistics (1979) (41)
Truncated linear models for functional data (2014) (41)
ESTIMATION OF FRACTAL INDEX AND FRACTAL DIMENSION OF A GAUSSIAN PROCESS BY COUNTING THE NUMBER OF LEVEL CROSSINGS (1994) (41)
On the minimisation of $L\sp p$ error in mode estimation (1995) (41)
Adaptive inference for the two-sample scale problem (1997) (40)
Data Sharpening for Nonparametric Inference Subject to Constraints (2001) (40)
Nonparametric regression with homogeneous group testing data (2012) (40)
Discrete-transform approach to deconvolution problems (2005) (40)
High order data sharpening for density estimation (2002) (40)
On the Estimation of a Support Curve of Indeterminate Sharpness (1997) (40)
Efficient Nonparametric Estimation of Mixture Proportions (1984) (40)
Proteomic analysis of root meristems and the effects of acetohydroxyacid synthase-inhibiting herbicides in the root of Medicago truncatula. (2006) (40)
On General Resampling Algorithms and their Performance in Distribution Estimation (1994) (40)
On near neighbour estimates of a multivariate density (1983) (39)
Nonparametric inference about service time distribution from indirect measurements (2004) (39)
An application of classical invariant theory to identifiability in nonparametric mixtures (2005) (39)
Bayesian likelihood methods for estimating the end point of a distribution (2005) (39)
Limit theorems for stochastic measures of the accuracy of density estimators (1982) (39)
Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (2013) (38)
Unified approach to testing functional hypotheses in semiparametric contexts (2005) (38)
The kernel method for unfolding sphere size distributions (1988) (38)
A Short Prehistory of the Bootstrap (2003) (37)
On the rate of convergence of orthogonal series density estimators (1986) (37)
Comparison of two orthogonal series methods of estimating a density and its derivatives on an interval (1982) (37)
On the relative performance of bootstrap and edgeworth approximations of a distribution function (1990) (37)
The Selection of Terms in an Orthogonal Series Density Estimator (1986) (37)
On the Coverage of $k$-Dimensional Space by $k$-Dimensional Spheres (1985) (37)
Representations and limit theorems for extreme value distributions (1978) (37)
A local cross-validation algorithm (1989) (37)
Modeling the variability of rankings (2010) (36)
[3H]Indole-3-acetyl-myo-inositol hydrolysis by extracts of Zea mays L. vegetative tissue. (1986) (36)
Antithetic resampling for the bootstrap (1989) (36)
On the backfitting algorithm for additive regression models (1993) (36)
Interpolation Methods for Adapting to Sparse Design in Nonparametric Regression (1997) (36)
Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient (1999) (36)
ESTIMATION OF FUNCTIONAL DERIVATIVES (2009) (36)
New statistical methods for directional data—I. Bootstrap comparison of mean directions and the fold test in palaeomagnetism (1990) (36)
Estimating and depicting the structure of a distribution of random functions (2002) (36)
Median-Based Classifiers for High-Dimensional Data (2009) (35)
Reducing bias in curve estimation by use of weights (1999) (35)
Goodness-of-Fit Tests for Functional Data (2009) (35)
Indole-3-acetyl-myo-inositol in kernels of Oryza sativa (1980) (35)
Double-bootstrap methods that use a single double-bootstrap simulation (2014) (35)
Local likelihood tracking of fault lines and boundaries (2001) (35)
UNIMODAL DENSITY ESTIMATION USING KERNEL METHODS (2002) (35)
Variable window width kernel estimates of probability densities (1992) (34)
Biased Bootstrap Methods for Reducing the Effects of Contamination (1999) (34)
Approximating fragmented functional data by segments of Markov chains (2016) (34)
Better nonparametric bootstrap confidence intervals for the correlation coefficient (1989) (34)
Distribution of Free and Ester Indole-3-Acetic Acid in the Cortex and Stele of the Zea mays Mesocotyl. (1982) (33)
Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces (2003) (32)
ON SAMPLE REUSE METHODS FOR SPATIAL DATA (1997) (32)
On Convergence Rates in Nonparametric Problems (1989) (32)
Cross—validation and the smoothing of orthogonal series density estimators (1987) (32)
On the bootstrap and the trimmed mean (1992) (32)
On the Estimation of a Convex Set from Noisy Data on its Support Function (1997) (32)
On bootstrap estimation of the distribution of the studentized mean (1996) (32)
Confidence bands in non‐parametric errors‐in‐variables regression (2015) (32)
Unimodal kernel density estimation by datra sharpening (2005) (32)
Asymptotic properties of integrated square error and cross-validation for kernel estimation of a regression function (1984) (32)
Estimating probabilities for normal extremes (1980) (31)
On selecting interacting features from high-dimensional data (2014) (31)
Reversing the Berry-Esseen inequality (1984) (31)
Improving coverage accuracy of nonparametric prediction intervals (2001) (31)
Mode testing in difficult cases (1999) (31)
STEIN'S METHOD AND THE BERRY‐ESSÉEN THEOREM (1984) (31)
BLIND DECONVOLUTION AND DEBLURRING IN IMAGE ANALYSIS (2006) (30)
BOOTSTRAP-BASED PENALTY CHOICE FOR THE LASSO , ACHIEVING ORACLE PERFORMANCE (2009) (30)
On the feasibility of cross-validation in image analysis (1992) (30)
Unintended changes in protein expression revealed by proteomic analysis of seeds from transgenic pea expressing a bean α‐amylase inhibitor gene (2009) (30)
THE KOMLÓS‐MAJOR‐TUSNÁDY APPROXIMATIONS AND THEIR APPLICATIONS (1984) (30)
Heavy traffic approximations for busy period in an M/G/∞ queue (1985) (29)
Bootstrapping nonparametric density estimators with empirically chosen bandwidths (2001) (29)
Moving-maximum models for extrema of time series (2002) (29)
On Confidence Intervals for Spatial Parameters Estimated from Nonreplicated Data (1988) (29)
Estimating the end-point of a probability distribution using minimum-distance methods (1999) (29)
Statistical inference for evolving periodic functions (2007) (28)
On the inconsistency of bootstrap distribution estimators (1993) (28)
Correcting the negativity of high-order kernel density estimators (1993) (28)
Asymptotic properties of estimators in age-period-cohort analysis (2006) (28)
Note on convergence rates of semiparametric estimators of dependence index (1997) (28)
Rendering parametric procedures more robust by empirically tilting the model (2000) (28)
On nonparametric estimation of intercept and slope distributions in random coefficient regression (1996) (28)
On the adequacy of variational lower bound functions for likelihood‐based inference in Markovian models with missing values (2002) (28)
Rate of convergence in bootstrap approximations (1988) (27)
On Statistical Inference Based on Record Values (1998) (27)
On curve estimation by minimizing mean absolute deviation and its implications (1994) (27)
Estimating the direction in which a data set is most interesting (1988) (27)
On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems (1992) (27)
Nonparametric estimation for a class of Levy processes (2010) (27)
Ridge Finding from Noisy Data (1992) (27)
A statistical justification to relating interlaboratory coefficients of variation with concentration levels (1989) (26)
Theoretical analysis of power in a two-component normal mixture model (2005) (26)
Inference in components of variance models with low replication (2003) (26)
Using Evidence of Mixed Populations to Select Variables for Clustering Very High-Dimensional Data (2010) (26)
Exact convergence rate and leading term in central limit theorem for student’s t statistic (2004) (25)
On the Efficiency of On-Line Density Estimators (1994) (25)
Nonparametric estimation of a point-spread function in multivariate problems (2007) (25)
A note on the accuracy of bootstrap percentile method confidence intervals for a quantile (1989) (24)
Semiparametric estimators of functional measurement error models with unknown error (2007) (24)
On measures of the distance of a mixture from its parent distribution (1979) (24)
Prediction and nonparametric estimation for time series with heavy tails (2002) (24)
On choosing a non-integer resolution level when using wavelet methods (1997) (24)
Performance of wavelet methods for functions with many discontinuities (1996) (24)
On the calibration of Silvermans test for multimodality (2001) (23)
ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP (1995) (23)
Estimation in a simple random effects model with nonnormal distributions (2002) (23)
Estimating a density on the positive half line by the method of orthogonal series (1980) (23)
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles (1991) (23)
Data tilting for time series (2003) (23)
New approaches to nonparametric and semiparametric regression for univariate and multivariate group testing data (2014) (23)
Balanced importance resampling for the bootstrap (1993) (23)
On the relative stability of large order statistics (1979) (23)
On the Effect of Random Norming on the Rate of Convergence in the Central Limit Theorem (1988) (23)
Quick and easy one‐step parameter estimation in differential equations (2014) (22)
Characterizing the rate of convergence in the central limit theorem. II (1980) (22)
A note on design transformation and binning in nonparametric curve estimation (1998) (22)
RELATIVE ERRORS IN CENTRAL LIMIT THEOREMS FOR STUDENT'S t STATISTIC, WITH APPLICATIONS (2009) (22)
On the average difference between concomitants and order statistics (1994) (22)
The convergence of moments in the martingale central limit theorem (1978) (22)
Distribution Estimation Using Concomitants of Order Statistics, with Application to Monte Carlo Simulation for the Bootstrap (1992) (21)
On the performance of kernel estimators for high-dimensional, sparse binary data (1993) (21)
Curve estimation when the design density is low (1997) (21)
On Plug-in Rules for Local Smoothing of Density Estimators (1993) (21)
Local polynomial regression and variable selection (2010) (21)
Interval and band estimation for curves with jumps (2004) (21)
Confidence bands for hazard rates under random censorship (2006) (21)
Estimating a bivariate density when there are extra data on one or both components (2006) (21)
On partial local smoothing rules for curve estimation (1995) (20)
Testing the suitability of polynomial models in errors-in-variables problems (2007) (20)
Statistical Significance: Balancing Evidence Against Doubt (1986) (20)
Bandwidth choice for local polynomial estimation of smooth boundaries (2004) (20)
On the Validity of Edgeworth and Saddlepoint Approximations (1994) (20)
Loss and risk in smoothing parameter selection (1994) (20)
On the Effect of Inliers on the Spatial Median (1997) (20)
Nonparametric methods for group testing data, taking dilution into account (2015) (20)
Weighted least squares methods for prediction in the functional data linear model (2009) (20)
Order-Preserving Nonparametric Regression, With Applications to Conditional Distribution and Quantile Function Estimation (2003) (19)
Using the periodogram to estimate period in nonparametric regression (2006) (19)
Clustering functional data into groups by using projections (2019) (19)
Tracking a smooth fault line in a response surface (2000) (19)
Properties of Invariant Distributions and Lyapunov Exponents for Chaotic Logistic Maps (1995) (19)
Uniform Coverage Bounds for Confidence Intervals and Berry-Esseen Theorems for Edgeworth Expansion (1995) (19)
COMPARISON OF BOOTSTRAP AND ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF A HEAVY-TAILED MEAN (1998) (19)
Rates of Convergence in the Martingale Central Limit Theorem (1981) (19)
On the minimization of absolute distance in kernel density estimation (1988) (18)
Higher Criticism in the Context of Unknown Distribution, Non-independence and Classification (2009) (18)
Orthogonal Series Distribution Function Estimation, with Applications (1983) (18)
On some smoothing techniques used in image restoration (1986) (18)
Bootstrap confidence intervals and hypothesis tests for extrema of parameters (2010) (18)
Effects of bagging and bias correction on estimators defined by estimating equations (2003) (18)
Bounds on the Rate of Convergence of Moments in the Central Limit Theorem (1982) (18)
On the Erratic Behavior of Estimators of N in the Binomial N, p Distribution (1994) (18)
Nonparametric estimation when data on derivatives are available (2007) (18)
Nonparametric Estimation for Self-Exciting Point Processes—A Parsimonious Approach (2016) (18)
Estimating gradient trees (2004) (18)
Nonparametric methods for deconvolving multiperiodic functions (2003) (18)
Unusual properties of bootstrap confidence intervals in regression problems (1989) (18)
Tailor-made Tests of Goodness of Fit (1985) (18)
An improvement of the jackknife distribution function estimator (1993) (17)
Nonparametric 'regression' when errors are positioned at end-points (2009) (17)
On direction-invariance of fractal dimension on a surface (1995) (17)
Limit Laws for the Maximum of Weighted and Shifted I.I.D. Random Variables (1984) (17)
Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models (1990) (17)
Adaption to high spatial inhomogeneity based on wavelets and on local linear smoothing (1993) (17)
On Unimodality and Rates of Convergence for Stable Laws (1984) (17)
Effect of dependence on stochastic measures of accuracy of density estimations (2002) (16)
Orthogonal Series Methods for Both Qualitative and Quantitative Data (1983) (16)
Bootstrap Confidence Regions for Functional Relationships in Errors-in- Variables Models (1993) (16)
On the use of compactly supported density estimates in problems of discrimination (1987) (16)
Amendments and Corrections: A Test for Normality Based on the Empirical Characteristic Function (1983) (16)
Optimal near neighbour estimator for use in discriminant analysis (1981) (15)
Upper and lower classes for triangular arrays (1982) (15)
Distribution of size, structure and number of vacant regions in a high-intensity mosaic (1985) (15)
Convergence rates in the central limit theorem for means of autoregressive and moving average sequences (1992) (15)
On the limit behaviour of weighted sums of random variables (1982) (15)
Simultaneous bootstrap confidence bands in regression (1990) (15)
On the Estimation of a Convex Set With Corners (1999) (15)
Using wavelet methods to solve noisy Abel-type equations with discontinuous inputs (2003) (14)
Bahadur Representations for Uniform Resampling and Importance Resampling, with Applications to Asymptotic Relative Efficiency (1991) (14)
Estimation of indole-3-acetic acid in gametophytes of the moss, Physcomitrella patens (2004) (14)
Optimal design for curve estimation by local linear smoothing (1998) (14)
ESTIMATION OF OBSERVATION-ERROR VARIANCE IN ERRORS-IN-VARIABLES REGRESSION (2011) (14)
HISTOSPLINE METHOD IN NONPARAMETRIC REGRESSION MODELS WITH APPLICATION TO CLUSTERED/LONGITUDINAL DATA (2004) (14)
Ordering and selecting components in multivariate or functional data linear prediction (2010) (14)
Estimating the Covariance of Fragmented and Other Related Types of Functional Data (2020) (14)
On a unified approach to the law of the iterated logarithm for martingales (1976) (14)
Relative efficiencies of kernel and local likelihood density estimators (2002) (13)
Counting methods for inference in binary mosaics (1985) (13)
Martingale limit theory (1975) (13)
Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues (2009) (13)
Deconvolution estimation of mixture distributions with boundaries. (2013) (13)
Inverting noisy integral equations using wavelet expansions: a class of irregular convolutions (2001) (13)
Prediction Regions for Bivariate Extreme Events (2004) (13)
Feature selection when there are many influential features (2009) (13)
A new method of solving noisy Abel type equations (2001) (13)
Limit Theorems for Estimators Based on Inverses of Spacings of Order Statistics (1982) (13)
Importance of interpolation when constructing double‐bootstrap confidence intervals (2000) (12)
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators (2001) (12)
The abscissa of convergence of the Laplace transform (1992) (12)
BOOTSTRAP HYPOTHESIS TESTING. AUTHOR'S REPLY (1992) (12)
Approximating a line thrown at random onto a grid (1997) (12)
Better Estimates of Multiexponential Decay Parameters (1984) (12)
The smoothed median and the bootstrap (2001) (12)
Interpolation methods for adapting to sparse design in nonparametric regression. Comment. Rejoinder (1997) (12)
The Use of Uncategorized Data to Improve the Performance of a Nonparametric Estimator of a Mixture Density (1985) (12)
Matched { Block Bootstrap for Dependent (1996) (12)
Using statistical smoothing to date medieval manuscripts (2008) (12)
On the Effect of Measuring a Self-Similar Process (1995) (12)
On the role of the shrinkage parameter in local linear smoothing (1997) (12)
Performance of balanced bootstrap resampling in distribution function and quantile problems (1990) (12)
Random, nonuniform distribution of line segments on a circle (1984) (12)
Optimal Convergence Rates in Signal Recovery (1990) (12)
How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?: Rejoinder (1988) (11)
A distribution is completely determined by its translated moments (1983) (11)
Order of magnitude of the concentration function (1983) (11)
Making a non‐parametric density estimator more attractive, and more accurate, by data perturbation (2016) (11)
On the rate of convergence of moments in the central limit theorem (1978) (11)
Strong approximations of level exceedences related to multiple hypothesis testing (2010) (11)
Real-Time Density and Mode Estimation With Application to Time-Dynamic Mode Tracking (2006) (11)
On the shrinkage of local linear curve estimators (1997) (11)
A Method for Projecting Functional Data Onto a Low-Dimensional Space (2007) (11)
Nonparametric Methods for Estimating Periodic Functions, with Applications in Astronomy (2008) (11)
BOOTSTRAP HYPOTHESIS TESTING PROCEDURES. RESPONSE (1993) (11)
UNEXPECTED PROPERTIES OF BANDWIDTH CHOICE WHEN SMOOTHING DISCRETE DATA FOR CONSTRUCTING A FUNCTIONAL DATA CLASSIFIER. (2013) (11)
Measuring the efficiency of trigonometric series estimates of a density (1983) (10)
Biometrika centenary: Nonparametrics (2001) (10)
Split sample methods for constructing confidence intervals for binomial and Poisson parameters (2014) (10)
A note on the wavelet oracle (1999) (10)
On the Influence of Extremes on the Rate of Convergence in the Central Limit Theorem (1984) (10)
Wavelet-based estimation with multiple sampling rates (2004) (10)
On Iterated Logarithm Laws for Linear Arrays and Nonparametric Regression Estimators (1991) (10)
On the roles of the Bessel and Poisson distributions in chemical kinetics (1983) (10)
On the Lp convergence of sums of independent random variables (1977) (10)
Methods for Density Estimation in Thick-Slice Versions of Wicksell's Problem (2000) (10)
A note on coverage error of bootstrap confidence intervals for quantiles (1993) (10)
Estimation of indole-3-acetic acid in gametophytes of the moss, Physcomitrella patens. (1985) (10)
ON ERROR-RATE ESTIMATION IN NONPARAMETRIC CLASSIFICATION (2008) (10)
Rates of Convergence in the Central Limit Theorem. (1983) (10)
Parametrically Assisted Nonparametric Estimation of a Density in the Deconvolution Problem (2014) (10)
On global performance of approximations to smooth curves using gridded data (1998) (9)
A general statistical test for the effect of folding (1991) (9)
Accelerated convergence for nonparametric regression with coarsened predictors (2007) (9)
A Note on a Paper of Barnes and Tucker (1979) (9)
Nonparametric estimation of component reliability based on lifetime data from systems of varying design (2015) (9)
Clump counts in a mosaic (1986) (9)
Quasi-random resampling for the bootstrap (1991) (9)
Asymptotic theory of Grenander's mode estimator (1982) (9)
Enhancing convolution and interpolation methods for nonparametric regression (1997) (9)
Corrections and Blocking Rules for the Block Bootstrap with Dependent Data (1993) (9)
Dense Motion Estimation for Smoke (2016) (9)
On Bounds to the Rate of Convergence in the Central Limit Theorem (1985) (9)
Discussion of nonparametric and semiparametric regression (2004) (9)
Two topological examples in minimal surface theory (1984) (8)
A New Approach to Function-Based Hypothesis Testing in Location-Scale Families (2013) (8)
Bias correction and bootstrap methods for a spatial sampling scheme (2001) (8)
On the Skorokhod Representation Approch to Martingale Invariance Principles (1979) (8)
An Edgeworth View of the Bootstrap (1992) (8)
On distribution-free inference for record-value data with trend (1996) (8)
High-derivative parametric enhancements of nonparametric curve estimators (1999) (8)
On the Limiting Behaviour of the Mode and Median of a Sum of Independent Random Variables (1980) (8)
New approaches to non-and semi-parametric regression for univariate and multivariate group testing data (2014) (8)
On mode testing and empirical approximations to distributions (1998) (8)
Edgeworth expansion of the distribution of Stein's statistic (1983) (8)
Determining and Depicting Relationships Among Components in High-Dimensional Variable Selection (2011) (8)
Skewing methods for two-parameter locally parametric density estimation (2000) (8)
EFFECT OF HEAVY TAILS ON ULTRA HIGH DIMENSIONAL VARIABLE RANKING METHODS (2012) (8)
Estimating Component Reliability Based on Failure Time Data from a System of Unknown Design (2017) (8)
Reducing variance in nonparametric surface estimation (2003) (8)
ROLLING-BALL METHOD FOR ESTIMATING THE BOUNDARY OF THE SUPPORT OF A POINT-PROCESS INTENSITY (2002) (8)
Large sample properties of Jaeckel's adaptive trimmed mean (1981) (8)
A tilting approach to ranking influence (2016) (8)
Corrections for systematic boundary effects in pixel-based area counts (1999) (8)
NONPARAMETRIC KERNEL REGRESSION SUBJECT TO MONOTONICITY CONSTRAINTS By Peter Hall and Li-Shan Huang Australian National University and CSIRO and Australian National University (2001) (8)
Fast rates of convergence in the central limit theorem (1983) (8)
SEMIPARAMETRIC COMPARISON OF REGRESSION CURVES VIA NORMAL LIKELIHOODS (1992) (8)
ESTIMATING A PARAMETER WHEN IT IS KNOWN THAT THE PARAMETER EXCEEDS A GIVEN VALUE (2009) (7)
Optimal properties of centroid-based classifiers for very high-dimensional data (2010) (7)
Order of Magnitude of Moments of Sums of Random Variables (1981) (7)
Adaptation to high spatial inhomogeneity using wavelet methods (1999) (7)
Nonparametric analysis of earthquake point-process data (2001) (7)
Edgeworth expansions in very-high-dimensional problems (1998) (7)
On the bootstrap and continuity correction (1987) (7)
Tracking Edges, Corners and Vertices in an Image (2008) (7)
Limit Theory for Stationary Processes via Corresponding Results for Approximating Martingales (1980) (7)
Estimators of integrals of powers of density derivatives (1995) (7)
Reducing variability using bootstrap methods with qualitative constraints (2000) (7)
On the estimation of poles in intensity functions (2000) (7)
Properties of distributions and correlation integrals for generalised versions of the logistic map (1998) (6)
Asymptotically optimal balloon density estimates (1994) (6)
Inference for the Top-k Rank List Problem (2008) (6)
Attributing a probability to the shape of a probability density (2004) (6)
Mean and variance of vacancy for distribution of k-dimensional spheres within k-dimensional space (1984) (6)
Deconvolution When Classifying Noisy Data Involving Transformations (2012) (6)
Three limit theorems for vacancy in multivariate coverage problems (1985) (6)
Act now against new NHS competition regulations (2013) (6)
Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong (2007) (6)
Some asymptotic expansions of moments of order statistics (1978) (6)
Least squares sieve estimation of mixture distributions with boundary effects (2015) (6)
Nonparametric tilted density function estimation:A cross-validation criterion (2018) (6)
An Optimal Property of Kernel Estimators of a Probability Density (1984) (6)
Likelihood-based confidence bands for fault lines in response surfaces (2002) (6)
The order of the approximation to a Wiener process by its Fourier series (1982) (6)
An Algorithm for Nonlinear, Nonparametric Model Choice and Prediction (2014) (6)
On the law of the logarithm for density estimators (1990) (5)
On continuous image models and image analysis in the presence of correlated noise (1990) (5)
Assessing extrema of empirical principal component functions (2006) (5)
Estimable Versions of Griffiths' Measure of Association (1982) (5)
A frequency domain analysis of the error distribution from noisy high-frequency data (2018) (5)
On the processing of a motion-blurred image (1987) (5)
Bootstrap Estimation of Conditional Distributions (1992) (5)
Landau and Schottky theorems for holomorphic curves. (1991) (5)
Theory & Methods: Data Sharpening for Hazard Rate Estimation (2002) (5)
On inference in a one-dimensional mosaic and an M/G/∞ queue (1985) (5)
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error. (2018) (5)
Approximations to distributions of statistics used for testing hypotheses about the number of modes of a population (1996) (5)
Distribution estimators and confidence intervals for stereological volumes (2011) (5)
Rate of convergence of the empirical radon transform (1993) (5)
Robust nearest-neighbor methods for classifying high-dimensional data (2009) (5)
Nonparametric Density Estimation From Covariate Information (2006) (5)
On the duality between the behaviour of sums of independent random variables and the sums of their squares (1978) (4)
A weighted bootstrap approach to bootstrap iteration (2000) (4)
Estimation of Lag in Misregistered, Averaged Images (1994) (4)
On the Rate of Convergence in the Weak Law of Large Numbers (1982) (4)
Distance Measures and Smoothing Methodology for Imputing Features of Documents (2005) (4)
Principal component analysis for functional data (2018) (4)
Antipodean 2,4,5-T (1981) (4)
Rejoinder: Theoretical Comparison of Bootstrap Confidence Intervals (1988) (4)
Contributions of Rabi Bhattacharya to the Central Limit Theory and Normal Approximation (2016) (4)
Algorithms for Analyzing Nonstationary Time Series with Fractal Noise (1996) (4)
Applications of intentionally biased bootstrap methods. (1998) (4)
Nonparametric least squares estimation in derivative families (2010) (4)
Correcting segment counts for edge effects when estimating intensity (1985) (4)
Nonuniform sequential sampling for signal analysis (2004) (4)
TESTING FOR MONOTONICITY OF A REGRESSION MEAN WITHOUT SELECTING A BANDWIDTH1 (1998) (4)
ERROR-DEPENDENT SMOOTHING RULES IN LOCAL LINEAR REGRESSION (2002) (4)
Sets Which Determine the Rate of Convergence in the Central Limit Theorem (1983) (4)
Fast and Accurate Binary Response Mixed Model Analysis via Expectation Propagation (2018) (4)
A tabular method for correcting skewness (1985) (4)
To how many simultaneous hypothesis tests can normal student ' s t or bootstrap calibrations (2009) (4)
Locating lines among scattered points (2006) (4)
On the rate of convergence in the central limit theorem for distributions with regularly varying tails (1979) (4)
Normal approximation and smoothness for sums of means of lattice-valued random variables (2013) (4)
Principles of Edgeworth Expansion (1992) (3)
A leading term approach to asymptotic expansions in the central limit theorem (1984) (3)
CHOICE OF NEIGHBOUR ORDER FOR NEAREST-NEIGHBOUR CLASSIFICATION RULE (3)
ASYMPTOTIC DISTRIBUTIONS OF ESTIMATORS OF EIGENVALUES AND EIGENFUNCTIONS IN FUNCTIONAL DATA (2008) (3)
On the calculation of standard error for quotation in confidence statements (1994) (3)
Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data (2002) (3)
Simple tiered classifiers (2013) (3)
Incorporating prior probabilities into high-dimensional classifiers (2010) (3)
Nonparametric inference under dependent truncation (2007) (3)
Inequalities and Laws of Large Numbers (1980) (3)
ON THE REDUCTION OF BIAS IN DENSITY ESTIMATES1 (1983) (3)
Macroscopic properties of a linear mosaic (1985) (3)
On Convergence Rates in Nonparametric (1989) (3)
A UNIFIED APPROACH TO THE CORRECTION OF NORMAL APPROXIMATIONS (1983) (3)
Risk in Social Work Practice: Current Issues (2018) (3)
Methods for tracking support boundaries with corners (2006) (2)
Reducing Bias Without Prejudicing Sign (2000) (2)
Weighted-bootstrap alignment of explanatory variables (2008) (2)
Time-Dynamic Density and Mode Estimation with Application to Fast Mode Tracking (2005) (2)
Nonparametric Estimation of Optimal Performance Criteria in Quality Engineering (1990) (2)
Convergence determining sets in the central limit theorem (1986) (2)
On the dimension of the boundary of clumps in a multi-type boolean model (1996) (2)
Principles of Bootstrap Methodology (1992) (2)
Methodology and Algorithms of Empirical (1990) (2)
F. Ferraty and P. Vieu, Nonparametric functional data analysis: Theory and practice, Springer Series in Statistics (2007) (2)
Tribute: Geoffrey Stuart Watson: Tributes and Obituary (3 December 1921 – 3 January 1998) (1998) (2)
On Adaptation to sparse design in bivariate local linear regression (2001) (2)
Influence of design on the rate of convergence to normality in L1 regression (1989) (2)
On non-uniform and global descriptions of the rate of convergence of Asymptotic expansions in the central limit theorem (1986) (2)
On the amount of detail that can be recovered from a degraded signal (1987) (2)
On the interpretation of random fluctuations in competing chemical systems (1983) (2)
[Follow the ALARA principle]. (1992) (2)
Two-sided bounds and leading term for rates of convergence in the multivariate central limit theorem (1986) (2)
A School Reclaims Itself. (2005) (2)
A short history of the bootstrap (1994) (2)
REANALYSIS OF -STATISTIC GRAVITATIONAL-WAVE SEARCHES WITH THE HIGHER CRITICISM STATISTIC (2013) (2)
Measuring the performance of boundary-estimation methods (1997) (2)
Probability and Mathematical Genetics: Kernel methods and minimum contrast estimators for empirical deconvolution (2010) (2)
Deconvolution methods for non‐parametric inference in two‐level mixed models (2009) (2)
Products of independent, normally attracted random variables (1988) (1)
‘Nonparametric inference in multivariate mixtures’Biometrika (2005), 92, pp. 667–678 (2007) (1)
On starr and vardi's estimates of the number of transmission sources (1982) (1)
Non‐parametric inference for clustered binary and count data when only summary information is available (2008) (1)
An Open Letter to a New Principal. (2009) (1)
On the Bootstrap and Confidence Intervals 1 (2008) (1)
The Instructional Leader's Most Difficult Job. (2019) (1)
On the biases of error estimators in prediction problems (1995) (1)
METHODOLOGY AND THEORY FOR NONNEGATIVE-SCORE PRINCIPAL COMPONENT ANALYSIS (2013) (1)
A Converse to the Spitzer-Rosen Theorem (1981) (1)
Comment: Robustness to Assumption of Normally Distributed Errors (2012) (1)
Discussion: Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis (1986) (1)
Uniqueness theorems for holomorphic curves (1990) (1)
Job Structuring and Work Organisation (1976) (1)
WAVELET-BASED SIGNAL ANALYSIS WITH MULTIPLE SAMPLING RATES (2003) (1)
Monte carlo approximation to edgeworth expansions (1999) (1)
Correction: Bootstrap Confidence Regions for Directional Data (1990) (1)
Nonparametric methods of inference for finite-state, inhomogeneous Markov processes (2004) (1)
Motion Estimation and Segmentation of Natural Phenomena (2018) (1)
NONPARAMETRIC “ REGRESSION ” WHEN ERRORS ARE CENTRED AT ENDPOINTS (2006) (1)
SIMPLE FORMULAE FOR STEPS AND LIMITS IN THE BACKFITTING ALGORITHM (1989) (1)
Lead On!: Motivational Lessons for School Leaders (2013) (1)
Australian 2,4,5-T (1981) (1)
Shifting Accountability from Subgroups to Students. (2007) (1)
7 – Miscellaneous Applications (1980) (1)
Stochastic models and statistical methods for analysing roughness of plateau-honed surfaces (1994) (1)
The Jackknife, the Bootstrap and Other Resampling Plans (2008) (1)
Choosing trajectory and data type when classifying functional data (2012) (1)
Wavelet methods for erratic regression means in the presence of measurement error (2018) (1)
A RIDGE-PARAMETER APPROACH TO DECONVOLUTION BY PETER HALL (2007) (1)
New Towns - Just History, or an Idea for Today? (2002) (1)
SEQUENTIAL, BOTTOM‐UP VARIABLE SELECTION FOR HIGH‐DIMENSIONAL CLASSIFICATION (2010) (1)
ON KERNEL DENSITY ESTIMATION WITHOUT BUMPS IN THE TAILS (2007) (1)
Polynomial expansions of density and distribution functions of scale mixtures (1981) (1)
On the distribution of random lines (1981) (1)
Effects of smoothing on distribution approximations (2003) (1)
Bootstrap Confidence Intervals in Curve Estimation (1992) (1)
Two-sided bounds for nonuniform rates of convergence in the central limit theorem (1983) (1)
The puritan prayer book (0)
The Parliamentary directory (0)
Henley's liturgy of the oratory (0)
The role of the faculty consultant (1980) (0)
Whiston's primitive liturgy (0)
An Exploratory Multiple-Case Study of Gift Giver Beliefs (2014) (0)
Money, money, money (2010) (0)
The Savoy liturgy (0)
“The City of Theory” (2020) (0)
The American prayer-book (0)
Richard Wagner Died 13 February 1883. Producing a New 'Ring' (1983) (0)
The Middleburgh prayer-book (0)
Nonjurors' and Scottish offices (0)
The Scottish prayer-book (0)
Stephens's primitive liturgies, &c (0)
Dunkirk prayer-book (0)
In Pursuit of the 'Totally New Concept' (2012) (0)
Deacon's devotions (0)
A New Geography of Britain: Analects for a Non-Autobiography (2006) (0)
The return of Marley's ghost (2001) (0)
On the Scholarly Work of Prodyot K. Bhattacharya (2011) (0)
Are you shaping up (2010) (0)
Confidence intervals for means of lattice-valued random variables constructed using split-sample methods (2013) (0)
The Pointer(tm): Test and Evaluation of the Tiltrotor UAV (1989) (0)
A curious property of the derivatives of the Cauchy density (1996) (0)
Technical A Method to add Gaussian Mixture Models (0)
Tannic Acid Effects on Raphanus Raphanistrum Root Acid Phospatase (2000) (0)
On Local Polynomial Smoothers and Their Competitors (1997) (0)
Bandwidth choice and convergence rates in density estimation with long-range dependent data (1994) (0)
Low-order Nonparametric Enhancements of Parametric Curve Estimators (1997) (0)
Effects of Smoothing on Multivariate Statistical Properties of the Normal to a Rough Curve or Surface (1996) (0)
The identification and characterization of indole-3-acetyl-myo-inositol hydrolase from vegetative tissue of Zea mays L. (1984) (0)
ADAPTATION TO HIGH SPATIAL INHOMOGENEITYUSING WAVELET (1999) (0)
Aspects of contemporary statistical methods (2001) (0)
Clustering High-Dimensional Data Using Evidence of Multimodality (2010) (0)
EMPIRICAL FOURIER METHODS FOR INTERVAL CENSORED DATA (2018) (0)
Spitzer-Rosén Theorem † (2006) (0)
Bootstrap Methods in Statistics Resampling (2013) (0)
CONVERGENCE PROPERTIES OF WAVELET ESTIMATORS WITH MULTIPLE SAMPLING RATES (2004) (0)
Details of Mathematical Rigour (1992) (0)
Uniqueness theorems for parametrized algebraic curves (1994) (0)
Selecting and Ordering Components in Functional-Data Linear Prediction (2008) (0)
@bullet Smoothing the Bootstrap for Use with the Binomial Distribution L (0)
ADAPTATION TO HIGH SPATIAL INHOMOGENEITY BASED ON WAVELETS AND ON LOCAL LINEAR SMOOTHING * JIANQING FAN ! (1993) (0)
Discussion on the paper “Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach” (2009) (0)
where the pairs (xi, Yi) are observed, the xi's are fixed d-variate vectors, the Yi's are univariate random variables, the errors ei are independent and identically distributed with zero mean and finite variance, and g: RWd U>R is a (2016) (0)
Statistica Sinica Preprint No : SS-2016-0393 R 4 Title Wavelet (2017) (0)
Comments on: Nonparametric inference with generalized likelihood ratio tests (2007) (0)
UNIQUENESS THEOR,EMS FOR HOLOMORPHIC CURITES (0)
Rejoinder (2009) (0)
NONPARAMETRIC REGRESSION WITH HOMOGENEOUS GROUP TESTING DATA 1 (2012) (0)
Invariance Principles in the Central Limit Theorem and Law of the Iterated Logarithm (1980) (0)
Fractal Dimensions and Estimation (2006) (0)
2 Model and outline of methodology 2 . 1 Model and regression estimator (2013) (0)
level for nonlinear wavelet curve estimators (2001) (0)
Con(cid:12)dence bands in nonparametric errors-in-variables regression (2013) (0)
Nonparametric Assessment of Atypicality (2006) (0)
Chris Heyde’s Work on Rates of Convergence in the Central Limit Theorem (2010) (0)
CROSS-VALIDATED LOCAL POLYNOMIAL REGRESSION (2013) (0)
Simple statistical test for compliance of fiber counts with hygiene standard. (1985) (0)
Improving coverage of nonparametric prediction intervals (2001) (0)
American Society for Quality Edge-Preserving and Peak-Preserving Smoothing (2012) (0)
Adaptive smoothing for subpixel target detection in hyperspectral imaging (2006) (0)
Intensity estimation from pixel data (1983) (0)
Web-based Supplementary Materials for “ Deconvolution Estimation of Mixture Distributions with Boundaries ” (2012) (0)
Optional Sampling, Optional Sampling Theorem (2004) (0)
Discussion of ‘identification and estimation of non-linear models using two samples with nonclassical measurement errors’ (2010) (0)
Effects of design and error on normal convergence rates in regression problems (1990) (0)
Errata: On the Processing of a Motion-Blurred Image (1988) (0)
33HJIndole-3-Acetyl-myo-Inositol (1986) (0)
On the Accuracy of Binned Kernel Density Operators (1996) (0)
A Picard theorem for projective varieties. (1990) (0)
Properties of Nearest-neighbour Classifiers (2006) (0)
Near‐Neighbor Estimation (2006) (0)
REPRESENTATIONS AND LIMIT THEOREMS (1978) (0)
Normal approximation in regression (1991) (0)
NONPARAMETRIC ESTIMATION OF HAZARD RATEUNDER THE CONSTRAINT OF MONOTONICITYJames (2000) (0)
Bootstrap Curve Estimation (1992) (0)
HALL AND PATIL ON THE EFFICIENCY OF ON-LINE DENSITY ESTIMATORS 1505 The problems solved in Sections (2004) (0)
ON THE PROBABILITY OF ERROR WHEN USING A GENERAL AKAIKE‐TYPE CRITERION TO ESTIMATE AUTOREGRESSION ORDER (1993) (0)
Estimating the end-point of a probability (1999) (0)
On the Efficiency of On-Line (1994) (0)
Nonparametric estimation of a period function (2000) (0)
Estimators of Exponential Decay — A Postscript (1983) (0)
Interpolation rules suggested by asymptotic expansions (1992) (0)
Corrigendum: Local Minima in Cross-Validation Functions (1992) (0)
THE RATE OF CONVERGENCE IN THE NORMAL APPROXIMATION FOR THE WILCOXON R‐ESTIMATOR (1990) (0)
High dimensional classification when useful information comes from many , perhaps all features (2011) (0)

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