Kjell Doksum : family, career, and contributions | |
Reminiscences of a 40-year friendship | |
Modelling some Norwegian soccer data | p. 3 |
Stochastic processes in survival analysis | p. 23 |
Correspondences between regression models for complex binary outcomes and those for structured multivariate survival analyses | p. 45 |
Using Martingale residuals to assess goodness-of-fit for sampled risk set data | p. 65 |
Reliability and survival in financial risk | p. 93 |
Signature-related results on system lifetimes | p. 115 |
Stochastic orders based on total time on test transform | p. 131 |
Adaptively denoising discrete two-way layouts | p. 147 |
Inferences for varying-coefficient partially linear models with serially correlated errors | p. 175 |
Semi-linear index model when the linear covariates and indices are independent | p. 197 |
On single index regression models for multivariate survival times | p. 223 |
Aggregation of density estimators and dimension reduction | p. 233 |
A Sturm-Liouville problem in semiparametric transformation models | p. 255 |
Estimation for the semiparametric transformation model for survival data and extensions | p. 277 |
Statistical issues involved with extending standard models | p. 299 |
Linearly unbiased estimation of conditional moment and correlation functions | p. 315 |
Serial autoregression and regression rank scores statistics | p. 335 |
A new convolution estimator for nonparametric regression | p. 363 |
Semiparametric and nonparametric gene mapping | p. 387 |
Model-based clustering and weighted Chinese restaurant processes | p. 405 |
Neutral-to-the-right species sampling mixture models | p. 425 |
Nonparametric Bayesian inference about percentiles | p. 443 |
Nonparametric quantile inference using Dirichlet processes | p. 463 |
Asymptotic distribution theory of empirical rank-dependent measures of inequality | p. 495 |
A modified kendall rank-order association test for evaluating the repeatability of two studies with a large number of objects | p. 513 |
Rank process, stochastic corridor and applications to finance | p. 529 |
Conditional Monte Carlo based on sufficient statistics with applications | p. 545 |
Further explorations of likelihood theory for Monte Carlo integration | p. 563 |
Confidence nets for curves | p. 593 |
Density estimation by total variation regularization | p. 613 |
A note on the bounded normal mean problem | p. 635 |
Estimation of symmetric distributions subject to a peakedness order | p. 649 |
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