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Number of items: 11.

Article

Sun, Y. and Zhang, W.Y. and Tong, H. (2007) Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35 (6). pp. 2795-2814. ISSN 0090-5364 . (The full text of this publication is not available from this repository)

Xia, YC and Zhang, W.Y. and Tong, H. (2004) Efficient estimation for semivarying-coefficient models. Biometrika, 91 (3). pp. 661-681. ISSN 0006-3444. (The full text of this publication is not available from this repository)

Zhang, W. and Yao, Q.W. and Tong, H. and Stenseth, N.C. (2003) Smoothing for spatiotemporal models and its application to modeling muskrat-mink interaction. Biometrics, 59 (4). pp. 813-821. ISSN 0006-341X. (The full text of this publication is not available from this repository)

Yao, Q. and Zhang, W. and Tong, H. (2001) Bootstrap estimation of actual significance levels for tests basedon estimated nuisance parameters. Statistics and Computing, 11 (4). pp. 367-371. ISSN 0960-3174 . (The full text of this publication is not available from this repository)

Garthwaite, P.H. and Brown, P.J. and Hand, D.J. and Wold, S. and Cox, D.R. and Zidek, J.V. and ter Braak, C.J.F. and Stone, M. and Brooks, R. and Goutis, C. and Lindley, D.V. and Burnham, A.J. and MacGregor, J.F. and Viveros, R. and Hastie, T. and Tibshirani, R. and Helland, I.S. and Jones, M.C. and Sasieni, P.D. and Southworth, R. and Taylor, C.C. and Sundberg, R. and Thomas, E.V. and Tong, H. (1997) Predicting multivariate responses in multiple linear regression - Discussion. Journal of the Royal Statistical Society Series B-Statistical Methodology, 59 (1). pp. 37-54. ISSN 0035-9246. (The full text of this publication is not available from this repository)

Fan, J.Q. and Yao, Q.W. and Tong, H. (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83 (1). pp. 189-206. ISSN 0006-3444. (The full text of this publication is not available from this repository)

Tong, H. (1995) A Personal Overview Of Nonlinear Time-Series Analysis From A Chaos Perspective. Scandinavian Journal of Statistics, 22 (4). pp. 399-421. ISSN 0303-6898. (The full text of this publication is not available from this repository)

Cheng, B. and Tong, H. (1992) ON CONSISTENT NONPARAMETRIC ORDER DETERMINATION AND CHAOS. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 54 (2). pp. 427-449. ISSN 0035-9246 . (The full text of this publication is not available from this repository)

May, R.M. and Isham, V. and Bolker, B. and Renshaw, E. and Lawrance, A.J. and Spencer, N.M. and Smith, L.A. and Mayne, A.J. and King, G.P. and Albrecht, V. and Lim, K.S. and Dvorak, I. and Basterfield, J. and Mollison, D. and Chan, K.S. and Tong, H. and Wolff, R.C.L. and Lord, G. and Nason, G. and Tjostheim, D. and Casdagli, M. and Smith, R.L. and Broomhead, D.S. and Huke, J.P. and Muldoon, M.R. and Nychka, D. and Ellner, S. and Gallant, A.R. and McCaffrey, D. and Cheng, B. (1992) Royal-Statistical-Society Meeting on Chaos - Discussion. Journal of the Royal Statistical Society Series B-Methodological, 54 (2). pp. 451-474. ISSN 0035-9246. (The full text of this publication is not available from this repository)

Monograph

Hodges, S.D. and Roberts, G. and Papaspiliopoulos, O. and Sentana, E. and Bingham, N.H. and Cox, D.R. and Nicolato, E. and Venardos, E. and Critchley, F. and Davis, M.H.A. and Tompkins, R. and Benth, F.E. and Karlsen, K.H. and Reikvam, K. and Brockwell, P.J. and Davis, R.A. and Christensen, B.J. and Dellaportas, P. and McCoy, E.J. and Stephens, D.A. and Diebold, F.X. and Fruhwirth-Schnatter, S. and Genon-Catalot, V. and Laredo, C. and Granger, C.W.J. and Griffin, J.E. and Steel, M.F.J. and Hobson, D. and Jensen, J.L. and Jones, M.C. and Lawrance, A.J. and Ledford, A.W. and Leonenko, N.N. and Levendorskii, S. and Mandelbrot, B.B. and Meddahi, N. and Pitt, M.K. and Priestley, M.B. and Renault, E. and Rosinski, J. and Sato, K. and Taylor, S.J. and Tong, H. and Yang, H. and Veretennikov, A.Y. and Walker, S.G. and Werker, B.J.M. and Wood, A. (2001) Non-Gaussian Ornstein-Uhlenbeck-based Models and Some of their Uses in Financial Economics - Discussion. Discussion paper. BLACKWELL PUBLISHING LTD 10.1111/1467-9868.00282. (The full text of this publication is not available from this repository)

Conference or workshop item

Cheng, B. and Tong, H. (1998) K-stationarity and wavelets. In: 16th Meeting of French-Speaking Belgian Statisticians, Nov 23-24, 1995 , Brussels, Belgium. (The full text of this publication is not available from this repository)

This list was generated on Thu Apr 24 15:55:42 2014 BST.