Front Matter
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Exponential Dispersion Models
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Chebyshev Polynomial Approximations and Characteristic Function Estimation
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Penalized Likelihood Estimation of Hazard and Intensity Functions
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Cross-Validation Shrinkage of Regression Predictors
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Common Structure of Techniques for Choosing Smoothing Parameters in Regression Problems
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Precision, Complexity and Bayesian Model Determination
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On Posterior Asymptotic Normality and Asymptotic Normality of Estimators for the Galton-Watson Process
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Asymptotic Posterior Normality for Stochastic Processes Revisited
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Back Matter
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