A note on kernel density estimation at a parametric rate
A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions
A note on stochastic ordering of estimators of exponential reliability
A note on the application of the Oakes' identity to obtain the observed information matrix of hidden Markov models
A note on the asymptotic distribution of the minimum density power divergence estimator
A Note on The Backfitting Estimation of Additive Models
A note on the border of an exponential family
A note on the de la Garza phenomenon for locally optimal designs
A note on the distribution of the partial correlation coefficient with nonparametrically estimated marginal regressions
A note on the estimation of extreme value distributions using maximum product of spacings
A note on the group lasso and a sparse group lasso
A note on the infinite divisibility of a class of transformations of normal variables
A note on the Lindeberg condition for convergence to stable laws in Mallows distance
A note on the stationary bootstrap's variance
A note on the U,V method of estimation
A pattern mixture model for a paired $2\times2$ crossover design
A penalized exponential risk bound in parametric estimation
A permutation test for matching and its asymptotic distribution
A powerful test based on tapering for use in functional data analysis
A practical guide to measuring the Hurst parameter