相关论文: Rejoinder to "Analysis of variance--why it is more…
It is time to renew old ways of thinking about dimensional analysis. Specifically, more than $n-r$ invariants and more than one functional relation between invariants need to be considered simultaneously. Thus generalized, dimensional…
Rejoinder: Fisher Lecture: Dimension Reduction in Regression [arXiv:0708.3774]
A number of topics in analysis are discussed, with emphasis on basic principles. There is some overlap with "Elements of linear and real analysis" (arXiv:math/0108030), with numerous changes in content and presentation since then.
Contents: Generalities, Chiral supermultiplets, Super Yang-Mills theory, Superspace Feynman graphs, Renormalization, Supercurrent, Finite theories.
Rejoinder to ``Boosting Algorithms: Regularization, Prediction and Model Fitting'' [arXiv:0804.2752]
Originally published as a Supplemental Appendix to Adjoint Equations in Stability Analysis, Annu. Rev. Fluid Mech. 46:493-517 (2014)
Discussion of "Cross-Covariance Functions for Multivariate Geostatistics" by Genton and Kleiber [arXiv:1507.08017].
This note is a collection of several discussions of the paper "Beyond subjective and objective in statistics", read by A. Gelman and C. Hennig to the Royal Statistical Society on April 12, 2017, and to appear in the Journal of the Royal…
Reply to the comment, cond-mat/0209398 by by N.W. Watkins, S.C. Chapman, and G. Rowlands
The aim of this book is to give a rigorous introduction for the graduate students to Analysis on Wiener space, a subject which has grown up very quickly these recent years under the new impulse of the Stochastic Calculus of Variations of…
Rejoinder to "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].
Comment on ``The 2005 Neyman Lecture: Dynamic Indeterminism in Science'' [arXiv:0808.0620]
Comment on ``The 2005 Neyman Lecture: Dynamic Indeterminism in Science'' [arXiv:0808.0620]
Rejoinder to "Latent variable graphical model selection via convex optimization" by Venkat Chandrasekaran, Pablo A. Parrilo and Alan S. Willsky [arXiv:1008.1290].
A simple proof of a key inequality required by the paper's analysis is presented. An introductory section discussing the paper's setup may be helpful to some readers. An alternative statistical analysis is suggested.
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
Regression adjustments are often made to experimental data. Since randomization does not justify the models, bias is likely; nor are the usual variance calculations to be trusted. Here, we evaluate regression adjustments using Neyman's…
We present a new proof to a general result due to Kestelman. Our proof differs completely from the other proofs we know and we hope that readers will find it clearer. We also include a quite exhaustive bibliographical analysis on related…
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]
Discussion of "Likelihood Inference for Models with Unobservables: Another View" by Youngjo Lee and John A. Nelder [arXiv:1010.0303]