The following pages link to Statistica Neerlandica (Q72022):
Displaying 50 items.
- New closed‐form efficient estimator for multivariate gamma distribution (Q5981711) (← links)
- Editorial (Q6063599) (← links)
- Dose–response modelling for bivariate covariates with and without a spike at zero: theory and application to binary outcomes (Q6063601) (← links)
- Comparison of three‐dimensional ROC surfaces for clustered and correlated markers, with a proteomics application (Q6063602) (← links)
- Copula Gaussian graphical models with penalized ascent Monte Carlo EM algorithm (Q6063603) (← links)
- Complementary information for skewness measures (Q6063604) (← links)
- Testing block‐diagonal covariance structure for high‐dimensional data (Q6063605) (← links)
- Plug‐in bandwidth selector for recursive kernel regression estimators defined by stochastic approximation method (Q6063606) (← links)
- Estimating the Kullback–Liebler risk based on multifold cross‐validation (Q6063607) (← links)
- Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
- On new variance approximations for linear models with inequality constraints (Q6063609) (← links)
- Beta spatial linear mixed model with variable dispersion using Monte Carlo maximum likelihood (Q6063610) (← links)
- Comparison of Cramer–Rao lower bounds of variances for at least equal protection of respondents (Q6063612) (← links)
- Finite mixtures of censored Poisson regression models (Q6063615) (← links)
- Coherent forecasting for count time series using Box–Jenkins's AR(<i>p</i>) model (Q6063616) (← links)
- D‐optimal designs for a continuous predictor in longitudinal trials with discrete‐time survival endpoints (Q6063617) (← links)
- On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)
- Markov switching quantile autoregression (Q6064121) (← links)
- A Skew‐normal copula‐driven GLMM (Q6064122) (← links)
- Spatial clustering of time series via mixture of autoregressions models and Markov random fields (Q6064123) (← links)
- Penalty and related estimation strategies in the spatial error model (Q6064124) (← links)
- Non‐parametric regression in clustered multistate current status data with informative cluster size (Q6064125) (← links)
- Smooth estimation of a monotone hazard and a monotone density under random censoring (Q6064126) (← links)
- Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
- Measuring and relating aggregate and subaggregate total factor productivity change without neoclassical assumptions (Q6066192) (← links)
- Second‐order analysis of anisotropic spatiotemporal point process data (Q6066193) (← links)
- A generalization of the Binomial distribution based on the dependence ratio (Q6066198) (← links)
- Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties (Q6066199) (← links)
- On the inefficiency of the restricted maximum likelihood (Q6066200) (← links)
- Comparative randomized inverse sampling (Q6066201) (← links)
- SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
- Bias reduction when data are rounded (Q6066204) (← links)
- Maximum likelihood estimation of a binomial proportion using one‐sample misclassified binary data (Q6066205) (← links)
- Detecting overdispersion in INARCH(1) processes (Q6066206) (← links)
- The codispersion map: a graphical tool to visualize the association between two spatial variables (Q6066207) (← links)
- Generalized least squares cross‐validation in kernel density estimation (Q6066208) (← links)
- Modeling and forecasting of stock index volatility with APARCH models under ordered restriction (Q6066209) (← links)
- MCMC methods for inference in a mathematical model of pulmonary circulation (Q6067566) (← links)
- Language comprehension as a multi‐label classification problem (Q6067569) (← links)
- Forecasting aggregate claims using score‐driven time series models (Q6067571) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- A note on the relationship between conditional and unconditional independence and its extensions for Markov kernels (Q6067640) (← links)
- A weighting approach to making inference with probabilistically linked data (Q6067641) (← links)
- Bayesian estimation of explained variance in ANOVA designs (Q6067643) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- Nonparametric identification and estimation of current status data in the presence of death (Q6067645) (← links)
- A class of flat prior distributions for the Poisson‐gamma hierarchical model (Q6067647) (← links)
- Bivariate exponentiated‐exponential geometric regression model (Q6067648) (← links)
- Distribution of residual autocorrelations for multiplicative seasonal ARMA models with uncorrelated but nonindependent error terms (Q6067649) (← links)
- Nonparametric estimation for a current status right‐censored data model (Q6067650) (← links)
