The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Assessing the effectiveness of indirect questioning techniques by detecting liars (Q6089299) (← links)
- Optimal equivalence testing in exponential families (Q6089300) (← links)
- Simultaneous prediction using target function based on principal components estimator with correlated errors (Q6089301) (← links)
- Bivariate densities in Bayes spaces: orthogonal decomposition and spline representation (Q6089302) (← links)
- Discrete approximations of continuous probability distributions obtained by minimizing Cramér-von Mises-type distances (Q6089303) (← links)
- Projection uniformity of nearly balanced designs (Q6089304) (← links)
- A general framework for spatial GARCH models (Q6089305) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Point and interval estimation of powers of scale parameters for two normal populations with a common mean (Q6089307) (← links)
- Replacement model with random replacement time (Q6099111) (← links)
- Epidemic changepoint detection in the presence of nuisance changes (Q6099113) (← links)
- Squared error-based shrinkage estimators of discrete probabilities and their application to variable selection (Q6099114) (← links)
- Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function (Q6099115) (← links)
- Degree of isomorphism: a novel criterion for identifying and classifying orthogonal designs (Q6099116) (← links)
- Convergence of estimative density: criterion for model complexity and sample size (Q6099117) (← links)
- Predictive inference of dual generalized order statistics from the inverse Weibull distribution (Q6099118) (← links)
- A ranked-based estimator of the mean past lifetime with an application (Q6099119) (← links)
- Inference about the arithmetic average of log transformed data (Q6099120) (← links)
- Constructing K-optimal designs for regression models (Q6099121) (← links)
- Group linear algorithm with sparse principal decomposition: a variable selection and clustering method for generalized linear models (Q6099122) (← links)
- Testing for diagonal symmetry based on center-outward ranking (Q6099123) (← links)
- Forecasting highly persistent time series with bounded spectrum processes (Q6099124) (← links)
- Robust estimation in beta regression via maximum \(\mathrm{L}_q\)-likelihood (Q6099126) (← links)
- Applying generalized funnel plots to help design statistical analyses (Q6099129) (← links)
- Correction to: ``On efficiency of some restricted estimators in a multivariate regression model'' (Q6099130) (← links)
- A robust factor analysis model based on the canonical fundamental skew-\(t\) distribution (Q6099132) (← links)
- A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering (Q6099134) (← links)
- Strong uniform consistency of the local linear relative error regression estimator under left truncation (Q6099135) (← links)
- Pearson's correlation and background subtraction (BGS) based approach for object's motion detection in infrared video frame sequences (Q6099136) (← links)
- Expectation identities from integration by parts for univariate continuous random variables with applications to high-order moments (Q6099137) (← links)
- The modality of skew \(t\)-distribution (Q6099139) (← links)
- Stochastic orders and measures of skewness and dispersion based on expectiles (Q6099140) (← links)
- Polynomial spline estimation of panel count data model with an unknown link function (Q6120364) (← links)
- Sequential design of multi-fidelity computer experiments with effect sparsity (Q6120374) (← links)
- Bounds for Gini's mean difference based on first four moments, with some applications (Q6120376) (← links)
- Pretest and shrinkage estimation of the regression parameter vector of the marginal model with multinomial responses (Q6120377) (← links)
- New closed-form efficient estimators for the negative binomial distribution (Q6120378) (← links)
- Structural multilevel models for longitudinal mediation analysis: a definition variable approach (Q6120380) (← links)
- The zonoid region parameter depth (Q6120381) (← links)
- Variable selection for nonparametric quantile regression via measurement error model (Q6120382) (← links)
- Robustness of a truncated estimator for the smaller of two ordered means (Q6120383) (← links)
- Measuring and testing homogeneity of distributions by characteristic distance (Q6157030) (← links)
- Copula-based link functions in binary regression models (Q6157031) (← links)
- Optimal design of experiments for hypothesis testing on ordered treatments via intersection-union tests (Q6157033) (← links)
- On efficiency of some restricted estimators in a multivariate regression model (Q6157034) (← links)
- On the circular correlation coefficients for bivariate von Mises distributions on a torus (Q6157035) (← links)
- Testing independence under a block compound symmetry covariance structure (Q6157036) (← links)
- Weighted U-statistics for likelihood-ratio ordering of bivariate data (Q6157037) (← links)
- Retracted article: ``Empirical likelihood inference for the calibration regression model with lifetime medical cost'' (Q6157038) (← links)
- On the eigenvalues associated with the limit null distribution of the Epps-Pulley test of normality (Q6157039) (← links)
