The following pages link to OpenAlex ID (P388):
Displaying 50 items.
- Complete subset regressions (Q134090) (← links)
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
- Efficient scalable schemes for monitoring a large number of data streams (Q134119) (← links)
- Identification of the age-period-cohort model and the extended chain-ladder model (Q134237) (← links)
- Miscellanea Kernel-Type Density Estimation on the Unit Interval (Q134282) (← links)
- Localization processes for functional data analysis (Q134287) (← links)
- Simultaneous model-based clustering and visualization in the Fisher discriminative subspace (Q134334) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Parametric fractional imputation for missing data analysis (Q134560) (← links)
- Dimension-reduced nonparametric maximum likelihood computation for interval-censored data (Q134612) (← links)
- Efficient computation of nonparametric survival functions via a hierarchical mixture formulation (Q134614) (← links)
- Some results on the multivariate truncated normal distribution (Q134685) (← links)
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- The Simplex Tree: An Efficient Data Structure for General Simplicial Complexes (Q134868) (← links)
- A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
- Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation (Q134935) (← links)
- Maximum likelihood estimation for a special exponential family under random double-truncation (Q134937) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model (Q134942) (← links)
- Estimating summary functionals in multistate models with an application to hospital infection data (Q134949) (← links)
- General Observer-Agreement Measures on Individual Subjects and Groups of Subjects (Q135071) (← links)
- Measuring pairwise interobserver agreement when all subjects are judged by the same observers (Q135073) (← links)
- Principal component-guided sparse regression (Q135079) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- On generating random Gaussian graphical models (Q135242) (← links)
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence (Q135481) (← links)
- Rank test for heteroscedastic functional data (Q135484) (← links)
- A Hermite-Gaussian Based Radial Velocity Estimation Method (Q135620) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Evaluation of Trace Evidence in the Form of Multivariate Data (Q135690) (← links)
- Robust fitting of mixtures using the trimmed likelihood estimator (Q135707) (← links)
- Robust fitting of mixture regression models (Q135710) (← links)
- Robust archetypoids for anomaly detection in big functional data (Q135720) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- Efficient design and inference for multistage randomized trials of individualized treatment policies (Q135848) (← links)
- Sequential multiple assignment randomized trial (SMART) with adaptive randomization for quality improvement in depression treatment program (Q135853) (← links)
- Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test (Q135901) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- On tests for changes in persistence (Q135925) (← links)
- A simple test of changes in mean in the possible presence of long-range dependence (Q135933) (← links)
- Testing for a break in persistence under long-range dependencies (Q135936) (← links)
- Change-in-mean problem for long memory time series models with applications (Q135938) (← links)
- A simple test on structural change in long-memory time series (Q135940) (← links)
