The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Estimation of unimodal densities based on the \(fQ\)-system (Q1402947) (← links)
- Estimation of regression models with equi-correlated responses when some observations on the response variable are missing (Q1402949) (← links)
- A modified generalized mixed regression estimator when disturbances are nonnormal (Q1402950) (← links)
- Admissibility of estimators in the non-regular family under entropy loss function (Q1402951) (← links)
- On best affine prediction (Q1402952) (← links)
- Estimation of finite population parameters with several realizations (Q1402953) (← links)
- A note on closure of the ILR and DLR classes under formation of coherent systems (Q1402954) (← links)
- Stein estimation -- a review (Q1567075) (← links)
- Asymptotic estimators of the sample size in a record model (Q1567076) (← links)
- The influence of parameter estimation on the ARL of Shewhart type charts for time series (Q1567078) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- On local influence for elliptical linear models (Q1567080) (← links)
- Tests of fit for exponentiality based on a characterization via the mean residual life function (Q1567081) (← links)
- Note on a family of unbiased predictors for the equi-correlated responses in linear regression models (Q1567082) (← links)
- Basic concepts of group sequential and adaptive group sequential test procedures (Q1580842) (← links)
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data (Q1580843) (← links)
- Efficient posterior integration in stable paretian models (Q1580845) (← links)
- Estimation of the signal-to-noise in the linear regression model (Q1580846) (← links)
- On optimal testing for the equality of equicorrelation: An example of loss in power (Q1580847) (← links)
- Pooling choices or categories in multinomial logit models (Q1580848) (← links)
- Stein rule prediction of the composite target function in a general linear regression model (Q1580850) (← links)
- Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem (Q1591486) (← links)
- Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models (Q1591488) (← links)
- Characterizations based on conditional expectations (Q1591489) (← links)
- Numerical Bayesian inference with arbitrary prior (Q1591490) (← links)
- On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss (Q1591492) (← links)
- Limiting distributions of MLE and UMVUE in the biparametric uniform distribution (Q1591493) (← links)
- Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
- Testing epidemic change in nearly nonstationary process with statistics based on residuals (Q1685200) (← links)
- Characterizations based on higher order and partial moments of inactivity time (Q1685202) (← links)
- Multivariate tests of uniformity (Q1685204) (← links)
- Dynamic tail dependence clustering of financial time series (Q1685205) (← links)
- The balanced credibility estimators with correlation risk and inflation factor (Q1685206) (← links)
- A Legendre multiwavelets approach to copula density estimation (Q1685209) (← links)
- B spline variable selection for the single index models (Q1685210) (← links)
- Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
- The generalized preliminary test estimator when different sets of stochastic restrictions are available (Q1685213) (← links)
- A regression model for overdispersed data without too many zeros (Q1685216) (← links)
- On the Simes test under dependence (Q1685217) (← links)
- Regression modeling of one-inflated positive count data (Q1685219) (← links)
- D-optimal designs for full and reduced Fourier regression models (Q1685220) (← links)
- Markov binomial distribution of order \(k\) and its applications (Q1685221) (← links)
- Perfect ranking test in moving extreme ranked set sampling (Q1685224) (← links)
- Moment inequalities for \(m\)-negatively associated random variables and their applications (Q1685227) (← links)
- A note about the corrected VIF (Q1685228) (← links)
- Book review of: F. Belzunce et al., An introduction to stochastic orders (Q1685229) (← links)
- Book review of: B. S. Baumer et al., Modern data science with R (Q1685230) (← links)
- Book review of: M. Bland, An introduction to medical statistics. 4th ed. (Q1685231) (← links)
- Book review of: E. P. Herbst and F. Schorfheide, Bayesian estimation of DSGE models (Q1685232) (← links)
- Application of the delta method to functions of the sample mean when observations are dependent (Q1685282) (← links)
