The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Maximum likelihood with a time varying parameter (Q6579434) (← links)
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data (Q6579435) (← links)
- Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)
- Space-filling designs with a Dirichlet distribution for mixture experiments (Q6581290) (← links)
- On the test of covariance between two high-dimensional random vectors (Q6581291) (← links)
- FDR control and power analysis for high-dimensional logistic regression via Stabkoff (Q6581292) (← links)
- Penalized likelihood inference for the finite mixture of Poisson distributions from capture-recapture data (Q6581294) (← links)
- Two-piece distribution based semi-parametric quantile regression for right censored data (Q6581296) (← links)
- A \(p\)-step-ahead sequential adaptive algorithm for D-optimal nonlinear regression design (Q6581297) (← links)
- Alleviating conditional independence assumption of naive Bayes (Q6581299) (← links)
- A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method (Q6581300) (← links)
- Adaptive parametric change point inference under covariance structure changes (Q6581302) (← links)
- Regression analysis of clustered panel count data with additive mean models (Q6581305) (← links)
- Fourier approach to goodness-of-fit tests for Gaussian random processes (Q6581307) (← links)
- Active-set based block coordinate descent algorithm in group LASSO for self-exciting threshold autoregressive model (Q6581310) (← links)
- Robust signal dimension estimation via SURE (Q6581311) (← links)
- Empirical likelihood inference for the panel count data with informative observation process (Q6581312) (← links)
- Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model (Q6581314) (← links)
- Testing omitted variables in VARs (Q6581315) (← links)
- Inference for continuous-time long memory randomly sampled processes (Q6581316) (← links)
- Estimating the entropy of a Rayleigh model under progressive first-failure censoring (Q6581317) (← links)
- Using the softplus function to construct alternative link functions in generalized linear models and beyond (Q6581318) (← links)
- Locally optimal designs for comparing curves in generalized linear models (Q6581319) (← links)
- Implicit profiling estimation for semiparametric models with bundled parameters (Q6581323) (← links)
- Semiparametric estimation in generalized additive partial linear models with nonignorable nonresponse data (Q6581325) (← links)
- Adaptive slicing for functional slice inverse regression (Q6581327) (← links)
- Optimal dichotomization of bimodal Gaussian mixtures (Q6581333) (← links)
- Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates (Q6581334) (← links)
- Subgroup analysis with concave pairwise fusion penalty for ordinal response (Q6581335) (← links)
- Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)
- The effect of correlated errors on the performance of local linear estimation of regression function based on random functional design (Q6581337) (← links)
- Is Fisher inference inferior to Neyman inference for policy analysis? (Q6581338) (← links)
- A unified approach to goodness-of-fit testing for spherical and hyperspherical data (Q6581339) (← links)
- A scale-invariant test for linear hypothesis of means in high dimensions (Q6581340) (← links)
- Homogeneity tests and interval estimations of risk differences for stratified bilateral and unilateral correlated data (Q6581343) (← links)
- Minimax weight learning for absorbing MDPs (Q6581344) (← links)
- Statistical simulations with LR random fuzzy numbers (Q6581345) (← links)
- A semi-orthogonal nonnegative matrix tri-factorization algorithm for overlapping community detection (Q6581346) (← links)
- The resampling method via representative points (Q6581347) (← links)
- Minimum contrast for the first-order intensity estimation of spatial and spatio-temporal point processes (Q6581348) (← links)
- Fitting copulas in the case of missing data (Q6581349) (← links)
- Efficient variable selection for high-dimensional multiplicative models: a novel LPRE-based approach (Q6581350) (← links)
- On the existence of stationary threshold bilinear processes (Q6581351) (← links)
- Bootstrapping generalized linear models to accommodate overdispersed count data (Q6581352) (← links)
- Confidence distributions and hypothesis testing (Q6581353) (← links)
- Hypothesis testing for varying coefficient models in tail index regression (Q6581354) (← links)
- The exponentiated exponentially weighted moving average control chart (Q6581355) (← links)
- A sequential feature selection approach to change point detection in mean-shift change point models (Q6581358) (← links)
- Some practical and theoretical issues related to the quantile estimators (Q6581360) (← links)
