The following pages link to Statistical Papers (Q64295):
Displaying 50 items.
- Matrix-variate generalized linear model with measurement error (Q6581362) (← links)
- Deficiency bounds for the multivariate inverse hypergeometric distribution (Q6581363) (← links)
- Some additional remarks on statistical properties of Cohen's \(d\) in the presence of covariates (Q6581364) (← links)
- Welch's \(t\) test is more sensitive to real world violations of distributional assumptions than Student's \(t\) test but logistic regression is more robust than either (Q6581366) (← links)
- An heuristic scree plot criterion for the number of factors (Q6581367) (← links)
- Flexible-dimensional L-statistic for mean estimation of symmetric distributions (Q6640074) (← links)
- A high-dimensional single-index regression for interactions between treatment and covariates (Q6640075) (← links)
- Supervised dimension reduction for functional time series (Q6640078) (← links)
- Statistical inferences for missing response problems based on modified empirical likelihood (Q6640082) (← links)
- Testing practical relevance of treatment effects (Q6640083) (← links)
- On some stable linear functional regression estimators based on random projections (Q6640084) (← links)
- A trigamma-free approach for computing information matrices related to trigamma function (Q6640085) (← links)
- Estimation for partially linear single-index spatial autoregressive model with covariate measurement errors (Q6640086) (← links)
- A two sample nonparametric test for variability via empirical likelihood methods (Q6640087) (← links)
- Multiple random change points in survival analysis with applications to clinical trials (Q6640088) (← links)
- Nested symmetrical Latin hypercube designs (Q6640089) (← links)
- New copula families and mixing properties (Q6640090) (← links)
- Multivariate stochastic comparisons of sequential order statistics with non-identical components (Q6640091) (← links)
- Variation comparison between infinitely divisible distributions and the normal distribution (Q6640092) (← links)
- Analyzing quantitative performance: Bayesian estimation of 3-component mixture geometric distributions based on Kumaraswamy prior (Q6640094) (← links)
- A mixture distribution for modelling bivariate ordinal data (Q6640095) (← links)
- A non-classical parameterization for density estimation using sample moments (Q6640096) (← links)
- Geometric infinitely divisible autoregressive models (Q6640097) (← links)
- Covariance structure tests for multivariate \(t\)-distribution (Q6640098) (← links)
- The statistical rate for support matrix machines under low rankness and row (column) sparsity (Q6640100) (← links)
- On weighted version of dynamic cumulative residual inaccuracy measure based on extropy (Q6640101) (← links)
- Dimension reduction-based adaptive-to-model semi-supervised classification (Q6640103) (← links)
- Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data (Q6640104) (← links)
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)
- Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise (Q6640106) (← links)
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
- Generalized simulated method-of-moments estimators for multivariate copulas (Q6640109) (← links)
- Asymptotic normality of a modified estimator of Gini distance correlation (Q6640110) (← links)
- A distance based two-sample test of means difference for multivariate datasets (Q6640111) (← links)
- Nonparametric estimator of the tail dependence coefficient: balancing bias and variance (Q6640112) (← links)
- Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors (Q6640114) (← links)
- Exact distribution of change-point MLE for a multivariate normal sequence (Q6640116) (← links)
- A new integrated discrimination improvement index via odds (Q6640117) (← links)
- On the statistical analysis of high-dimensional factor models (Q6640119) (← links)
- Inference on Weibull inverted exponential distribution under progressive first-failure censoring with constant-stress partially accelerated life test (Q6640122) (← links)
- Multiple testing of interval composite null hypotheses using randomized \(p\)-values (Q6640123) (← links)
- Estimation of multicomponent system reliability for inverse Weibull distribution using survival signature (Q6640124) (← links)
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects (Q6640126) (← links)
- Additive partial linear models with autoregressive symmetric errors and its application to the hospitalizations for respiratory diseases (Q6640128) (← links)
- On the functional regression model and its finite-dimensional approximations (Q6640129) (← links)
- Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method (Q6640130) (← links)
- General classes of bivariate distributions for modeling data with common observations (Q6640132) (← links)
- Exceedance statistics based on bottom-\(k\)-lists (Q6640134) (← links)
- Coherent indexes for shifted count and semicontinuous models (Q6640135) (← links)
- Hadamard matrices, quaternions, and the Pearson chi-square statistic (Q6640136) (← links)
