Pages that link to "Item:Q98293"
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The following pages link to Journal of the Korean Statistical Society (Q98293):
Displaying 50 items.
- A bivariate distribution with Lomax and geometric margins (Q1622113) (← links)
- Generalized estimating equations by considering additive terms for analyzing time-course gene sets data (Q1622115) (← links)
- Estimation and variable selection for partially functional linear models (Q1622116) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- Hierarchically penalized quantile regression with multiple responses (Q1622121) (← links)
- An iterative sparse algorithm for the penalized maximum likelihood estimator in mixed effects model (Q1622124) (← links)
- A method for computing the autocovariance of renewal processes (Q1622127) (← links)
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility (Q1622129) (← links)
- Noninformative priors for linear combinations of normal means with unequal variances (Q1622130) (← links)
- Limit behaviors of the estimator of nonparametric regression model based on martingale difference errors (Q1622133) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- Bayesian temporal density estimation with autoregressive species sampling models (Q1657858) (← links)
- The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right]\) (Q1657859) (← links)
- Laguerre and Hermite bases for inverse problems (Q1657860) (← links)
- Bayesian methods for dealing with missing data problems (Q1657862) (← links)
- Bayesian variable selection with strong heredity constraints (Q1657864) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Hausman-type tests for individual and time effects in the panel regression model with incomplete data (Q1657866) (← links)
- Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise (Q1657867) (← links)
- Model averaging procedure for varying-coefficient partially linear models with missing responses (Q1657871) (← links)
- Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework (Q1674040) (← links)
- Regularized estimation in GINAR(\(p\)) process (Q1674041) (← links)
- Bayesian empirical likelihood methods for quantile comparisons (Q1674043) (← links)
- Nonparametric testing under crossover design for ordered categorical response (Q1674045) (← links)
- On equivalence of predictors/estimators under a multivariate general linear model with augmentation (Q1674046) (← links)
- Law of large numbers for discretely observed random functions (Q1674047) (← links)
- Large and moderate deviation principles for the bootstrap sample quantile (Q1674048) (← links)
- Multiple imputation for nonignorable missing data (Q1674049) (← links)
- Statistical inference for the unbalanced two-way error component regression model with errors-in-variables (Q1674051) (← links)
- Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean (Q1674053) (← links)
- Fused sliced average variance estimation (Q1674056) (← links)
- Estimation and identification of periodic autoregressive models with one exogenous variable (Q1674057) (← links)
- Multiscale representation for irregularly spaced data (Q1674059) (← links)
- A systematic review on model selection in high-dimensional regression (Q1726155) (← links)
- Investigating dependence between frequency and severity via simple generalized linear models (Q1726156) (← links)
- A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
- Generalized growth curve models for longitudinal data in application to a randomized controlled trial (Q1726160) (← links)
- A method for high-dimensional smoothing (Q1726162) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
- Improved estimation of the smallest scale parameter of gamma distributions (Q1726166) (← links)
- An omnibus two-sample test for ranked-set sampling data (Q1726167) (← links)
- Estimation for varying coefficient partially nonlinear models with distorted measurement errors (Q1726169) (← links)
- Extreme quantiles and tail index of a distribution based on kernel estimator (Q1726172) (← links)
- Posterior consistency in frailty models and simulation studies to test the presence of random effects (Q1726173) (← links)
- Review: Reversed low-rank ANOVA model for transforming high dimensional genetic data into low dimension (Q1740304) (← links)
- Additive time-dependent hazard model with doubly truncated data (Q1740306) (← links)
- Principal weighted logistic regression for sufficient dimension reduction in binary classification (Q1740307) (← links)
- Bayesian curve fitting and clustering with Dirichlet process mixture models for microarray data (Q1740308) (← links)
- Stable feature screening for ultrahigh dimensional data (Q1740310) (← links)
